John Hancock Variable Insurance Trust

500 Index TrustShares orPrincipalAmount Value

COMMON STOCKS – 96.5%Communication services – 10.4%Diversified telecommunication services – 1.4%AT&T, Inc. 1,483,282 $ 42,659,190CenturyLink, Inc. 208,597 2,033,821Verizon Communications, Inc. 861,788 50,630,045

95,323,056Entertainment – 2.2%Activision Blizzard, Inc. 160,872 14,936,965Electronic Arts, Inc. 60,072 8,626,339Live Nation Entertainment, Inc. (A) 30,014 2,205,429Netflix, Inc. (A) 91,957 49,723,909Take-Two Interactive Software, Inc. (A) 24,146 5,017,297The Walt Disney Company (A) 376,832 68,274,422

148,784,361Interactive media and services – 5.3%Alphabet, Inc., Class A (A) 62,576 109,673,201Alphabet, Inc., Class C (A) 60,439 105,881,875Facebook, Inc., Class A (A) 500,424 136,695,820Twitter, Inc. (A) 164,632 8,914,823

361,165,719Media – 1.3%Charter Communications, Inc., Class A (A) 30,407 20,115,751Comcast Corp., Class A 950,543 49,808,453Discovery, Inc., Series A (A)(B) 33,828 1,017,885Discovery, Inc., Series C (A) 60,255 1,578,078DISH Network Corp., Class A (A) 52,099 1,684,882Fox Corp., Class A 68,021 1,980,772Fox Corp., Class B 33,080 955,350News Corp., Class A 82,154 1,476,307News Corp., Class B 25,708 456,831Omnicom Group, Inc. 45,376 2,830,101The Interpublic Group of Companies, Inc. 82,343 1,936,707ViacomCBS, Inc., Class B 115,444 4,301,443

88,142,560Wireless telecommunication services – 0.2%T-Mobile US, Inc. (A) 121,506 16,385,084

709,800,780Consumer discretionary – 12.3%Auto components – 0.1%Aptiv PLC 55,969 7,292,201BorgWarner, Inc. 51,621 1,994,635

9,286,836Automobiles – 1.9%Ford Motor Company 810,845 7,127,328General Motors Company 262,151 10,915,968Tesla, Inc. (A) 157,852 111,391,421

129,434,717Distributors – 0.1%Genuine Parts Company 30,465 3,059,600LKQ Corp. (A) 59,119 2,083,354Pool Corp. 8,463 3,152,468

8,295,422Hotels, restaurants and leisure – 1.6%Carnival Corp. 154,147 3,338,824Chipotle Mexican Grill, Inc. (A) 5,813 8,060,945Darden Restaurants, Inc. 27,470 3,272,226Domino’s Pizza, Inc. 8,309 3,186,169Hilton Worldwide Holdings, Inc. 57,320 6,377,423Las Vegas Sands Corp. 67,110 3,999,756Marriott International, Inc., Class A 55,166 7,277,499McDonald’s Corp. 155,101 33,281,573MGM Resorts International 86,461 2,724,386

500 Index Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Norwegian Cruise Line Holdings, Ltd. (A) 65,122 $ 1,656,052Royal Caribbean Cruises, Ltd. 39,387 2,941,815Starbucks Corp. 244,224 26,127,084Wynn Resorts, Ltd. 20,498 2,312,789Yum! Brands, Inc. 62,442 6,778,704

111,335,245Household durables – 0.4%D.R. Horton, Inc. 68,073 4,691,591Garmin, Ltd. 31,500 3,769,290Leggett & Platt, Inc. 27,959 1,238,584Lennar Corp., A Shares 57,993 4,420,806Mohawk Industries, Inc. (A) 12,629 1,780,058Newell Brands, Inc. 79,746 1,693,008NVR, Inc. (A) 735 2,998,697PulteGroup, Inc. 56,633 2,442,015Whirlpool Corp. 13,155 2,374,346

25,408,395Internet and direct marketing retail – 4.8%Amazon.com, Inc. (A) 88,781 289,153,502Booking Holdings, Inc. (A) 8,521 18,978,568eBay, Inc. 136,144 6,841,236Etsy, Inc. (A) 26,198 4,660,886Expedia Group, Inc. 28,658 3,794,319

323,428,511Leisure products – 0.1%Hasbro, Inc. 26,911 2,517,255Multiline retail – 0.5%Dollar General Corp. 50,979 10,720,884Dollar Tree, Inc. (A) 48,896 5,282,724Target Corp. 104,195 18,393,543

34,397,151Specialty retail – 2.1%Advance Auto Parts, Inc. 13,797 2,173,165AutoZone, Inc. (A) 4,817 5,710,264Best Buy Company, Inc. 47,394 4,729,447CarMax, Inc. (A) 34,439 3,253,108L Brands, Inc. 49,295 1,833,281Lowe’s Companies, Inc. 152,494 24,476,812O’Reilly Automotive, Inc. (A) 15,066 6,818,420Ross Stores, Inc. 73,944 9,081,063The Gap, Inc. 43,392 876,084The Home Depot, Inc. 224,129 59,533,145The TJX Companies, Inc. 249,656 17,049,008Tiffany & Company 22,811 2,998,506Tractor Supply Company 24,544 3,450,396Ulta Beauty, Inc. (A) 11,894 3,415,481

145,398,180Textiles, apparel and luxury goods – 0.7%Hanesbrands, Inc. 73,524 1,071,980NIKE, Inc., Class B 261,110 36,939,232PVH Corp. 14,980 1,406,472Ralph Lauren Corp. 10,171 1,055,140Tapestry, Inc. 58,336 1,813,083Under Armour, Inc., Class A (A) 39,815 683,624Under Armour, Inc., Class C (A) 41,065 611,047VF Corp. 65,973 5,634,754

49,215,332838,717,044

Consumer staples – 6.3%Beverages – 1.6%Brown-Forman Corp., Class B 38,545 3,061,629Constellation Brands, Inc., Class A 35,482 7,772,332

John Hancock Variable Insurance TrustPortfolio of Investments — December 31, 2020 (showing percentage of total net assets)

The accompanying notes are an integral part of the financial statements. 1


COMMON STOCKS (continued)Beverages (continued)Molson Coors Beverage Company, Class B 39,713 $ 1,794,630Monster Beverage Corp. (A) 76,518 7,076,385PepsiCo, Inc. 287,891 42,694,235The Coca-Cola Company 805,444 44,170,549

106,569,760Food and staples retailing – 1.4%Costco Wholesale Corp. 91,846 34,605,736Sysco Corp. 105,637 7,844,604The Kroger Company 160,095 5,084,617Walgreens Boots Alliance, Inc. 148,678 5,929,279Walmart, Inc. 288,673 41,612,213

95,076,449Food products – 1.0%Archer-Daniels-Midland Company 114,706 5,782,329Campbell Soup Company 42,753 2,067,108Conagra Brands, Inc. 99,512 3,608,305General Mills, Inc. 126,813 7,456,604Hormel Foods Corp. 59,256 2,761,922Kellogg Company 53,588 3,334,781Lamb Weston Holdings, Inc. 30,687 2,416,294McCormick & Company, Inc. 52,348 5,004,469Mondelez International, Inc., Class A 297,941 17,420,610The Hershey Company 30,266 4,610,420The J.M. Smucker Company 24,090 2,784,804The Kraft Heinz Company 133,071 4,612,241Tyson Foods, Inc., Class A 60,152 3,876,195

65,736,082Household products – 1.5%Church & Dwight Company, Inc. 52,227 4,555,761Colgate-Palmolive Company 178,422 15,256,865Kimberly-Clark Corp. 70,812 9,547,582The Clorox Company 26,017 5,253,353The Procter & Gamble Company 516,395 71,851,200

106,464,761Personal products – 0.2%The Estee Lauder Companies, Inc.,

Class A 47,134 12,546,599Tobacco – 0.6%Altria Group, Inc. 386,804 15,858,964Philip Morris International, Inc. 324,254 26,844,989

42,703,953429,097,604

Energy – 2.2%Energy equipment and services – 0.2%Baker Hughes Company 144,632 3,015,577Halliburton Company 185,514 3,506,215National Oilwell Varco, Inc. 81,997 1,125,819Schlumberger NV 287,462 6,275,295TechnipFMC PLC 89,196 838,442

14,761,348Oil, gas and consumable fuels – 2.0%Apache Corp. 79,711 1,131,099Cabot Oil & Gas Corp. 84,171 1,370,304Chevron Corp. 400,967 33,861,663Concho Resources, Inc. 41,540 2,423,859ConocoPhillips 222,024 8,878,740Devon Energy Corp. 80,838 1,278,049Diamondback Energy, Inc. 33,329 1,613,124EOG Resources, Inc. 120,497 6,009,185Exxon Mobil Corp. 880,280 36,285,142Hess Corp. 55,437 2,926,519HollyFrontier Corp. 31,477 813,680


COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)Kinder Morgan, Inc. 402,209 $ 5,498,197Marathon Oil Corp. 166,711 1,111,962Marathon Petroleum Corp. 134,300 5,554,648Occidental Petroleum Corp. 176,783 3,060,114ONEOK, Inc. 93,806 3,600,274Phillips 66 90,294 6,315,162Pioneer Natural Resources Company 33,583 3,824,768The Williams Companies, Inc. 250,317 5,018,856Valero Energy Corp. 86,109 4,871,186

135,446,531150,207,879

Financials – 10.1%Banks – 3.7%Bank of America Corp. 1,584,578 48,028,559Citigroup, Inc. 433,233 26,713,147Citizens Financial Group, Inc. 86,473 3,092,274Comerica, Inc. 29,362 1,640,161Fifth Third Bancorp 145,653 4,015,653First Republic Bank 36,347 5,340,465Huntington Bancshares, Inc. 214,834 2,713,353JPMorgan Chase & Co. 634,617 80,640,782KeyCorp 197,883 3,247,260M&T Bank Corp. 27,090 3,448,557People’s United Financial, Inc. 89,701 1,159,834Regions Financial Corp. 202,766 3,268,588SVB Financial Group (A) 10,931 4,239,370The PNC Financial Services Group, Inc. 88,019 13,114,831Truist Financial Corp. 279,836 13,412,539U.S. Bancorp 285,014 13,278,802Wells Fargo & Company 859,895 25,951,631Zions Bancorp NA 34,628 1,504,240

254,810,046Capital markets – 2.7%Ameriprise Financial, Inc. 24,564 4,773,522BlackRock, Inc. 29,584 21,346,039Cboe Global Markets, Inc. 22,967 2,138,687CME Group, Inc. 74,746 13,607,509Franklin Resources, Inc. 56,488 1,411,635Intercontinental Exchange, Inc. 116,886 13,475,787Invesco, Ltd. 79,512 1,385,894MarketAxess Holdings, Inc. 7,788 4,443,521Moody’s Corp. 33,592 9,749,742Morgan Stanley 297,626 20,396,310MSCI, Inc. 17,229 7,693,265Nasdaq, Inc. 24,281 3,223,060Northern Trust Corp. 43,945 4,093,037Raymond James Financial, Inc. 25,779 2,466,277S&P Global, Inc. 50,115 16,474,304State Street Corp. 72,595 5,283,464T. Rowe Price Group, Inc. 47,073 7,126,381The Bank of New York Mellon Corp. 168,904 7,168,286The Charles Schwab Corp. 310,276 16,457,039The Goldman Sachs Group, Inc. 71,647 18,894,030

181,607,789Consumer finance – 0.5%American Express Company 135,738 16,412,082Capital One Financial Corp. 95,047 9,395,396Discover Financial Services 63,208 5,722,220Synchrony Financial 110,714 3,842,883

35,372,581Diversified financial services – 1.4%Berkshire Hathaway, Inc., Class B (A) 405,284 93,973,201




COMMON STOCKS (continued)Insurance – 1.8%Aflac, Inc. 136,145 $ 6,054,368American International Group, Inc. 178,533 6,759,259Aon PLC, Class A 47,601 10,056,663Arthur J. Gallagher & Company 40,441 5,002,956Assurant, Inc. 12,596 1,715,827Chubb, Ltd. 93,942 14,459,553Cincinnati Financial Corp. 31,591 2,760,106Everest Re Group, Ltd. 8,441 1,975,954Globe Life, Inc. 19,308 1,833,488Lincoln National Corp. 38,361 1,929,942Loews Corp. 47,418 2,134,758Marsh & McLennan Companies, Inc. 105,568 12,351,456MetLife, Inc. 159,373 7,482,562Principal Financial Group, Inc. 53,915 2,674,723Prudential Financial, Inc. 81,754 6,382,535The Allstate Corp. 63,254 6,953,512The Hartford Financial Services

Group, Inc. 75,643 3,704,994The Progressive Corp. 121,880 12,051,494The Travelers Companies, Inc. 52,525 7,372,934Unum Group 42,987 986,122W.R. Berkley Corp. 29,696 1,972,408Willis Towers Watson PLC 26,600 5,604,088

122,219,702687,983,319

Health care – 13.0%Biotechnology – 1.8%AbbVie, Inc. 367,530 39,380,840Alexion Pharmaceuticals, Inc. (A) 45,465 7,103,452Amgen, Inc. 121,254 27,878,720Biogen, Inc. (A) 32,017 7,839,683Gilead Sciences, Inc. 261,008 15,206,326Incyte Corp. (A) 39,257 3,414,574Regeneron Pharmaceuticals, Inc. (A) 21,811 10,537,112Vertex Pharmaceuticals, Inc. (A) 54,128 12,792,612

124,153,319Health care equipment and supplies – 3.7%Abbott Laboratories 369,003 40,402,138ABIOMED, Inc. (A) 9,513 3,084,115Align Technology, Inc. (A) 14,890 7,956,918Baxter International, Inc. 106,905 8,578,057Becton, Dickinson and Company 60,362 15,103,780Boston Scientific Corp. (A) 297,938 10,710,871Danaher Corp. 131,642 29,242,954Dentsply Sirona, Inc. 46,141 2,415,943DexCom, Inc. (A) 19,851 7,339,312Edwards Lifesciences Corp. (A) 129,668 11,829,612Hologic, Inc. (A) 52,931 3,854,965IDEXX Laboratories, Inc. (A) 17,685 8,840,201Intuitive Surgical, Inc. (A) 24,473 20,021,361Medtronic PLC 280,237 32,826,962ResMed, Inc. 29,984 6,373,399STERIS PLC 17,961 3,404,328Stryker Corp. 68,049 16,674,727Teleflex, Inc. 9,823 4,042,852The Cooper Companies, Inc. 9,999 3,632,837Varian Medical Systems, Inc. (A) 19,245 3,368,067West Pharmaceutical Services, Inc. 15,594 4,417,936Zimmer Biomet Holdings, Inc. 42,853 6,603,219

250,724,554Health care providers and services – 2.5%AmerisourceBergen Corp. 31,039 3,034,373Anthem, Inc. 51,789 16,628,930Cardinal Health, Inc. 61,757 3,307,705


COMMON STOCKS (continued)Health care providers and services (continued)Centene Corp. (A) 120,248 $ 7,218,487Cigna Corp. 75,214 15,658,051CVS Health Corp. 272,382 18,603,691DaVita, Inc. (A) 14,743 1,730,828HCA Healthcare, Inc. 54,879 9,025,400Henry Schein, Inc. (A) 30,149 2,015,762Humana, Inc. 27,560 11,307,041Laboratory Corp. of America Holdings (A) 19,927 4,056,141McKesson Corp. 33,385 5,806,319Quest Diagnostics, Inc. 28,362 3,379,900UnitedHealth Group, Inc. 197,593 69,291,913Universal Health Services, Inc., Class B 16,409 2,256,238

173,320,779Health care technology – 0.1%Cerner Corp. 64,490 5,061,175Life sciences tools and services – 1.2%Agilent Technologies, Inc. 63,653 7,542,244Bio-Rad Laboratories, Inc., Class A (A) 4,517 2,633,140Illumina, Inc. (A) 30,376 11,239,120IQVIA Holdings, Inc. (A) 39,650 7,104,091Mettler-Toledo International, Inc. (A) 4,945 5,635,718PerkinElmer, Inc. 23,613 3,388,466Thermo Fisher Scientific, Inc. 82,530 38,440,823Waters Corp. (A) 13,077 3,235,511

79,219,113Pharmaceuticals – 3.7%Bristol-Myers Squibb Company 470,381 29,177,733Catalent, Inc. (A) 34,663 3,607,378Eli Lilly & Company 165,283 27,906,382Johnson & Johnson 548,175 86,271,782Merck & Company, Inc. 526,925 43,102,465Perrigo Company PLC 28,821 1,288,875Pfizer, Inc. 1,157,117 42,593,477Viatris, Inc. (A) 247,514 4,638,412Zoetis, Inc. 98,949 16,376,060

254,962,564887,441,504

Industrials – 8.1%Aerospace and defense – 1.6%General Dynamics Corp. 48,236 7,178,482Howmet Aerospace, Inc. 82,893 2,365,766Huntington Ingalls Industries, Inc. 8,551 1,457,774L3Harris Technologies, Inc. 43,700 8,260,174Lockheed Martin Corp. 51,285 18,205,149Northrop Grumman Corp. 32,274 9,834,533Raytheon Technologies Corp. 316,075 22,602,523Teledyne Technologies, Inc. (A) 7,785 3,051,564Textron, Inc. 48,156 2,327,379The Boeing Company 110,423 23,637,147TransDigm Group, Inc. (A) 11,232 6,950,923

105,871,414Air freight and logistics – 0.6%CH Robinson Worldwide, Inc. 28,472 2,672,667Expeditors International of

Washington, Inc. 35,406 3,367,465FedEx Corp. 50,312 13,062,001United Parcel Service, Inc., Class B 148,558 25,017,167

44,119,300Airlines – 0.2%Alaska Air Group, Inc. 26,110 1,357,720American Airlines Group, Inc. (B) 126,862 2,000,614Delta Air Lines, Inc. 131,545 5,289,424Southwest Airlines Company 121,733 5,673,975




COMMON STOCKS (continued)Airlines (continued)United Airlines Holdings, Inc. (A) 61,449 $ 2,657,669

16,979,402Building products – 0.4%A. O. Smith Corp. 28,588 1,567,194Allegion PLC 19,477 2,266,733Carrier Global Corp. 168,529 6,356,914Fortune Brands Home & Security, Inc. 29,174 2,500,795Johnson Controls International PLC 150,495 7,011,562Masco Corp. 55,230 3,033,784Trane Technologies PLC 49,610 7,201,388

29,938,370Commercial services and supplies – 0.4%Cintas Corp. 18,360 6,489,526Copart, Inc. (A) 43,630 5,551,918Republic Services, Inc. 44,391 4,274,853Rollins, Inc. 46,720 1,825,350Waste Management, Inc. 80,776 9,525,914

27,667,561Construction and engineering – 0.1%Jacobs Engineering Group, Inc. 26,277 2,863,142Quanta Services, Inc. 29,147 2,099,167

4,962,309Electrical equipment – 0.5%AMETEK, Inc. 47,383 5,730,500Eaton Corp. PLC 82,979 9,969,097Emerson Electric Company 124,414 9,999,153Rockwell Automation, Inc. 23,962 6,009,909

31,708,659Industrial conglomerates – 1.2%3M Company 120,021 20,978,471General Electric Company 1,822,944 19,687,795Honeywell International, Inc. 146,115 31,078,661Roper Technologies, Inc. 21,805 9,399,917

81,144,844Machinery – 1.6%Caterpillar, Inc. 113,175 20,600,114Cummins, Inc. 30,604 6,950,168Deere & Company 65,279 17,563,315Dover Corp. 29,330 3,702,913Flowserve Corp. 27,487 1,012,896Fortive Corp. 69,301 4,907,897IDEX Corp. 15,946 3,176,443Illinois Tool Works, Inc. 60,045 12,241,975Ingersoll Rand, Inc. (A) 78,385 3,571,221Otis Worldwide Corp. 83,983 5,673,052PACCAR, Inc. 71,607 6,178,252Parker-Hannifin Corp. 26,674 7,266,264Pentair PLC 35,036 1,860,061Snap-on, Inc. 11,502 1,968,452Stanley Black & Decker, Inc. 32,999 5,892,301Wabtec Corp. 37,776 2,765,203Xylem, Inc. 38,003 3,868,325

109,198,852Professional services – 0.3%Equifax, Inc. 24,978 4,816,758IHS Markit, Ltd. 77,293 6,943,230Nielsen Holdings PLC 75,338 1,572,304Robert Half International, Inc. 24,208 1,512,516Verisk Analytics, Inc. 33,630 6,981,252

21,826,060Road and rail – 1.0%CSX Corp. 159,281 14,454,751


COMMON STOCKS (continued)Road and rail (continued)JB Hunt Transport Services, Inc. 17,602 $ 2,405,313Kansas City Southern 19,251 3,929,707Norfolk Southern Corp. 52,903 12,570,282Old Dominion Freight Line, Inc. 19,653 3,835,873Union Pacific Corp. 140,372 29,228,258

66,424,184Trading companies and distributors – 0.2%Fastenal Company 118,516 5,787,136United Rentals, Inc. (A) 15,222 3,530,134W.W. Grainger, Inc. 9,184 3,750,195

13,067,465552,908,420

Information technology – 26.6%Communications equipment – 0.7%Arista Networks, Inc. (A) 11,106 3,227,070Cisco Systems, Inc. 879,727 39,367,783F5 Networks, Inc. (A) 12,918 2,272,793Juniper Networks, Inc. 70,058 1,577,006Motorola Solutions, Inc. 35,078 5,965,365

52,410,017Electronic equipment, instruments and components – 0.6%Amphenol Corp., Class A 62,020 8,110,355CDW Corp. 30,129 3,970,701Corning, Inc. 160,696 5,785,056FLIR Systems, Inc. 27,690 1,213,653IPG Photonics Corp. (A) 7,535 1,686,258Keysight Technologies, Inc. (A) 38,474 5,082,031TE Connectivity, Ltd. 68,576 8,302,496Vontier Corp. (A) 28,473 950,998Zebra Technologies Corp., Class A (A) 10,921 4,197,268

39,298,816IT services – 5.3%Accenture PLC, Class A 131,905 34,454,905Akamai Technologies, Inc. (A) 34,360 3,607,456Automatic Data Processing, Inc. 89,243 15,724,617Broadridge Financial Solutions, Inc. 24,320 3,725,824Cognizant Technology Solutions Corp.,

Class A 111,214 9,113,987DXC Technology Company 53,680 1,382,260Fidelity National Information Services, Inc. 129,121 18,265,457Fiserv, Inc. (A) 115,755 13,179,864FleetCor Technologies, Inc. (A) 17,287 4,716,412Gartner, Inc. (A) 18,844 3,018,620Global Payments, Inc. 62,286 13,417,650IBM Corp. 185,426 23,341,425Jack Henry & Associates, Inc. 15,371 2,489,948Leidos Holdings, Inc. 28,226 2,967,117Mastercard, Inc., Class A 183,182 65,384,983Paychex, Inc. 66,285 6,176,436PayPal Holdings, Inc. (A) 243,907 57,123,019The Western Union Company 86,795 1,904,282VeriSign, Inc. (A) 20,742 4,488,569Visa, Inc., Class A 353,110 77,235,750

361,718,581Semiconductors and semiconductor equipment – 4.9%Advanced Micro Devices, Inc. (A) 250,317 22,956,572Analog Devices, Inc. 76,878 11,357,187Applied Materials, Inc. 190,083 16,404,163Broadcom, Inc. 84,212 36,872,224Intel Corp. 853,150 42,503,933KLA Corp. 32,133 8,319,555Lam Research Corp. 29,976 14,156,766Maxim Integrated Products, Inc. 56,380 4,998,087




COMMON STOCKS (continued)Semiconductors and semiconductor equipment (continued)Microchip Technology, Inc. 54,246 $ 7,491,915Micron Technology, Inc. (A) 231,692 17,418,605NVIDIA Corp. 128,862 67,291,736Qorvo, Inc. (A) 23,309 3,875,587QUALCOMM, Inc. 235,434 35,866,016Skyworks Solutions, Inc. 34,395 5,258,308Teradyne, Inc. 35,062 4,203,583Texas Instruments, Inc. 191,180 31,378,373Xilinx, Inc. 50,740 7,193,410

337,546,020Software – 8.3%Adobe, Inc. (A) 99,885 49,954,486ANSYS, Inc. (A) 17,740 6,453,812Autodesk, Inc. (A) 45,755 13,970,832Cadence Design Systems, Inc. (A) 57,841 7,891,248Citrix Systems, Inc. 25,084 3,263,428Fortinet, Inc. (A) 28,366 4,213,202Intuit, Inc. 54,695 20,775,896Microsoft Corp. 1,574,004 350,089,970NortonLifeLock, Inc. 124,806 2,593,469Oracle Corp. 394,995 25,552,227Paycom Software, Inc. (A) 10,034 4,537,877salesforce.com, Inc. (A) 190,467 42,384,622ServiceNow, Inc. (A) 40,504 22,294,617Synopsys, Inc. (A) 32,049 8,308,383Tyler Technologies, Inc. (A) 8,498 3,709,547

565,993,616Technology hardware, storage and peripherals – 6.8%Apple, Inc. 3,326,879 441,443,574Hewlett Packard Enterprise Company 271,657 3,219,135HP, Inc. 284,647 6,999,470NetApp, Inc. 46,883 3,105,530Seagate Technology PLC 47,132 2,929,725Western Digital Corp. 63,887 3,538,701Xerox Holdings Corp. 32,157 745,721

461,981,8561,818,948,906

Materials – 2.5%Chemicals – 1.8%Air Products & Chemicals, Inc. 46,023 12,574,404Albemarle Corp. 22,460 3,313,299Celanese Corp. 23,983 3,116,351CF Industries Holdings, Inc. 45,166 1,748,376Corteva, Inc. 154,765 5,992,501Dow, Inc. 154,100 8,552,550DuPont de Nemours, Inc. 152,625 10,853,164Eastman Chemical Company 28,583 2,866,303Ecolab, Inc. 51,678 11,181,052FMC Corp. 27,361 3,144,600International Flavors &

Fragrances, Inc. (B) 22,582 2,457,825Linde PLC 109,288 28,798,481LyondellBasell Industries NV, Class A 52,830 4,842,398PPG Industries, Inc. 48,926 7,056,108The Mosaic Company 72,850 1,676,279The Sherwin-Williams Company 17,012 12,502,289

120,675,980Construction materials – 0.1%Martin Marietta Materials, Inc. 13,150 3,734,206Vulcan Materials Company 27,028 4,008,523

7,742,729Containers and packaging – 0.3%Amcor PLC 319,858 3,764,729


COMMON STOCKS (continued)Containers and packaging (continued)Avery Dennison Corp. 17,625 $ 2,733,814Ball Corp. 67,530 6,292,445International Paper Company 80,384 3,996,692Packaging Corp. of America 20,027 2,761,924Sealed Air Corp. 32,875 1,505,346Westrock Company 54,829 2,386,706

23,441,656Metals and mining – 0.3%Freeport-McMoRan, Inc. 301,362 7,841,439Newmont Corp. 167,196 10,013,368Nucor Corp. 63,754 3,391,075

21,245,882173,106,247

Real estate – 2.3%Equity real estate investment trusts – 2.3%Alexandria Real Estate Equities, Inc. 25,719 4,583,640American Tower Corp. 92,576 20,779,609AvalonBay Communities, Inc. 28,919 4,639,475Boston Properties, Inc. 29,909 2,827,298Crown Castle International Corp. 89,878 14,307,679Digital Realty Trust, Inc. 58,298 8,133,154Duke Realty Corp. 78,255 3,127,852Equinix, Inc. 18,513 13,221,614Equity Residential 70,120 4,156,714Essex Property Trust, Inc. 13,232 3,141,541Extra Space Storage, Inc. 27,257 3,157,996Federal Realty Investment Trust 14,536 1,237,304Healthpeak Properties, Inc. 109,414 3,307,585Host Hotels & Resorts, Inc. 148,936 2,178,934Iron Mountain, Inc. 60,850 1,793,858Kimco Realty Corp. 91,336 1,370,953Mid-America Apartment Communities, Inc. 24,151 3,059,690Prologis, Inc. 154,035 15,351,128Public Storage 31,542 7,283,994Realty Income Corp. 72,865 4,530,017Regency Centers Corp. 33,314 1,518,785SBA Communications Corp. 23,145 6,529,899Simon Property Group, Inc. 68,047 5,803,048SL Green Realty Corp. 15,469 921,643UDR, Inc. 62,311 2,394,612Ventas, Inc. 78,788 3,863,764Vornado Realty Trust 33,101 1,235,991Welltower, Inc. 86,175 5,568,629Weyerhaeuser Company 153,772 5,155,975

155,182,381Real estate management and development – 0.0%CBRE Group, Inc., Class A (A) 68,835 4,317,331

159,499,712Utilities – 2.7%Electric utilities – 1.7%Alliant Energy Corp. 52,719 2,716,610American Electric Power Company, Inc. 103,212 8,594,463Duke Energy Corp. 153,308 14,036,880Edison International 77,804 4,887,647Entergy Corp. 40,990 4,092,442Evergy, Inc. 47,901 2,658,985Eversource Energy 70,847 6,128,974Exelon Corp. 202,740 8,559,683FirstEnergy Corp. 114,481 3,504,263NextEra Energy, Inc. 408,117 31,486,227NRG Energy, Inc. 51,556 1,935,928Pinnacle West Capital Corp. 23,769 1,900,332PPL Corp. 157,606 4,444,489




COMMON STOCKS (continued)Electric utilities (continued)The Southern Company 219,931 $ 13,510,361Xcel Energy, Inc. 108,965 7,264,697

115,721,981Gas utilities – 0.0%Atmos Energy Corp. 26,050 2,485,952Independent power and renewable electricity producers –0.1%The AES Corp. 140,460 3,300,810Multi-utilities – 0.8%Ameren Corp. 52,178 4,073,015CenterPoint Energy, Inc. 115,054 2,489,769CMS Energy Corp. 60,456 3,688,421Consolidated Edison, Inc. 70,638 5,105,008Dominion Energy, Inc. 169,834 12,771,517DTE Energy Company 40,684 4,939,444NiSource, Inc. 80,885 1,855,502Public Service Enterprise Group, Inc. 104,537 6,094,507Sempra Energy 60,050 7,650,971WEC Energy Group, Inc. 65,208 6,001,092

54,669,246Water utilities – 0.1%American Water Works Company, Inc. 37,404 5,740,392

181,918,381TOTAL COMMON STOCKS (Cost $2,761,064,992) $ 6,589,629,796

SHORT-TERM INVESTMENTS – 3.7%U.S. Government Agency – 3.2%Federal Home Loan Bank Discount Note

0.040%, 02/19/2021 * $ 50,000,000 49,994,8890.065%, 01/08/2021 * 35,000,000 34,999,7280.071%, 02/03/2021 * 75,000,000 74,995,000


SHORT-TERM INVESTMENTS (continued)U.S. Government Agency (continued)Federal Home Loan Bank

Discount Note (continued)0.075%, 01/20/2021 * $ 35,000,000 $ 34,998,9110.090%, 01/06/2021 * 25,000,000 24,999,903

219,988,431Short-term funds – 0.1%John Hancock Collateral Trust,

0.1386% (C)(D) 535,630 5,359,566Repurchase agreement – 0.4%Repurchase Agreement with State Street

Corp. dated 12-31-20 at 0.000% to berepurchased at $24,495,000 on 1-4-21,collateralized by $25,014,000U.S. Treasury Bills, 0.000% due12-30-21 (valued at $24,984,909) $ 24,495,000 24,495,000

TOTAL SHORT-TERM INVESTMENTS (Cost $249,845,319) $ 249,842,997Total Investments (500 Index Trust)

(Cost $3,010,910,311) – 100.2% $ 6,839,472,793Other assets and liabilities, net – (0.2%) (14,280,172)TOTAL NET ASSETS – 100.0% $ 6,825,192,621

Security Abbreviations and Legend(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) The rate shown is the annualized seven-day yield as of 12-31-20.(D) Investment is an affiliate of the fund, the advisor and/or subadvisor.

This security represents the investment of cash collateral received forsecurities lending.

* Yield represents either the annualized yield at the date of purchase,the stated coupon rate or, for floating rate securities, the rate atperiod end.

DERIVATIVES

FUTURES

Open contractsNumber of

contracts PositionExpiration

dateNotional

basis^Notional

value^

Unrealizedappreciation

(depreciation)S&P 500 Index E-Mini Futures 1,231 Long Mar 2021 $225,487,263 $230,738,640 $5,251,377

$5,251,377

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

See Notes to financial statements regarding investment transactions and other derivatives information.

American Asset Allocation TrustShares orPrincipalAmount Value

INVESTMENT COMPANIES - 100.0%American Funds Insurance Series - 100.0%American Asset Allocation Fund - Class 1 53,267,195 $ 1,411,580,655TOTAL INVESTMENT COMPANIES (Cost $1,010,129,113) $ 1,411,580,655Total Investments (American Asset Allocation

Trust) (Cost $1,010,129,113) - 100.0% $ 1,411,580,655Other assets and liabilities, net - 0.0% 16,595TOTAL NET ASSETS - 100.0% $ 1,411,597,250

American Global Growth TrustShares orPrincipalAmount Value

INVESTMENT COMPANIES - 100.0%American Funds Insurance Series - 100.0%American Global Growth Fund - Class 1 5,897,455 $ 242,739,230TOTAL INVESTMENT COMPANIES (Cost $161,461,913) $ 242,739,230Total Investments (American Global Growth

Trust) (Cost $161,461,913) - 100.0% $ 242,739,230Other assets and liabilities, net - (0.0%) (4,392)TOTAL NET ASSETS - 100.0% $ 242,734,838



American Growth TrustShares orPrincipalAmount Value

INVESTMENT COMPANIES - 100.0%American Funds Insurance Series - 100.0%American Growth Fund - Class 1 8,704,987 $ 1,046,426,467TOTAL INVESTMENT COMPANIES (Cost $615,685,387) $ 1,046,426,467Total Investments (American Growth Trust)

(Cost $615,685,387) - 100.0% $ 1,046,426,467Other assets and liabilities, net - 0.0% 11,900TOTAL NET ASSETS - 100.0% $ 1,046,438,367

American Growth-Income TrustShares orPrincipalAmount Value

INVESTMENT COMPANIES - 100.0%American Funds Insurance Series - 100.0%American Growth-Income Fund - Class 1 18,674,657 $ 1,034,202,484TOTAL INVESTMENT COMPANIES (Cost $866,722,867) $ 1,034,202,484Total Investments (American Growth-Income

Trust) (Cost $866,722,867) - 100.0% $ 1,034,202,484Other assets and liabilities, net - 0.0% 3,644TOTAL NET ASSETS - 100.0% $ 1,034,206,128

American International TrustShares orPrincipalAmount Value

INVESTMENT COMPANIES - 100.0%American Funds Insurance Series - 100.0%American International Fund - Class 1 22,187,454 $ 524,511,406TOTAL INVESTMENT COMPANIES (Cost $414,929,212) $ 524,511,406Total Investments (American International

Trust) (Cost $414,929,212) - 100.0% $ 524,511,406Other assets and liabilities, net - 0.0% 4,072TOTAL NET ASSETS - 100.0% $ 524,515,478

Blue Chip Growth TrustShares orPrincipalAmount Value

COMMON STOCKS – 99.7%Communication services – 21.9%Entertainment – 4.4%Netflix, Inc. (A) 100,792 $ 54,501,258Roku, Inc. (A) 1,900 630,838Sea, Ltd., ADR (A) 158,414 31,532,307Spotify Technology SA (A) 46,233 14,547,676The Walt Disney Company (A) 17,330 3,139,849

104,351,928Interactive media and services – 17.4%Alphabet, Inc., Class A (A) 15,868 27,810,892Alphabet, Inc., Class C (A) 71,738 125,676,367Facebook, Inc., Class A (A) 550,125 150,272,145Match Group, Inc. (A) 160,024 24,194,029Snap, Inc., Class A (A) 415,300 20,794,071Tencent Holdings, Ltd. 831,700 59,843,950

408,591,454Media – 0.0%Charter Communications, Inc., Class A (A) 400 264,620Wireless telecommunication services – 0.1%T-Mobile US, Inc. (A) 10,100 1,361,985

514,569,987Consumer discretionary – 21.3%

Blue Chip Growth Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Auto components – 0.0%Aptiv PLC 10,328 $ 1,345,635Hotels, restaurants and leisure – 1.3%Airbnb, Inc., Class A (A) 10,488 1,539,638Chipotle Mexican Grill, Inc. (A) 10,756 14,915,453Domino’s Pizza, Inc. 4,845 1,857,864Hilton Worldwide Holdings, Inc. 4,907 545,953Marriott International, Inc., Class A 12,406 1,636,600McDonald’s Corp. 1,256 269,512Starbucks Corp. 18,135 1,940,082Yum! Brands, Inc. 66,420 7,210,555

29,915,657Internet and direct marketing retail – 15.9%Alibaba Group Holding, Ltd., ADR (A) 309,330 71,990,371Amazon.com, Inc. (A) 82,345 268,191,898Booking Holdings, Inc. (A) 8,875 19,767,021DoorDash, Inc., Class A (A) 8,499 1,213,232Etsy, Inc. (A) 29,300 5,212,763JD.com, Inc., ADR (A) 21,924 1,927,120Pinduoduo, Inc., ADR (A) 31,639 5,621,301

373,923,706Multiline retail – 1.2%Dollar General Corp. 127,992 26,916,718Dollar Tree, Inc. (A) 3,399 367,228

27,283,946Specialty retail – 1.2%Carvana Company (A) 28,900 6,922,706Ross Stores, Inc. 143,424 17,613,901The TJX Companies, Inc. 64,117 4,378,550

28,915,157Textiles, apparel and luxury goods – 1.7%Lululemon Athletica, Inc. (A) 47,001 16,357,758NIKE, Inc., Class B 156,549 22,146,987VF Corp. 25,700 2,195,037

40,699,782502,083,883

Financials – 3.2%Capital markets – 2.7%Intercontinental Exchange, Inc. 81,677 9,416,541Morgan Stanley 120,356 8,247,997MSCI, Inc. 1,100 491,183S&P Global, Inc. 42,363 13,925,989State Street Corp. 3,748 272,779The Charles Schwab Corp. 216,028 11,458,125The Goldman Sachs Group, Inc. 80,439 21,212,569

65,025,183Insurance – 0.5%Chubb, Ltd. 30,564 4,704,411Marsh & McLennan Companies, Inc. 19,531 2,285,127Willis Towers Watson PLC 19,873 4,186,844

11,176,38276,201,565

Health care – 11.9%Biotechnology – 1.4%AbbVie, Inc. 2,156 231,015Exact Sciences Corp. (A) 2,814 372,827Incyte Corp. (A) 96,667 8,408,096Seagen, Inc. (A) 2,030 355,534Vertex Pharmaceuticals, Inc. (A) 103,839 24,541,309

33,908,781Health care equipment and supplies – 4.1%Align Technology, Inc. (A) 2,792 1,491,989




COMMON STOCKS (continued)Health care equipment and supplies (continued)Becton, Dickinson and Company 1,337 $ 334,544Danaher Corp. 115,084 25,564,760Intuitive Surgical, Inc. (A) 43,800 35,832,780Stryker Corp. 130,969 32,092,644

95,316,717Health care providers and services – 4.7%Anthem, Inc. 37,263 11,964,777Centene Corp. (A) 154,649 9,283,579Cigna Corp. 135,446 28,197,148HCA Healthcare, Inc. 64,211 10,560,141Humana, Inc. 13,301 5,457,001UnitedHealth Group, Inc. 131,907 46,257,147

111,719,793Health care technology – 0.3%Veeva Systems, Inc., Class A (A) 23,127 6,296,326Life sciences tools and services – 1.0%Agilent Technologies, Inc. 1,657 196,338PPD, Inc. (A) 48,436 1,657,480Thermo Fisher Scientific, Inc. 48,541 22,609,427

24,463,245Pharmaceuticals – 0.4%Zoetis, Inc. 52,617 8,708,114

280,412,976Industrials – 2.7%Airlines – 0.0%United Airlines Holdings, Inc. (A) 1,113 48,137Commercial services and supplies – 0.4%Cintas Corp. 24,367 8,612,760Industrial conglomerates – 0.7%General Electric Company 365,600 3,948,480Honeywell International, Inc. 7,755 1,649,489Roper Technologies, Inc. 27,718 11,948,953

17,546,922Machinery – 0.3%Fortive Corp. 77,556 5,492,516Parker-Hannifin Corp. 6,500 1,770,665

7,263,181Professional services – 0.8%Clarivate PLC (A) 37,287 1,107,797CoStar Group, Inc. (A) 16,025 14,811,587Equifax, Inc. 10,810 2,084,600

18,003,984Road and rail – 0.5%Canadian Pacific Railway, Ltd. 840 291,220Kansas City Southern 1,062 216,786Norfolk Southern Corp. 22,251 5,287,060Union Pacific Corp. 26,580 5,534,488

11,329,55462,804,538

Information technology – 38.2%Electronic equipment, instruments and components – 0.2%TE Connectivity, Ltd. 39,200 4,745,944IT services – 13.5%Fidelity National Information Services, Inc. 172,220 24,362,241Fiserv, Inc. (A) 221,677 25,240,143Global Payments, Inc. 231,985 49,974,209Mastercard, Inc., Class A 155,214 55,402,085MongoDB, Inc. (A) 5,100 1,831,104PayPal Holdings, Inc. (A) 278,408 65,203,154Shopify, Inc., Class A (A) 7,918 8,962,780


COMMON STOCKS (continued)IT services (continued)Snowflake, Inc., Class A (A)(B) 3,125 $ 879,375Square, Inc., Class A (A) 9,853 2,144,407Twilio, Inc., Class A (A) 7,492 2,536,042Visa, Inc., Class A 333,088 72,856,338Wix.com, Ltd. (A) 39,168 9,790,433

319,182,311Semiconductors and semiconductor equipment – 4.7%Advanced Micro Devices, Inc. (A) 255,757 23,455,474Applied Materials, Inc. 51,586 4,451,872KLA Corp. 996 257,874Lam Research Corp. 1,677 791,997Marvell Technology Group, Ltd. 393,063 18,686,215Maxim Integrated Products, Inc. 84,403 7,482,326Monolithic Power Systems, Inc. 12,752 4,670,165NVIDIA Corp. 64,857 33,868,325QUALCOMM, Inc. 69,920 10,651,613Texas Instruments, Inc. 36,740 6,030,136

110,345,997Software – 14.8%Adobe, Inc. (A) 500 250,060Atlassian Corp. PLC, Class A (A) 21,270 4,974,415Coupa Software, Inc. (A) 6,078 2,059,895Crowdstrike Holdings, Inc., Class A (A) 9,700 2,054,654DocuSign, Inc. (A) 34,723 7,718,923Intuit, Inc. 130,909 49,725,784Microsoft Corp. 552,128 122,804,310Paycom Software, Inc. (A) 14,958 6,764,756RingCentral, Inc., Class A (A) 3,900 1,477,983salesforce.com, Inc. (A) 209,582 46,638,282ServiceNow, Inc. (A) 107,354 59,090,862Splunk, Inc. (A) 78,368 13,313,940Synopsys, Inc. (A) 70,982 18,401,374Workday, Inc., Class A (A) 39,710 9,514,913Zoom Video Communications, Inc.,

Class A (A) 11,443 3,859,953348,650,104

Technology hardware, storage and peripherals – 5.0%Apple, Inc. 885,248 117,463,557

900,387,913Materials – 0.5%Chemicals – 0.5%Linde PLC 29,279 7,715,309PPG Industries, Inc. 12,300 1,773,906The Sherwin-Williams Company 3,162 2,323,785


SHORT-TERM INVESTMENTS – 0.4%Short-term funds – 0.4%John Hancock Collateral Trust,

0.1386% (C)(D) 67,555 675,961State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (C) 500,013 500,013

T. Rowe Price Government Reserve Fund,0.0753% (C) 8,417,930 8,417,930

TOTAL SHORT-TERM INVESTMENTS (Cost $9,593,915) $ 9,593,904Total Investments (Blue Chip Growth Trust)




Blue Chip Growth Trust (continued)Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) The rate shown is the annualized seven-day yield as of 12-31-20.(D) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Capital Appreciation TrustShares orPrincipalAmount Value

COMMON STOCKS – 99.2%Communication services – 14.6%Entertainment – 4.6%Netflix, Inc. (A) 43,515 $ 23,529,866Spotify Technology SA (A) 34,271 10,783,713

34,313,579Interactive media and services – 10.0%Alphabet, Inc., Class A (A) 7,370 12,916,957Alphabet, Inc., Class C (A) 7,343 12,864,055Facebook, Inc., Class A (A) 109,425 29,890,533Match Group, Inc. (A) 112,031 16,937,967Tencent Holdings, Ltd. 28,491 2,050,035

74,659,547108,973,126

Consumer discretionary – 27.2%Automobiles – 6.5%Tesla, Inc. (A) 68,078 48,040,602Hotels, restaurants and leisure – 1.3%Airbnb, Inc., Class A (A) 3,482 511,158Chipotle Mexican Grill, Inc. (A) 6,658 9,232,715

9,743,873Internet and direct marketing retail – 8.3%Amazon.com, Inc. (A) 17,712 57,686,744Farfetch, Ltd., Class A (A) 57,820 3,689,494

61,376,238Leisure products – 1.3%Peloton Interactive, Inc., Class A (A) 65,885 9,996,072Multiline retail – 0.1%Target Corp. 6,029 1,064,299Specialty retail – 3.4%Carvana Company (A) 37,684 9,026,825The Home Depot, Inc. 32,774 8,705,430The TJX Companies, Inc. 109,020 7,444,976

25,177,231Textiles, apparel and luxury goods – 6.3%Kering SA 10,339 7,503,358Lululemon Athletica, Inc. (A) 35,156 12,235,343LVMH Moet Hennessy Louis Vuitton SE 17,055 10,676,447NIKE, Inc., Class B 115,712 16,369,777

46,784,925202,183,240

Consumer staples – 2.8%Food and staples retailing – 1.3%Costco Wholesale Corp. 26,049 9,814,742Personal products – 1.5%The Estee Lauder Companies, Inc.,

Class A 42,075 11,199,94421,014,686

Financials – 0.9%Capital markets – 0.9%S&P Global, Inc. 20,113 6,611,746

Capital Appreciation Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Health care – 4.4%Biotechnology – 1.1%Sarepta Therapeutics, Inc. (A) 12,903 $ 2,199,832Vertex Pharmaceuticals, Inc. (A) 23,385 5,526,811

7,726,643Health care equipment and supplies – 1.7%Danaher Corp. 17,033 3,783,711DexCom, Inc. (A) 13,563 5,014,512Intuitive Surgical, Inc. (A) 4,756 3,890,884

12,689,107Health care providers and services – 0.8%Guardant Health, Inc. (A) 19,798 2,551,566Humana, Inc. 8,223 3,373,650

5,925,216Health care technology – 0.8%Teladoc Health, Inc. (A)(B) 31,014 6,201,559

32,542,525Industrials – 4.1%Aerospace and defense – 1.0%Safran SA (A) 50,892 7,213,114Road and rail – 3.1%Uber Technologies, Inc. (A) 285,092 14,539,692Union Pacific Corp. 42,988 8,950,961

23,490,65330,703,767

Information technology – 45.2%IT services – 17.6%Adyen NV (A)(C) 7,655 17,786,705Mastercard, Inc., Class A 35,790 12,774,883PayPal Holdings, Inc. (A) 87,606 20,517,325Shopify, Inc., Class A (A) 24,164 27,352,440Snowflake, Inc., Class A (A)(B) 18,609 5,236,573Square, Inc., Class A (A) 59,256 12,896,476Twilio, Inc., Class A (A) 43,250 14,640,125Visa, Inc., Class A 91,014 19,907,492

131,112,019Semiconductors and semiconductor equipment – 4.1%NVIDIA Corp. 41,217 21,523,517Taiwan Semiconductor

Manufacturing Company, Ltd., ADR 83,015 9,051,95630,575,473

Software – 16.3%Adobe, Inc. (A) 37,996 19,002,560Atlassian Corp. PLC, Class A (A) 32,951 7,706,250Coupa Software, Inc. (A) 22,629 7,669,194Crowdstrike Holdings, Inc., Class A (A) 44,910 9,512,836Microsoft Corp. 127,433 28,343,648RingCentral, Inc., Class A (A) 11,806 4,474,120salesforce.com, Inc. (A) 63,664 14,167,150ServiceNow, Inc. (A) 9,497 5,227,434Splunk, Inc. (A) 30,192 5,129,319The Trade Desk, Inc., Class A (A) 10,020 8,026,020Workday, Inc., Class A (A) 36,370 8,714,616Zoom Video Communications, Inc.,

Class A (A) 8,618 2,907,024120,880,171

Technology hardware, storage and peripherals – 7.2%Apple, Inc. 401,087 53,220,234

335,787,897TOTAL COMMON STOCKS (Cost $445,989,036) $ 737,816,987



Capital Appreciation Trust (continued)Shares orPrincipalAmount Value


0.1386% (D)(E) 1,146,759 $ 11,474,585State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (D) 108 108

TOTAL SHORT-TERM INVESTMENTS (Cost $11,475,639) $ 11,474,693Total Investments (Capital Appreciation Trust)

(Cost $457,464,675) – 100.8% $ 749,291,680Other assets and liabilities, net – (0.8%) (5,650,840)TOTAL NET ASSETS – 100.0% $ 743,640,840

Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) These securities are exempt from registration under Rule 144A of

the Securities Act of 1933. Such securities may be resold, normallyto qualified institutional buyers, in transactions exempt fromregistration.

(D) The rate shown is the annualized seven-day yield as of 12-31-20.(E) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Capital Appreciation Value TrustShares orPrincipalAmount Value

COMMON STOCKS – 67.5%Communication services – 4.5%Interactive media and services – 4.5%Alphabet, Inc., Class A (A) 651 $ 1,140,969Alphabet, Inc., Class C (A)(B) 8,672 15,192,303Facebook, Inc., Class A (A) 13,890 3,794,192

20,127,464Consumer discretionary – 8.0%Hotels, restaurants and leisure – 3.6%Hilton Worldwide Holdings, Inc. (B) 29,022 3,228,988Marriott International, Inc., Class A 31,313 4,130,811Yum! Brands, Inc. (B) 83,556 9,070,839

16,430,638Internet and direct marketing retail – 3.7%Amazon.com, Inc. (A)(B) 5,114 16,655,940Specialty retail – 0.7%Ross Stores, Inc. 25,505 3,132,269

36,218,847Consumer staples – 1.6%Beverages – 1.6%Keurig Dr. Pepper, Inc. 224,324 7,178,368Financials – 10.8%Banks – 5.7%Bank of America Corp. (B) 326,003 9,881,151Huntington Bancshares, Inc. 42,430 535,891The PNC Financial Services Group, Inc. 102,526 15,276,374

25,693,416Capital markets – 1.5%CME Group, Inc. 13,458 2,450,029Intercontinental Exchange, Inc. 38,454 4,433,362

6,883,391

Capital Appreciation Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Insurance – 3.6%Arthur J. Gallagher & Company 20,021 $ 2,476,798Marsh & McLennan Companies, Inc. 115,939 13,564,863

16,041,66148,618,468

Health care – 9.9%Health care equipment and supplies – 3.3%Becton, Dickinson and Company (B) 5,900 1,476,298Boston Scientific Corp. (A) 40,126 1,442,530Danaher Corp. (B) 35,599 7,907,962Envista Holdings Corp. (A) 119,305 4,024,158

14,850,948Health care providers and services – 4.7%Humana, Inc. (B) 28,864 11,842,033UnitedHealth Group, Inc. 26,584 9,322,477

21,164,510Life sciences tools and services – 1.9%PerkinElmer, Inc. 19,043 2,732,671Thermo Fisher Scientific, Inc. 12,229 5,696,024

8,428,69544,444,153

Industrials – 6.4%Aerospace and defense – 0.4%Teledyne Technologies, Inc. (A) 4,476 1,754,502Commercial services and supplies – 0.6%Waste Connections, Inc. 26,098 2,676,872Industrial conglomerates – 4.4%General Electric Company 1,484,167 16,029,004Roper Technologies, Inc. (B) 8,564 3,691,855

19,720,859Machinery – 1.0%Ingersoll Rand, Inc. (A) 97,075 4,422,737

28,574,970Information technology – 18.2%Electronic equipment, instruments and components – 1.4%TE Connectivity, Ltd. 53,122 6,431,481IT services – 9.0%Fiserv, Inc. (A) 116,996 13,321,165Global Payments, Inc. 52,336 11,274,221Mastercard, Inc., Class A (B) 9,555 3,410,562Visa, Inc., Class A (B) 56,486 12,355,170

40,361,118Semiconductors and semiconductor equipment – 1.8%NXP Semiconductors NV (B) 50,964 8,103,786Software – 6.0%Microsoft Corp. (B) 105,861 23,545,604salesforce.com, Inc. (A) 14,700 3,271,191

26,816,79581,713,180

Utilities – 8.1%Electric utilities – 4.1%American Electric Power Company, Inc. 157,984 13,155,328Exelon Corp. 129,236 5,456,344

18,611,672Multi-utilities – 4.0%Ameren Corp. 91,679 7,156,463NiSource, Inc. 223,370 5,124,108




COMMON STOCKS (continued)Multi-utilities (continued)Public Service Enterprise Group, Inc. 97,911 $ 5,708,211

17,988,78236,600,454

TOTAL COMMON STOCKS (Cost $231,323,699) $ 303,475,904

PREFERRED SECURITIES – 2.1%Financials – 0.0%Capital markets – 0.0%The Charles Schwab Corp., 5.950% 1,000 26,040Health care – 0.8%Health care equipment and supplies – 0.3%Boston Scientific Corp., 5.500% 12,465 1,365,790Life sciences tools and services – 0.5%Avantor, Inc., 6.250% 24,234 2,154,645

3,520,435Utilities – 1.3%Electric utilities – 0.5%Alabama Power Company, 5.000% (C) 5,601 156,548American Electric Power Company, Inc.,

6.125% 12,402 621,340Duke Energy Corp., 5.625% 21,544 619,821SCE Trust III (5.750% to 3-15-24, then 3

month LIBOR + 2.990%) 657 16,097SCE Trust IV (5.375% to 9-15-25, then 3

month LIBOR + 3.132%) 27,553 667,3342,081,140

Multi-utilities – 0.8%CMS Energy Corp., 5.875% 41,200 1,170,080CMS Energy Corp., 5.875% 50,000 1,395,500DTE Energy Company, 5.250% 24,337 661,966NiSource, Inc. (6.500% to 3-15-24, then 5

Year CMT + 3.632%) 20,000 569,8003,797,3465,878,486

TOTAL PREFERRED SECURITIES (Cost $7,888,441) $ 9,424,961

CORPORATE BONDS - 8.0%Communication services - 2.8%CCO Holdings LLC

4.000%, 03/01/2023 (D) $ 416,000 418,6005.000%, 02/01/2028 (D) 2,095,000 2,215,4635.125%, 05/01/2027 (D) 1,341,000 1,423,056

Netflix, Inc.4.375%, 11/15/2026 1,260,000 1,397,0254.875%, 04/15/2028 1,680,000 1,894,5365.500%, 02/15/2022 45,000 47,0815.875%, 02/15/2025 to 11/15/2028 2,755,000 3,283,0166.375%, 05/15/2029 1,165,000 1,438,775

Sirius XM Radio, Inc.3.875%, 08/01/2022 (D) 45,000 45,675

T-Mobile USA, Inc.6.000%, 03/01/2023 165,000 165,2066.500%, 01/15/2026 80,000 82,800

12,411,233Consumer discretionary - 2.1%Cedar Fair LP

5.250%, 07/15/2029 384,000 395,3475.375%, 06/01/2024 to 04/15/2027 1,356,000 1,372,3105.500%, 05/01/2025 (D) 35,000 36,4886.500%, 10/01/2028 (D) 345,000 374,118


CORPORATE BONDS (continued)Consumer discretionary (continued)KFC Holding Company/Pizza Hut

Holdings LLC/Taco Bell ofAmerica LLC4.750%, 06/01/2027 (D) $ 1,442,000 $ 1,522,7665.250%, 06/01/2026 (D) 1,005,000 1,042,688

Marriott International, Inc.3.125%, 06/15/2026 120,000 128,005

Marriott International, Inc. (3 monthLIBOR + 0.650%)0.876%, 03/08/2021 (E) 135,000 135,051

Six Flags Entertainment Corp.4.875%, 07/31/2024 (D) 864,000 866,4975.500%, 04/15/2027 (D) 511,000 525,053

Six Flags Theme Parks, Inc.7.000%, 07/01/2025 (D) 314,000 339,120

Yum! Brands, Inc.3.750%, 11/01/2021 950,000 959,5003.875%, 11/01/2023 440,000 460,3504.750%, 01/15/2030 (D) 2,000 2,1935.350%, 11/01/2043 579,000 654,2706.875%, 11/15/2037 367,000 471,595

9,285,351Financials - 0.7%AmWINS Group, Inc.

7.750%, 07/01/2026 (D) 30,000 32,217HUB International, Ltd.

7.000%, 05/01/2026 (D) 225,000 235,303Refinitiv US Holdings, Inc.

6.250%, 05/15/2026 (D) 550,000 587,1258.250%, 11/15/2026 (D) 610,000 665,663

State Street Corp. (3 month LIBOR +3.597%)3.814%, 03/15/2021 (E)(F) 435,000 432,825

The Bank of New York Mellon Corp. (3month LIBOR + 3.420%)3.659%, 03/20/2021 (E)(F) 450,000 450,464

The PNC Financial Services Group, Inc.(5.000% to 11-1-26, then 3 monthLIBOR + 3.300%)11/01/2026 (F) 390,000 426,075

USI, Inc.6.875%, 05/01/2025 (D) 154,000 157,850

2,987,522Health care - 0.2%Elanco Animal Health, Inc.

4.912%, 08/27/2021 416,000 425,360Teleflex, Inc.

4.625%, 11/15/2027 285,000 306,2924.875%, 06/01/2026 331,000 344,667

1,076,319Industrials - 1.4%Continental Airlines 2012-1 Class A Pass

Through Trust4.150%, 04/11/2024 157,715 157,080

Delta Air Lines, Inc.4.500%, 10/20/2025 (D) 700,000 748,0874.750%, 10/20/2028 (D) 390,000 425,532

General Electric Company (5.000% to3-15-21, then 3 month LIBOR +3.330%)03/15/2021 (F) 2,990,000 2,772,507

Korn Ferry4.625%, 12/15/2027 (D) 90,000 93,600




CORPORATE BONDS (continued)Industrials (continued)Lennox International, Inc.

3.000%, 11/15/2023 $ 90,000 $ 94,853Mileage Plus Holdings LLC

6.500%, 06/20/2027 (D) 280,000 301,000Sensata Technologies BV

4.875%, 10/15/2023 (D) 110,000 118,6635.000%, 10/01/2025 (D) 325,000 361,5635.625%, 11/01/2024 (D) 90,000 100,579

Sensata Technologies UK FinancingCompany PLC6.250%, 02/15/2026 (D) 200,000 207,875

US Airways 2010-1 Class A Pass ThroughTrust6.250%, 04/22/2023 98,605 92,740


US Airways 2012-2 Class B Pass ThroughTrust6.750%, 06/03/2021 46,940 45,532


US Airways 2013-1 Class B Pass ThroughTrust5.375%, 11/15/2021 50,546 47,294

Welbilt, Inc.9.500%, 02/15/2024 362,000 374,141

Xylem, Inc.4.875%, 10/01/2021 60,000 61,938

6,147,718Information technology - 0.5%Solera LLC

10.500%, 03/01/2024 (D) 2,180,000 2,259,025Materials - 0.0%Reynolds Group Issuer, Inc.

5.125%, 07/15/2023 (D) 17,000 17,209Real estate - 0.2%SBA Communications Corp.

3.875%, 02/15/2027 195,000 204,7504.000%, 10/01/2022 550,000 555,5004.875%, 09/01/2024 335,000 343,620

1,103,870Utilities - 0.1%NiSource, Inc. (5.650% to 6-15-23, then 5

Year CMT + 2.843%)06/15/2023 (C)(F) 575,000 590,813

TOTAL CORPORATE BONDS (Cost $33,243,961) $ 35,879,060

CONVERTIBLE BONDS - 0.0%Communication services - 0.0%Liberty Broadband Corp.

2.750%, 09/30/2050 (D) 191,000 204,325TOTAL CONVERTIBLE BONDS (Cost $191,000) $ 204,325

TERM LOANS (G) – 8.0%Communication services – 0.2%Delta 2 Lux Sarl, 2018 USD Term Loan (1

month LIBOR + 2.500%)3.500%, 02/01/2024 630,000 622,352

Eagle Broadband Investments LLC, TermLoan (3 month LIBOR + 3.000%)3.750%, 11/12/2027 130,000 129,757

752,109


TERM LOANS (G)(continued)Consumer discretionary – 0.4%Four Seasons Hotels, Ltd., New 1st Lien

Term Loan (1 month LIBOR + 2.000%)2.147%, 11/30/2023 $ 520,930 $ 516,742

IRB Holding Corp., 2020 4th AmendmentIncremental Term Loan4.250%, 12/15/2027 385,000 385,119

Life Time, Inc., 2017 Term Loan B (3month LIBOR + 2.750%)3.750%, 06/10/2022 671,083 651,286

SeaWorld Parks & Entertainment, Inc.,Term Loan B5 (1 month LIBOR +3.000%)3.750%, 03/31/2024 229,404 222,522

1,775,669Consumer staples – 0.3%Prestige Brands, Inc., Term Loan B4 (1

month LIBOR + 2.000%)2.147%, 01/26/2024 22,657 22,666

Sunshine Luxembourg VII Sarl, USD TermLoan B1 (3 month LIBOR + 4.000%)5.000%, 10/01/2026 971,441 973,267

Woof Holdings, Inc., 1st Lien Term Loan(12 month LIBOR + 3.750%)4.500%, 12/16/2027 170,000 169,646

1,165,579Financials – 4.1%Alliant Holdings Intermediate LLC, 2020

Term Loan B3 (1 month LIBOR +3.750%)4.250%, 10/08/2027 498,365 498,056

Alliant Holdings Intermediate LLC, 2018Term Loan B (1 month LIBOR +3.250%)3.397%, 05/09/2025 370,520 364,343

Alliant Holdings Intermediate LLC, TermLoan B (1 month LIBOR + 3.250%)3.397%, 05/09/2025 179,091 175,891

AmWINS Group, Inc., 2017 Term Loan B(1 month LIBOR + 2.750%)3.750%, 01/25/2024 208,026 207,600

Azalea Topco, Inc., Term Loan (3 monthLIBOR + 3.500%)3.714%, 07/24/2026 717,426 707,562

HUB International, Ltd., 2018 Term LoanB (3 month LIBOR + 2.750%)2.965%, 04/25/2025 5,125,527 5,027,835

HUB International, Ltd., 2019 IncrementalTerm Loan B (3 month LIBOR +4.000%)5.000%, 04/25/2025 1,711,677 1,714,347

Hyperion Refinance Sarl, 2020 DelayedDraw Term LoanTBD 11/12/2027 (H) 245,833 245,116

Hyperion Refinance Sarl, 2020 IncrementalTerm Loan B (1 month LIBOR +3.750%)4.750%, 11/12/2027 203,656 203,062

Refinitiv US Holdings, Inc., 2018 USDTerm Loan (1 month LIBOR + 3.250%)3.397%, 10/01/2025 8,234,926 8,217,797

Ryan Specialty Group LLC, Term Loan (1month LIBOR + 3.250%)4.000%, 09/01/2027 239,400 238,502




TERM LOANS (G)(continued)Financials (continued)USI, Inc., 2017 Repriced Term Loan (3

month LIBOR + 3.000%)3.254%, 05/16/2024 $ 767,897 $ 756,218

USI, Inc., 2019 Incremental Term Loan B(3 month LIBOR + 4.000%)4.254%, 12/02/2026 179,095 178,537

18,534,866Health care – 0.8%ADMI Corp., 2020 Incremental Term Loan

TBD 12/15/2027 (H) 410,000 409,898CPI Holdco LLC, 2019 Term Loan (1

month LIBOR + 4.250%)4.397%, 11/04/2026 99,250 99,250

Dentalcorp Health Services ULC, 1st LienTerm Loan (1 month LIBOR + 3.750%)4.750%, 06/06/2025 134,655 132,130

Dino Grandparent, Inc., 2019 Term LoanA3 (1 month LIBOR + 2.250%)2.438%, 02/20/2023 850,000 833,000

Heartland Dental LLC, 2018 1st Lien TermLoan (1 month LIBOR + 3.500%)3.647%, 04/30/2025 588,492 573,227

Heartland Dental LLC, Incremental TermLoan (1 month LIBOR + 4.500%)4.647%, 04/30/2025 84,784 82,771

Loire Finco Luxembourg Sarl, Term Loan(1 month LIBOR + 3.500%)3.647%, 04/21/2027 1,159,182 1,135,999

PetVet Care Centers LLC, 2018 1st LienTerm Loan (1 month LIBOR + 2.750%)2.897%, 02/14/2025 84,565 82,557

PetVet Care Centers LLC, 2018Incremental Term Loan (1 monthLIBOR + 3.250%)3.397%, 02/14/2025 49,746 49,031

PetVet Care Centers LLC, Delayed DrawTerm Loan (1 month LIBOR + 4.250%)5.250%, 02/14/2025 153,426 153,618

3,551,481Industrials – 1.0%Camelot Finance SA, 2020 Incremental

Term Loan B (1 month LIBOR +3.000%)4.000%, 10/30/2026 505,000 504,525

Filtration Group Corp., 2018 1st Lien TermLoan (1 month LIBOR + 3.000%)3.147%, 03/29/2025 94,244 93,142

Filtration Group Corp., 2020 IncrementalTerm Loan (1 month LIBOR + 3.750%)4.500%, 03/29/2025 89,775 89,775

Filtration Group Corp., Term LoanTBD 03/29/2025 (H) EUR 520,000 631,485

Mileage Plus Holdings LLC, 2020 TermLoan B (3 month LIBOR + 5.250%)6.250%, 06/25/2027 $ 1,610,000 1,673,402

SkyMiles IP, Ltd., 2020 SkyMiles TermLoan B (3 month LIBOR + 3.750%)4.750%, 10/20/2027 865,000 895,569

Vertical US Newco, Inc., USD Term LoanB (6 month LIBOR + 4.250%)4.570%, 07/30/2027 269,325 270,238


TERM LOANS (G)(continued)Industrials (continued)Welbilt, Inc., 2018 Term Loan B (1 month

LIBOR + 2.500%)2.645%, 10/23/2025 $ 175,000 $ 165,375

4,323,511Information technology – 1.2%Applied Systems, Inc., 2017 1st Lien Term

Loan (3 month LIBOR + 3.000%)4.000%, 09/19/2024 189,023 188,787

Ascend Learning LLC, Term LoanTBD 07/12/2024 (H) 49,871 49,559

CCC Information Services, Inc., 2017 1stLien Term Loan (1 month LIBOR +3.000%)4.000%, 04/29/2024 2,660,901 2,650,923

The Ultimate Software Group, Inc., 2020Incremental Term Loan B (3 monthLIBOR + 4.000%)4.750%, 05/04/2026 2,564,282 2,575,642

The Ultimate Software Group, Inc., TermLoan B (1 month LIBOR + 3.750%)3.897%, 05/04/2026 162,938 162,683

5,627,594Materials – 0.0%HB Fuller Company, 2017 Term Loan B (1

month LIBOR + 2.000%)2.152%, 10/20/2024 140,672 139,565

TOTAL TERM LOANS (Cost $35,732,238) $ 35,870,374

ASSET BACKED SECURITIES - 0.3%Domino’s Pizza Master Issuer LLC

Series 2017-1A, Class A234.118%, 07/25/2047 (D) 504,400 540,364

Domino’s Pizza Master Issuer LLCSeries 2018-1A, Class A2I4.116%, 07/25/2048 (D) 478,975 502,962

Domino’s Pizza Master Issuer LLCSeries 2019-1A, Class A23.668%, 10/25/2049 (D) 212,850 226,091

Wendy’s Funding LLCSeries 2018-1A, Class A2I3.573%, 03/15/2048 (D) 323,010 332,972

TOTAL ASSET BACKED SECURITIES (Cost $1,507,335) $ 1,602,389


0.1386% (I)(J) 14,067 140,752T. Rowe Price Government Reserve Fund,

0.0753% (I) 66,589,909 66,589,90966,730,661

Repurchase agreement – 0.7%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $70,018,668) $ 70,018,661Total Investments (Capital Appreciation Value Trust)


Currency Abbreviations



Capital Appreciation Value Trust (continued)EUR Euro

Security Abbreviations and LegendCMT Constant Maturity TreasuryLIBOR London Interbank Offered Rate(A) Non-income producing security.(B) All or a portion of this security is segregated at the custodian as

collateral for certain derivatives.(C) All or a portion of this security is on loan as of 12-31-20.(D) These securities are exempt from registration under Rule 144A of


(E) Variable rate obligation. The coupon rate shown represents the rateat period end.

Capital Appreciation Value Trust (continued)(F) Perpetual bonds have no stated maturity date. Date shown as

maturity date is next call date.(G) Term loans are variable rate obligations. The coupon rate shown

represents the rate at period end.(H) This position represents an unsettled loan commitment at period end.

Certain details associated with this purchase are not known prior tothe settlement date, including coupon rate, which is disclosed asTBD (To Be Determined).

(I) The rate shown is the annualized seven-day yield as of 12-31-20.(J) Investment is an affiliate of the fund, the advisor and/or subadvisor.


DERIVATIVES

WRITTEN OPTIONS

Options on securitiesCounterparty (OTC)/Exchange-traded Name of issuer Currency

Exerciseprice

Expirationdate

Number ofcontracts

Notionalamount Premium Value

CallsCITI Alphabet, Inc., Class C USD 1,500.00 Jan 2021 2 200 $ 16,014 $ (50,566)CITI Alphabet, Inc., Class C USD 1,500.00 Jan 2021 2 200 15,094 (50,566)CITI Alphabet, Inc., Class C USD 1,500.00 Jan 2021 2 200 14,774 (50,566)CITI Alphabet, Inc., Class C USD 1,500.00 Jan 2021 1 100 6,377 (25,283)GSI Alphabet, Inc., Class C USD 1,740.00 Jan 2021 1 100 4,717 (4,154)GSI Alphabet, Inc., Class C USD 1,740.00 Jan 2021 1 100 4,687 (4,154)GSI Alphabet, Inc., Class C USD 1,740.00 Jan 2021 1 100 4,427 (4,154)GSI Alphabet, Inc., Class C USD 1,760.00 Jan 2021 1 100 4,247 (3,083)GSI Alphabet, Inc., Class C USD 1,760.00 Jan 2021 1 100 4,227 (3,083)GSI Alphabet, Inc., Class C USD 1,760.00 Jan 2021 1 100 3,997 (3,083)GSI Alphabet, Inc., Class C USD 1,780.00 Jan 2021 1 100 3,827 (2,203)GSI Alphabet, Inc., Class C USD 1,780.00 Jan 2021 1 100 3,827 (2,203)GSI Alphabet, Inc., Class C USD 1,780.00 Jan 2021 1 100 3,587 (2,203)GSI Alphabet, Inc., Class C USD 1,800.00 Jan 2021 1 100 3,447 (1,511)GSI Alphabet, Inc., Class C USD 1,800.00 Jan 2021 1 100 3,437 (1,511)GSI Alphabet, Inc., Class C USD 1,800.00 Jan 2021 1 100 3,217 (1,511)GSI Alphabet, Inc., Class C USD 1,760.00 Jan 2022 5 500 50,362 (111,096)GSI Alphabet, Inc., Class C USD 1,780.00 Jan 2022 5 500 47,406 (106,343)GSI Alphabet, Inc., Class C USD 1,800.00 Jan 2022 4 400 35,760 (81,398)CSFB Amazon.com, Inc. USD 3,800.00 Jan 2022 1 100 33,115 (27,479)CSFB Amazon.com, Inc. USD 3,800.00 Jan 2022 1 100 34,542 (27,479)CSFB Amazon.com, Inc. USD 3,900.00 Jan 2022 1 100 30,277 (24,763)CSFB Amazon.com, Inc. USD 3,900.00 Jan 2022 1 100 38,338 (24,763)RBC Amazon.com, Inc. USD 3,900.00 Jan 2022 1 100 23,997 (24,763)CITI Amazon.com, Inc. USD 4,000.00 Jan 2022 1 100 27,327 (22,282)CSFB Amazon.com, Inc. USD 4,000.00 Jan 2022 1 100 27,686 (22,282)CSFB Amazon.com, Inc. USD 4,000.00 Jan 2022 1 100 35,706 (22,282)RBC Amazon.com, Inc. USD 4,000.00 Jan 2022 1 100 21,797 (22,282)CITI Amazon.com, Inc. USD 4,100.00 Jan 2022 1 100 25,167 (20,027)RBC Amazon.com, Inc. USD 4,100.00 Jan 2022 1 100 19,697 (20,027)CITI Amazon.com, Inc. USD 4,200.00 Jan 2022 1 100 23,127 (17,995)RBC Amazon.com, Inc. USD 4,200.00 Jan 2022 1 100 17,827 (17,995)CITI Amazon.com, Inc. USD 4,300.00 Jan 2022 2 200 42,614 (32,340)CITI American Electric Power Company, Inc. USD 105.00 Jan 2021 56 5,600 8,792 —CITI American Electric Power Company, Inc. USD 105.00 Jan 2021 55 5,500 8,635 —CITI American Electric Power Company, Inc. USD 115.00 Jan 2021 33 3,300 5,825 —JPM American Electric Power Company, Inc. USD 90.00 Jan 2022 63 6,300 22,934 (22,400)JPM American Electric Power Company, Inc. USD 90.00 Jan 2022 11 1,100 3,946 (3,911)JPM American Electric Power Company, Inc. USD 90.00 Jan 2022 7 700 2,418 (2,489)JPM American Electric Power Company, Inc. USD 95.00 Jan 2022 63 6,300 13,893 (13,819)JPM American Electric Power Company, Inc. USD 95.00 Jan 2022 22 2,200 4,975 (4,826)JPM American Electric Power Company, Inc. USD 95.00 Jan 2022 14 1,400 2,930 (3,071)CSFB Bank of America Corp. USD 30.00 Jan 2022 250 25,000 52,500 (99,875)SFG Bank of America Corp. USD 30.00 Jan 2022 413 41,300 106,141 (164,994)



Capital Appreciation Value Trust (continued)

Options on securities (continued)Counterparty (OTC)/Exchange-traded Name of issuer Currency

Exerciseprice

Expirationdate

Number ofcontracts


Calls (continued)CSFB Bank of America Corp. USD 32.00 Jan 2022 129 12,900 $ 31,631 $ (40,412)CSFB Bank of America Corp. USD 35.00 Jan 2022 259 25,900 40,559 (54,974)GSI Becton, Dickinson and Company USD 260.00 Jan 2021 6 600 10,539 (685)GSI Becton, Dickinson and Company USD 270.00 Jan 2021 6 600 8,434 (109)GSI Becton, Dickinson and Company USD 280.00 Jan 2021 5 500 6,327 (10)GSI Becton, Dickinson and Company USD 280.00 Jan 2021 5 500 6,927 (10)GSI Becton, Dickinson and Company USD 300.00 Jan 2021 4 400 3,743 —GSI Becton, Dickinson and Company USD 300.00 Jan 2021 10 1,000 9,138 —GSI Becton, Dickinson and Company USD 300.00 Jan 2021 1 100 999 —GSI Becton, Dickinson and Company USD 300.00 Jan 2021 12 1,200 14,557 —GSI Becton, Dickinson and Company USD 300.00 Jan 2021 5 500 3,364 —GSI Becton, Dickinson and Company USD 300.00 Jan 2021 5 500 3,746 —CSFB Danaher Corp. USD 250.00 Jan 2022 40 4,000 76,280 (68,251)JPM Facebook, Inc., Class A USD 195.00 Jan 2021 12 1,200 13,453 (93,968)JPM Facebook, Inc., Class A USD 200.00 Jan 2021 12 1,200 11,487 (88,032)JPM Facebook, Inc., Class A USD 265.00 Jan 2021 11 1,100 11,022 (13,025)JPM Facebook, Inc., Class A USD 265.00 Jan 2021 9 900 8,928 (10,657)JPM Facebook, Inc., Class A USD 270.00 Jan 2021 11 1,100 9,757 (9,535)JPM Facebook, Inc., Class A USD 270.00 Jan 2021 9 900 7,893 (7,802)JPM Facebook, Inc., Class A USD 275.00 Jan 2021 11 1,100 8,602 (6,673)JPM Facebook, Inc., Class A USD 275.00 Jan 2021 9 900 6,903 (5,459)JPM Facebook, Inc., Class A USD 380.00 Jan 2022 4 400 7,756 (4,270)JPM Facebook, Inc., Class A USD 400.00 Jan 2022 50 5,000 107,636 (40,450)JPM General Electric Company USD 8.00 Jan 2021 340 34,000 41,174 (95,335)JPM General Electric Company USD 8.00 Jan 2021 329 32,900 24,876 (92,250)JPM General Electric Company USD 8.00 Jan 2021 387 38,700 28,638 (108,513)JPM General Electric Company USD 9.00 Jan 2021 329 32,900 16,269 (59,779)JPM General Electric Company USD 9.00 Jan 2021 387 38,700 18,576 (70,317)JPM General Electric Company USD 15.00 Jan 2021 347 34,700 18,044 (215)JPM General Electric Company USD 15.00 Jan 2021 347 34,700 19,612 (215)JPM General Electric Company USD 15.00 Jan 2021 684 68,400 57,559 (425)JPM General Electric Company USD 15.00 Jan 2021 342 34,200 29,200 (212)JPM General Electric Company USD 15.00 Jan 2021 205 20,500 17,888 (127)CSFB Hilton Worldwide Holdings, Inc. USD 87.50 Jan 2021 4 400 3,023 (9,509)CSFB Hilton Worldwide Holdings, Inc. USD 90.00 Jan 2021 4 400 2,660 (8,511)CITI Hilton Worldwide Holdings, Inc. USD 125.00 Jan 2021 9 900 4,868 (99)CITI Hilton Worldwide Holdings, Inc. USD 130.00 Jan 2021 9 900 3,528 (17)CSFB Humana, Inc. USD 370.00 Jan 2021 6 600 20,272 (24,518)CSFB Humana, Inc. USD 380.00 Jan 2021 6 600 17,694 (18,957)CSFB Humana, Inc. USD 420.00 Jan 2021 5 500 13,832 (2,644)CSFB Humana, Inc. USD 430.00 Jan 2021 5 500 12,002 (1,282)JPM Intercontinental Exchange, Inc. USD 100.00 Jan 2021 20 2,000 11,846 (30,651)JPM Intercontinental Exchange, Inc. USD 105.00 Jan 2021 20 2,000 8,081 (20,839)GSI Mastercard, Inc., Class A USD 400.00 Jan 2022 30 3,000 53,537 (83,818)CITI Microsoft Corp. USD 165.00 Jan 2021 40 4,000 50,890 (229,870)CSFB Microsoft Corp. USD 165.00 Jan 2021 70 7,000 47,257 (402,274)CSFB Microsoft Corp. USD 165.00 Jan 2021 67 6,700 46,364 (385,033)CITI Microsoft Corp. USD 170.00 Jan 2021 40 4,000 43,089 (209,895)JPM Microsoft Corp. USD 170.00 Jan 2021 102 10,200 110,874 (535,233)JPM Microsoft Corp. USD 170.00 Jan 2021 55 5,500 58,482 (288,606)CITI Microsoft Corp. USD 280.00 Jan 2022 65 6,500 133,380 (55,827)JPM NXP Semiconductors NV USD 125.00 Jan 2021 8 800 5,456 (27,254)JPM NXP Semiconductors NV USD 135.00 Jan 2021 8 800 7,019 (19,343)JPM NXP Semiconductors NV USD 135.00 Jan 2021 10 1,000 9,107 (24,178)JPM NXP Semiconductors NV USD 135.00 Jan 2021 5 500 4,561 (12,089)CSFB NXP Semiconductors NV USD 140.00 Jan 2021 23 2,300 17,038 (44,452)CSFB NXP Semiconductors NV USD 140.00 Jan 2021 10 1,000 7,002 (19,327)CSFB NXP Semiconductors NV USD 140.00 Jan 2021 54 5,400 40,910 (104,366)JPM NXP Semiconductors NV USD 140.00 Jan 2021 8 800 5,708 (15,462)JPM NXP Semiconductors NV USD 140.00 Jan 2021 10 1,000 7,428 (19,327)JPM NXP Semiconductors NV USD 140.00 Jan 2021 5 500 3,614 (9,664)JPM NXP Semiconductors NV USD 145.00 Jan 2021 8 800 4,557 (11,714)JPM NXP Semiconductors NV USD 145.00 Jan 2021 10 1,000 5,949 (14,642)JPM NXP Semiconductors NV USD 145.00 Jan 2021 5 500 2,817 (7,321)



Capital Appreciation Value Trust (continued)

Options on securities (continued)Counterparty (OTC)/Exchange-traded Name of issuer Currency

Exerciseprice

Expirationdate

Number ofcontracts


Calls (continued)GSI Roper Technologies, Inc. USD 420.00 May 2021 8 800 $ 12,536 $ (28,453)GSI Roper Technologies, Inc. USD 440.00 May 2021 9 900 7,893 (22,409)RBC Thermo Fisher Scientific, Inc. USD 370.00 Jan 2021 6 600 8,435 (57,541)RBC Thermo Fisher Scientific, Inc. USD 390.00 Jan 2021 7 700 5,797 (53,217)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 6 600 10,285 (19,010)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 1 100 1,666 (3,168)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 7 700 12,669 (22,179)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 9 900 18,301 (28,515)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 5 500 10,726 (15,842)JPM UnitedHealth Group, Inc. USD 320.00 Jan 2021 13 1,300 24,744 (41,189)JPM UnitedHealth Group, Inc. USD 330.00 Jan 2021 6 600 8,280 (13,535)GSI Visa, Inc., Class A USD 185.00 Jan 2021 6 600 10,842 (20,301)GSI Visa, Inc., Class A USD 195.00 Jan 2021 6 600 8,286 (14,374)GSI Visa, Inc., Class A USD 200.00 Jan 2021 13 1,300 14,552 (24,843)GSI Visa, Inc., Class A USD 210.00 Jan 2021 14 1,400 11,154 (14,077)GSI Visa, Inc., Class A USD 210.00 Jan 2021 17 1,700 21,498 (17,094)GSI Visa, Inc., Class A USD 210.00 Jan 2021 6 600 7,740 (6,033)GSI Visa, Inc., Class A USD 210.00 Jan 2021 5 500 4,305 (5,028)GSI Visa, Inc., Class A USD 210.00 Jan 2021 5 500 4,552 (5,028)GSI Visa, Inc., Class A USD 215.00 Jan 2021 5 500 3,178 (3,135)GSI Visa, Inc., Class A USD 215.00 Jan 2021 5 500 3,397 (3,135)GSI Visa, Inc., Class A USD 220.00 Jan 2021 6 600 5,293 (2,039)GSI Visa, Inc., Class A USD 220.00 Jan 2021 5 500 2,800 (1,699)GSI Visa, Inc., Class A USD 220.00 Jan 2021 5 500 2,985 (1,699)CSFB Visa, Inc., Class A USD 230.00 Jan 2021 28 2,800 21,832 (2,566)CSFB Visa, Inc., Class A USD 230.00 Jan 2021 17 1,700 12,087 (1,558)GSI Visa, Inc., Class A USD 230.00 Jan 2021 7 700 6,599 (642)GSI Visa, Inc., Class A USD 230.00 Jan 2021 8 800 8,185 (733)CSFB Visa, Inc., Class A USD 235.00 Jan 2021 28 2,800 17,746 (1,389)CSFB Visa, Inc., Class A USD 235.00 Jan 2021 17 1,700 9,833 (843)CSFB Visa, Inc., Class A USD 240.00 Jan 2021 28 2,800 14,361 (700)CSFB Visa, Inc., Class A USD 240.00 Jan 2021 17 1,700 7,903 (425)GSI Visa, Inc., Class A USD 240.00 Jan 2021 7 700 4,472 (175)GSI Visa, Inc., Class A USD 240.00 Jan 2021 9 900 6,333 (225)GSI Visa, Inc., Class A USD 225.00 Jan 2022 7 700 8,344 (15,447)GSI Visa, Inc., Class A USD 225.00 Jan 2022 6 600 8,082 (13,241)GSI Visa, Inc., Class A USD 225.00 Jan 2022 14 1,400 18,239 (30,895)GSI Visa, Inc., Class A USD 230.00 Jan 2022 7 700 7,154 (13,898)GSI Visa, Inc., Class A USD 230.00 Jan 2022 6 600 7,032 (11,912)GSI Visa, Inc., Class A USD 230.00 Jan 2022 14 1,400 16,317 (27,796)CITI Visa, Inc., Class A USD 250.00 Jan 2022 43 4,300 36,712 (54,035)GSI Visa, Inc., Class A USD 250.00 Jan 2022 13 1,300 15,886 (16,336)GSI Visa, Inc., Class A USD 260.00 Jan 2022 13 1,300 12,181 (12,733)GSI Visa, Inc., Class A USD 270.00 Jan 2022 13 1,300 9,256 (9,797)BOA Yum! Brands, Inc. USD 95.00 Jan 2021 5 500 3,305 (6,838)BOA Yum! Brands, Inc. USD 95.00 Jan 2021 15 1,500 8,439 (20,513)BOA Yum! Brands, Inc. USD 100.00 Jan 2021 5 500 2,435 (4,409)BOA Yum! Brands, Inc. USD 100.00 Jan 2021 16 1,600 6,440 (14,108)CITI Yum! Brands, Inc. USD 100.00 Jan 2021 17 1,700 8,446 (14,990)CITI Yum! Brands, Inc. USD 100.00 Jan 2021 16 1,600 6,854 (14,108)CITI Yum! Brands, Inc. USD 105.00 Jan 2021 17 1,700 5,805 (7,431)CITI Yum! Brands, Inc. USD 105.00 Jan 2021 16 1,600 4,389 (6,994)

$2,828,580 $(5,387,527)

Derivatives Currency AbbreviationsUSD U.S. Dollar



Capital Appreciation Value Trust (continued)Derivatives AbbreviationsBOA Bank of America, N.A.CITI Citibank, N.A.CSFB Credit Suisse First Boston InternationalGSI Goldman Sachs InternationalJPM JPMorgan Chase Bank, N.A.OTC Over-the-counterRBC Royal Bank of CanadaSFG Susquehanna Financial Group, LLLP


Disciplined Value International TrustShares orPrincipalAmount Value

COMMON STOCKS - 98.5%Australia - 0.9%Rio Tinto, Ltd. 29,478 $ 2,592,343Austria - 0.5%ams AG (A) 75,002 1,634,251Bermuda - 1.5%Everest Re Group, Ltd. 19,341 4,527,535Brazil - 1.2%Petroleo Brasileiro SA, ADR 333,001 3,739,601Canada - 1.8%Kinross Gold Corp. 452,316 3,319,999West Fraser Timber Company, Ltd. (B) 31,314 2,011,830

5,331,829China - 1.2%Alibaba Group Holding, Ltd. (A) 54,200 1,576,382Topsports International Holdings, Ltd. (C) 1,359,000 2,035,192

3,611,574Finland - 1.2%Sampo OYJ, A Shares 84,906 3,630,011France - 16.9%Accor SA (A)(B) 40,338 1,463,486AXA SA 206,912 4,962,203BNP Paribas SA (A) 167,572 8,846,439Capgemini SE 37,103 5,771,425Cie de Saint-Gobain 99,086 4,557,175Eiffage SA (A) 48,538 4,691,748Imerys SA 37,925 1,788,010Peugeot SA (A) 198,880 5,446,425Rexel SA (A) 137,739 2,173,969Sanofi 51,564 4,997,708TOTAL SE 142,958 6,170,349

50,868,937Germany - 9.4%Allianz SE 23,056 5,664,202Brenntag AG 26,287 2,044,105Continental AG 26,641 3,965,097Deutsche Post AG 70,151 3,474,963Deutsche Telekom AG 243,891 4,451,618HeidelbergCement AG 30,980 2,306,619Rheinmetall AG 22,831 2,417,276Siemens AG 28,519 4,108,037

28,431,917Greece - 0.6%Hellenic Telecommunications

Organization SA 109,247 1,756,748Hong Kong - 1.2%CK Asset Holdings, Ltd. 227,500 1,164,095WH Group, Ltd. (C) 3,110,000 2,607,897

3,771,992

Disciplined Value International Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Hungary - 1.1%OTP Bank NYRT (A) 71,648 $ 3,228,787India - 0.8%HDFC Bank, Ltd., ADR (A) 31,786 2,296,856Ireland - 0.9%CRH PLC 61,782 2,610,542Isle of Man - 0.8%Entain PLC (A) 147,004 2,280,154Italy - 1.0%Enel SpA 291,530 2,966,223Japan - 21.5%Fuji Corp. 71,200 1,876,726Fuji Electric Company, Ltd. 54,200 1,956,407Hitachi, Ltd. 196,800 7,767,561Honda Motor Company, Ltd. 178,200 5,028,144KDDI Corp. 50,900 1,509,198Kinden Corp. 65,300 1,063,373Komatsu, Ltd. 147,900 4,081,787Kyudenko Corp. 54,500 1,760,032Mitsubishi Gas Chemical Company, Inc. 98,600 2,267,347NEC Corp. 50,700 2,723,080Nihon Unisys, Ltd. 66,600 2,610,444Nissan Motor Company, Ltd. (A) 286,600 1,553,490Persol Holdings Company, Ltd. 66,500 1,201,437Sanwa Holdings Corp. 102,500 1,196,963Sony Corp. 97,300 9,804,735Sumitomo Mitsui Financial Group, Inc. 148,800 4,612,525Taisei Corp. 58,900 2,031,964Taiyo Yuden Company, Ltd. 63,900 3,000,180TechnoPro Holdings, Inc. 26,500 2,201,511Tokyo Electron, Ltd. 4,600 1,718,389Tosoh Corp. 95,500 1,492,108TS Tech Company, Ltd. 57,400 1,772,784Zenkoku Hosho Company, Ltd. 31,900 1,461,305

64,691,490Macau - 0.6%Wynn Macau, Ltd. (A) 1,110,800 1,868,878Malta - 0.0%BGP Holdings PLC (A)(D) 2,126,418 0Netherlands - 3.5%Aalberts NV 35,081 1,560,917ING Groep NV (A) 164,946 1,533,633NN Group NV 65,081 2,813,450Royal Dutch Shell PLC, A Shares 179,013 3,139,249Signify NV (A)(C) 32,813 1,377,685

10,424,934Norway - 0.7%DNB ASA 101,978 1,998,321Singapore - 0.6%DBS Group Holdings, Ltd. 91,600 1,735,887



Disciplined Value International Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)South Korea - 6.6%Hana Financial Group, Inc. 107,601 $ 3,427,237KB Financial Group, Inc. 82,230 3,265,932KT Corp., ADR 208,184 2,292,106POSCO 8,021 2,004,284Samsung Electronics Company, Ltd. 90,826 6,782,479SK Hynix, Inc. 19,934 2,177,361

19,949,399Spain - 0.7%Applus Services SA (A) 190,742 2,116,633Sweden - 2.0%Volvo AB, B Shares (A) 258,977 6,130,790Switzerland - 8.4%Glencore PLC (A) 1,545,077 4,906,856Novartis AG 74,382 7,003,657Roche Holding AG 17,185 5,985,511STMicroelectronics NV 47,911 1,772,493UBS Group AG 389,737 5,487,434

25,155,951Taiwan - 0.5%Simplo Technology Company, Ltd. 114,000 1,423,414United Kingdom - 10.1%BAE Systems PLC 235,389 1,569,759Coca-Cola European Partners PLC 87,648 4,367,500Direct Line Insurance Group PLC 369,967 1,618,130DS Smith PLC (A) 396,949 2,029,096GlaxoSmithKline PLC 115,349 2,110,656Imperial Brands PLC 99,162 2,079,886Inchcape PLC (A) 140,589 1,237,644Melrose Industries PLC (A) 1,399,782 3,410,425Nomad Foods, Ltd. (A) 62,756 1,595,258Persimmon PLC 59,513 2,246,191Tesco PLC 1,650,387 5,208,245WH Smith PLC 141,709 2,922,265

30,395,055United States - 2.3%Applied Materials, Inc. 38,281 3,303,650FMC Corp. 31,869 3,662,704


SHORT-TERM INVESTMENTS - 1.0%Short-term funds - 1.0%Fidelity Institutional Money Market

Government Portfolio, InstitutionalClass, 0.0100% (E) 1,261,718 1,261,718

John Hancock Collateral Trust,0.1386% (E)(F) 173,602 1,737,079

TOTAL SHORT-TERM INVESTMENTS (Cost $2,998,854) $ 2,998,797Total Investments (Disciplined Value International Trust)

(Cost $261,878,747) - 99.5% $ 299,135,203Other assets and liabilities, net - 0.5% 1,626,870TOTAL NET ASSETS - 100.0% $ 300,762,073



Disciplined Value International Trust (continued)(D) Security is valued using significant unobservable inputs and is

classified as Level 3 in the fair value hierarchy. Refer to Note 2 tothe financial statements.

(E) The rate shown is the annualized seven-day yield as of 12-31-20.(F) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Emerging Markets Value TrustShares orPrincipalAmount Value

COMMON STOCKS - 97.4%Australia - 0.0%MMG, Ltd. (A) 192,000 $ 83,596Belgium - 0.0%Titan Cement International SA (A) 985 16,548Brazil - 3.9%Banco Bradesco SA 60,629 284,205Banco do Brasil SA 67,483 507,316Banco Santander Brasil SA 25,018 217,250BrasilAgro - Company Brasileira de

Propriedades Agricolas 6,700 32,270Camil Alimentos SA 10,600 22,558Cogna Educacao (A) 186,166 166,338CSU Cardsystem SA 4,900 14,238Enauta Participacoes SA 16,860 38,347Fras-Le SA 8,800 17,177Industrias Romi SA 7,583 22,673International Meal Company Alimentacao

SA (A) 26,670 21,588Iochpe Maxion SA 11,411 34,171JBS SA 10,100 46,033JHSF Participacoes SA 46,627 70,362Marisa Lojas SA (A) 14,758 19,393Petroleo Brasileiro SA 403,347 2,228,198Restoque Comercio e Confeccoes de

Roupas SA (A) 3,836 3,668Sao Carlos Empreendimentos e

Participacoes SA 5,205 44,750Sao Martinho SA 9,777 51,667SLC Agricola SA 6,700 35,448Trisul SA 13,137 31,188Tupy SA (A) 9,951 40,301Usinas Siderurgicas de Minas Gerais SA 14,738 44,602Vale SA 300,753 5,062,049

9,055,790Chile - 0.5%Camanchaca SA 214,992 17,786CAP SA 5,458 73,385Cementos BIO BIO SA 16,447 17,181Cencosud SA 133,449 237,788Cristalerias de Chile SA 3,626 21,017Empresa Nacional de

Telecomunicaciones SA 15,564 96,696Empresas CMPC SA 53,560 141,028Empresas COPEC SA 21,339 216,145Empresas Hites SA 46,731 6,657Grupo Security SA 147,513 27,400Inversiones Aguas Metropolitanas SA 42,648 35,384Itau CorpBanca Chile SA 10,081,598 33,919Masisa SA (A) 321,066 4,423PAZ Corp. SA 16,523 13,250Ripley Corp. SA 137,631 42,832Salfacorp SA 54,622 31,364Sigdo Koppers SA 50,989 57,468SMU SA 43,046 6,495Sociedad Matriz SAAM SA 670,600 52,986Socovesa SA 113,429 31,585



Emerging Markets Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Chile (continued)SONDA SA 17,248 $ 10,578

1,175,367China - 24.8%361 Degrees International, Ltd. 140,000 19,5253SBio, Inc. (A)(B) 92,500 84,445AAC Technologies Holdings, Inc. 63,500 351,974Agile Group Holdings, Ltd. 203,000 270,196Agricultural Bank of China, Ltd., H Shares 2,020,000 739,809Air China, Ltd., H Shares 240,000 189,207Aluminum Corp. of China, Ltd., H

Shares (A) 372,000 130,966Angang Steel Company, Ltd., H Shares 193,800 79,101Anhui Conch Cement Company, Ltd.,

H Shares 123,000 770,849Anton Oilfield Services Group (A)(C) 284,000 15,953Asia Cement China Holdings Corp. 65,000 59,315AsiaInfo Technologies, Ltd. (B)(C) 8,800 12,656AviChina Industry & Technology

Company, Ltd., H Shares 230,000 160,793BAIC Motor Corp., Ltd., H Shares (B) 207,000 76,814Baidu, Inc., ADR (A) 16,997 3,675,432BAIOO Family Interactive, Ltd. (B) 126,000 15,126Bank of China, Ltd., H Shares 6,067,694 2,053,634Bank of Chongqing Company, Ltd.,

H Shares 69,500 43,504Bank of Communications Company, Ltd.,

H Shares 596,876 315,724Bank of Tianjin Company, Ltd., H Shares 74,000 28,901Baoye Group Company, Ltd., H Shares (A) 22,000 10,795BBMG Corp., H Shares 220,000 42,598Beijing Capital International Airport

Company, Ltd., H Shares 208,000 173,608Beijing North Star Company, Ltd.,

H Shares 132,000 24,669Beijing Urban Construction Design &

Development Group Company, Ltd., HShares (B) 35,000 8,819

Boyaa Interactive International, Ltd. (A) 63,000 4,639BYD Electronic International

Company, Ltd. 65,000 341,009C&D Property Management Group

Company, Ltd. (A) 14,000 5,598Cabbeen Fashion, Ltd. 40,000 17,615CAR, Inc. (A)(C) 59,000 28,485Central China Real Estate, Ltd. 113,732 52,756Chaowei Power Holdings, Ltd. 88,000 36,051Cheetah Mobile, Inc., ADR 4,594 8,269China Aoyuan Group, Ltd. 93,000 90,488China BlueChemical, Ltd., H Shares 264,000 41,935China Cinda Asset Management

Company, Ltd., H Shares 815,000 154,642China CITIC Bank Corp., Ltd., H Shares 642,775 273,041China Coal Energy Company, Ltd.,

H Shares 178,000 53,579China Communications

Construction Company, Ltd., H Shares 47,000 20,327China Communications Services Corp.,

Ltd., H Shares 217,200 95,951China Conch Venture Holdings, Ltd. 81,500 396,584China Construction Bank Corp., H Shares 7,711,000 5,816,245China Development Bank Financial

Leasing Company, Ltd., H Shares (B) 122,000 18,111China Dili Group (A) 190,600 67,433China Dongxiang Group Company, Ltd. 530,000 55,454


COMMON STOCKS (continued)China (continued)China Eastern Airlines Corp., Ltd.,

H Shares 276,000 $ 119,614China Electronics Optics Valley Union

Holding Company, Ltd. 308,000 16,538China Energy Engineering Corp., Ltd.,

H Shares 380,000 36,763China Everbright Bank Company, Ltd.,

H Shares 261,000 99,541China Evergrande Group (C) 202,000 388,258China Galaxy Securities Company, Ltd.,

H Shares 260,500 163,434China Harmony Auto Holding, Ltd. 105,500 50,298China Hongqiao Group, Ltd. 249,000 228,285China Huarong Asset Management

Company, Ltd., H Shares (B) 808,000 89,698China Huiyuan Juice

Group, Ltd. (A)(C)(D) 212,500 13,842China International Capital Corp., Ltd., H

Shares (A)(B) 106,800 289,561China International Marine Containers

Group Company, Ltd., H Shares 49,900 72,665China Kepei Education Group, Ltd. 14,000 9,760China Lesso Group Holdings, Ltd. 123,000 192,721China Life Insurance Company, Ltd.,

H Shares 98,000 215,745China Lilang, Ltd. 22,000 15,013China Literature, Ltd. (A)(B)(C) 14,400 113,206China Machinery Engineering Corp.,

H Shares 115,000 30,442China Maple Leaf Educational

Systems, Ltd. (C) 126,000 33,200China Medical System Holdings, Ltd. 105,000 117,305China Merchants Bank Company, Ltd.,

H Shares 331,500 2,097,084China Merchants Securities Company, Ltd.,

H Shares (B) 22,880 34,269China Minsheng Banking Corp., Ltd.,

H Shares 489,900 279,267China Modern Dairy Holdings, Ltd. (A)(C) 171,000 40,998China Molybdenum Company, Ltd., H

Shares (C) 96,000 62,813China National Building Material

Company, Ltd., H Shares 581,450 699,886China New Higher Education

Group, Ltd. (B) 27,000 16,827China Oilfield Services, Ltd., H Shares 182,000 154,270China Oriental Group Company, Ltd. 164,000 43,604China Pacific Insurance Group

Company, Ltd., H Shares 234,400 916,498China Petroleum & Chemical Corp., ADR 6,198 276,431China Petroleum & Chemical Corp.,

H Shares 1,022,000 455,138China Railway Construction Corp., Ltd.,

H Shares 24,665 13,517China Railway Group, Ltd., H Shares 379,000 167,255China Railway Signal & Communication

Corp., Ltd., H Shares (B) 83,000 27,863China Reinsurance Group Corp., H Shares 441,000 45,495China Resources Medical Holdings

Company, Ltd. 61,000 52,397China Resources Pharmaceutical

Group, Ltd. (B) 138,500 71,219China Sanjiang Fine Chemicals

Company, Ltd. 105,000 32,751China SCE Group Holdings, Ltd. 266,200 109,835




COMMON STOCKS (continued)China (continued)China Shanshui Cement Group, Ltd. (A) 117,000 $ 27,675China Shenhua Energy Company, Ltd.,

H Shares 372,000 701,215China Shineway Pharmaceutical

Group, Ltd. 32,000 21,888China Silver Group, Ltd. (A) 94,000 10,328China Southern Airlines Company, Ltd., H

Shares (A) 228,000 136,280China Taifeng Beddings

Holdings, Ltd. (A)(D) 204,000 12,789China Tower Corp., Ltd., H Shares (B) 3,050,000 448,781China Vanke Company, Ltd., H Shares 161,900 558,913China XLX Fertiliser, Ltd. 115,000 37,116China Yongda Automobiles Services

Holdings, Ltd. 64,500 106,956China ZhengTong Auto Services

Holdings, Ltd. (A)(C) 160,000 17,785China Zheshang Bank Company, Ltd.,

H Shares 42,000 20,545China Zhongwang Holdings, Ltd. (A) 196,800 37,096Chinasoft International, Ltd. (A) 100,000 111,761Chongqing Rural Commercial Bank

Company, Ltd., H Shares 275,000 112,163CIFI Holdings Group Company, Ltd. 291,380 246,918CITIC Securities Company, Ltd., H Shares 73,500 165,852CITIC, Ltd. 492,130 348,443CNOOC, Ltd. 2,026,000 1,858,698CNOOC, Ltd., ADR 226 20,713Cogobuy Group (A)(B) 74,000 14,517Colour Life Services Group

Company, Ltd. (A)(C) 6,169 2,765Consun Pharmaceutical Group, Ltd. 19,000 7,454COSCO SHIPPING Development

Company, Ltd., H Shares 194,000 31,524COSCO SHIPPING Energy Transportation

Company, Ltd., H Shares 138,000 54,315COSCO SHIPPING Holdings

Company, Ltd., H Shares (A) 168,000 201,413Cosmo Lady China Holdings

Company, Ltd. (A)(B) 29,000 4,822Country Garden Holdings Company, Ltd. 912,471 1,259,460CPMC Holdings, Ltd. 76,000 35,145CSPC Pharmaceutical Group, Ltd. 828,000 843,020CT Environmental Group, Ltd. (A)(D) 164,000 6,473Dali Foods Group Company, Ltd. (B) 114,500 65,443Dexin China Holdings Company, Ltd. (A) 27,000 10,313Dongfang Electric Corp., Ltd., H Shares 29,000 21,238Dongfeng Motor Group Company, Ltd.,

H Shares 210,000 245,391Dongyue Group, Ltd. 143,000 113,541E-Commodities Holdings, Ltd. (A) 348,000 16,649Everbright Securities Company, Ltd., H

Shares (B)(C) 25,600 22,915Fang Holdings, Ltd., ADR (A) 10 134Fantasia Holdings Group

Company, Ltd. (A) 172,500 30,018FinVolution Group, ADR 6,095 16,274Fosun International, Ltd. 195,460 306,981Fu Shou Yuan International Group, Ltd. 52,000 48,878Fufeng Group, Ltd. (A) 270,200 101,248Fuyao Glass Industry Group

Company, Ltd., H Shares (B) 30,400 167,331Genertec Universal Medical Group

Company, Ltd. (B) 99,000 73,941GF Securities Company, Ltd., H Shares 82,600 116,787


COMMON STOCKS (continued)China (continued)GOME Retail Holdings, Ltd. (A)(C) 870,000 $ 104,464Grand Baoxin Auto Group, Ltd. (A) 219,500 23,545Great Wall Motor Company, Ltd.,

H Shares 292,500 1,006,372Greatview Aseptic Packaging

Company, Ltd. 25,000 14,630Greenland Hong Kong Holdings, Ltd. 88,000 26,448Greentown China Holdings, Ltd. 102,500 149,705Guangshen Railway Company, Ltd., ADR 3,552 31,613Guangshen Railway Company, Ltd.,

H Shares 34,000 6,147Guangzhou Automobile Group

Company, Ltd., H Shares 188,000 209,669Guangzhou Baiyunshan Pharmaceutical

Holdings Company, Ltd., H Shares 12,000 29,360Guangzhou R&F Properties

Company, Ltd., H Shares 190,800 245,740Guorui Properties, Ltd. 84,000 8,362Guotai Junan Securities Company, Ltd., H

Shares (B) 34,600 50,418Haichang Ocean Park

Holdings, Ltd. (A)(B) 181,000 11,114Haier Smart Home Company, Ltd., H

Shares (A) 81,600 295,772Hainan Meilan International Airport

Company, Ltd., H Shares (A) 17,000 89,927Haitian International Holdings, Ltd. 51,000 176,338Haitong Securities Company, Ltd.,

H Shares 188,000 168,009Harbin Bank Company, Ltd., H Shares (B) 74,000 9,566Harbin Electric Company, Ltd., H

Shares (A) 128,000 36,657HC Group, Inc. (A) 98,000 14,032Hengan International Group Company, Ltd. 64,000 453,158Hiroca Holdings, Ltd. 8,000 17,445Hisense Home Appliances Group

Company, Ltd., H Shares 17,000 26,182Honghua Group, Ltd. (A) 367,000 11,743Honworld Group, Ltd. (B) 56,000 15,709Hua Hong Semiconductor, Ltd. (A)(B) 12,000 68,318Huatai Securities Company, Ltd., H

Shares (B) 96,600 152,094Huishang Bank Corp., Ltd., H Shares 63,300 20,780Industrial & Commercial Bank of

China, Ltd., H Shares 5,512,000 3,541,403Inner Mongolia Yitai Coal Company, Ltd.,

H Shares 25,700 17,711Jiangxi Copper Company, Ltd., H Shares 99,000 155,838Jingrui Holdings, Ltd. 69,000 20,402JinkoSolar Holding Company, Ltd.,

ADR (A)(C) 5,541 342,822JNBY Design, Ltd. 9,500 11,033JOYY, Inc., ADR (C) 5,041 403,179Kaisa Group Holdings, Ltd. (A) 258,000 127,586Kaisa Prosperity Holdings, Ltd. (A) 4,000 9,848Kangda International Environmental

Company, Ltd. (A)(B) 140,000 12,105Kasen International Holdings, Ltd. (A)(C) 119,000 11,226Kingsoft Corp., Ltd. 58,000 375,013KWG Group Holdings, Ltd. 177,013 241,849KWG Living Group Holdings, Ltd. (A) 88,506 71,924Legend Holdings Corp., H Shares (B) 66,200 86,963Lenovo Group, Ltd. 718,000 678,791LexinFintech Holdings, Ltd., ADR (A) 6,928 46,418




COMMON STOCKS (continued)China (continued)Livzon Pharmaceutical Group, Inc.,

H Shares 9,200 $ 35,648Logan Group Company, Ltd. 111,000 181,838Longfor Group Holdings, Ltd. (B) 152,500 892,045Lonking Holdings, Ltd. 277,000 85,717Luye Pharma Group, Ltd. (B) 154,000 71,636Metallurgical Corp. of China, Ltd.,

H Shares 185,000 32,718Minth Group, Ltd. 68,000 359,766MOBI Development Company, Ltd. 70,000 5,334Modern Land China Company, Ltd. 88,000 9,674Momo, Inc., ADR 14,289 199,474Nature Home Holding Company, Ltd. (A) 59,000 8,006NetDragon Websoft Holdings, Ltd. 12,000 26,915New China Life Insurance Company, Ltd.,

H Shares 38,400 149,788NVC International Holdings, Ltd. (A)(C) 267,000 5,934OneSmart International Education

Group, Ltd., ADR (A) 3,636 13,817Orient Securities Company, Ltd., H

Shares (B) 50,800 35,854PetroChina Company, Ltd., ADR 1,761 54,098PetroChina Company, Ltd., H Shares 2,098,000 649,633PICC Property & Casualty Company, Ltd.,

H Shares 570,000 431,214Postal Savings Bank of China

Company, Ltd., H Shares (B) 665,000 375,765Powerlong Real Estate Holdings, Ltd. 178,000 123,074Q Technology Group Company, Ltd. (C) 18,000 30,524Qingdao Port International Company, Ltd.,

H Shares (B) 19,000 11,741Qingling Motors Company, Ltd., H Shares 128,000 25,447Qunxing Paper Holdings

Company, Ltd. (A)(D) 634,371 0Red Star Macalline Group Corp., Ltd., H

Shares (B) 62,480 37,973Redco Properties Group, Ltd. (B) 66,000 24,697Redsun Properties Group, Ltd. 28,000 9,723Ronshine China Holdings, Ltd. (A) 46,500 32,491Sany Heavy Equipment International

Holdings Company, Ltd. 64,000 47,983Seazen Group, Ltd. (A) 180,000 150,358Shandong Gold Mining Company, Ltd., H

Shares (B)(C) 25,000 57,741Shandong Weigao Group Medical Polymer

Company, Ltd., H Shares 220,000 497,731Shanghai Electric Group Company, Ltd., H

Shares (A) 158,000 48,563Shanghai Fosun Pharmaceutical Group

Company, Ltd., H Shares 23,000 109,940Shanghai Jin Jiang Capital Company, Ltd.,

H Shares 244,000 37,478Shanghai Pharmaceuticals Holding

Company, Ltd., H Shares 75,000 131,949Shengjing Bank Company, Ltd., H

Shares (A)(B) 17,500 16,311Shenguan Holdings Group, Ltd. 90,000 3,601Shenwan Hongyuan Group Company, Ltd.,

H Shares (B) 70,400 20,185Shui On Land, Ltd. 390,961 54,436Sihuan Pharmaceutical Holdings

Group, Ltd. 177,000 18,669SINA Corp. (A)(C) 7,964 337,514Sino-Ocean Group Holding, Ltd. 333,973 66,657


COMMON STOCKS (continued)China (continued)Sinopec Engineering Group

Company, Ltd., H Shares 129,000 $ 55,697Sinopec Shanghai Petrochemical

Company, Ltd., H Shares 300,000 63,908Sinopharm Group Company, Ltd.,

H Shares 122,800 297,891Sinosoft Technology Group, Ltd. (A) 104,000 20,167Sinotrans, Ltd., H Shares 242,000 88,071Sinotruk Hong Kong, Ltd. 106,500 272,805SOHO China, Ltd. (A) 247,000 73,466Sun King Technology Group, Ltd. 108,000 29,543Sunac China Holdings, Ltd. 266,000 983,261Sunac Services Holdings, Ltd. (A)(B) 7,400 16,380Sunshine 100 China Holdings, Ltd. (B)(C) 77,000 12,068Tencent Music Entertainment Group,

ADR (A) 17,896 344,319Tenwow International

Holdings, Ltd. (A)(D) 121,000 4,448The People’s Insurance Company Group of

China, Ltd., H Shares 376,000 119,332Tian Ge Interactive Holdings, Ltd. (A)(B) 44,000 5,163Tianneng Power International, Ltd. 78,000 188,471Tingyi Cayman Islands Holding Corp. 172,000 294,208Tong Ren Tang Technologies

Company, Ltd., H Shares 45,000 28,150Tongcheng-Elong Holdings, Ltd. (A) 53,600 103,884Tonly Electronics Holdings, Ltd. 9,000 13,380TravelSky Technology, Ltd., H Shares 27,000 65,230Trigiant Group, Ltd. (A) 158,000 15,718Trip.com Group, Ltd., ADR (A) 33,826 1,140,951Uni-President China Holdings, Ltd. 83,000 84,517Vipshop Holdings, Ltd., ADR (A) 29,507 829,442Want Want China Holdings, Ltd. 331,000 239,307Weibo Corp., ADR (A)(C) 4,311 176,708Weichai Power Company, Ltd., H Shares 160,000 321,715Weiqiao Textile Company, H Shares 73,500 16,214West China Cement, Ltd. 380,000 56,444Wisdom Education International Holdings

Company, Ltd. 38,000 18,547Xiamen International Port Company, Ltd.,

H Shares 330,000 48,440Xingda International Holdings, Ltd. 135,930 39,677Xingfa Aluminium Holdings, Ltd. 29,000 27,341Xinhua Winshare Publishing and Media

Company, Ltd., H Shares 51,000 31,458Xinjiang Goldwind Science & Technology

Company, Ltd., H Shares 47,000 94,709Xinyuan Real Estate Company, Ltd., ADR 6,010 13,222Xtep International Holdings, Ltd. 98,092 49,016Yanzhou Coal Mining Company, Ltd.,

H Shares 262,000 209,976YiChang HEC ChangJiang Pharmaceutical

Company, Ltd., H Shares (B)(C) 23,800 27,135Yiren Digital, Ltd., ADR (A) 7,156 23,901Yum China Holdings, Inc. 6,831 389,982Yuzhou Group Holdings Company, Ltd. 297,024 107,338Zhaojin Mining Industry Company, Ltd.,

H Shares 78,000 92,950Zhejiang Glass Company, Ltd., H

Shares (A)(D) 162,000 0Zhengzhou Coal Mining Machinery Group

Company, Ltd., H Shares 25,400 34,549Zhenro Properties Group, Ltd. 65,000 39,160Zhong An Group, Ltd. 409,000 16,863




COMMON STOCKS (continued)China (continued)Zhou Hei Ya International Holdings

Company, Ltd. (A)(B) 34,500 $ 36,697Zhuzhou CRRC Times Electric

Company, Ltd., H Shares 47,900 209,305Zijin Mining Group Company, Ltd.,

H Shares 572,000 648,061Zoomlion Heavy Industry Science and

Technology Company, Ltd., H Shares 112,000 134,392ZTE Corp., H Shares 62,400 157,163ZTO Express Cayman, Inc., ADR 13,379 390,132

57,593,796Colombia - 0.2%Cementos Argos SA 24,726 44,886Grupo Argos SA 36,406 148,701Grupo de Inversiones Suramericana SA 23,322 173,357

366,944Czech Republic - 0.1%CEZ AS 12,084 289,824Greece - 0.3%Alpha Bank AE (A) 98,073 113,577Bank of Greece 667 12,891Ellaktor SA (A) 17,133 35,956Eurobank Ergasias Services and Holdings

SA (A) 179,251 125,928Fourlis Holdings SA (A) 3,756 18,246Hellenic Petroleum SA 6,586 43,371Mytilineos SA 8,068 117,119National Bank of Greece SA (A) 46,051 126,074Piraeus Bank SA (A) 33,087 51,897

645,059Hong Kong - 8.1%Ajisen China Holdings, Ltd. 147,000 24,806Anxin-China Holdings, Ltd. (A)(D) 1,648,000 0APT Satellite Holdings, Ltd. 28,000 6,291Asian Citrus Holdings, Ltd. (A) 249,000 4,966Atlas Corp. 9,130 98,969Beijing Energy International Holding

Company, Ltd. (A) 814,000 32,584Beijing Enterprises Clean Energy

Group, Ltd. (A) 600,000 10,128Beijing Enterprises Holdings, Ltd. 49,000 160,022Beijing Enterprises Water Group, Ltd. (A) 480,000 193,109Bosideng International Holdings, Ltd. 272,000 138,694Brilliance China Automotive

Holdings, Ltd. 216,000 197,179C C Land Holdings, Ltd. 240,126 53,240C&D International Investment Group, Ltd. 14,000 21,713CECEP COSTIN New Materials

Group, Ltd. (A)(D) 348,000 0CGN New Energy Holdings

Company, Ltd. (A) 150,000 23,590China Aerospace International

Holdings, Ltd. 190,000 11,160China Aircraft Leasing Group

Holdings, Ltd. 23,000 19,891China Education Group Holdings, Ltd. 47,000 90,657China Everbright Greentech, Ltd. (B) 43,000 18,958China Everbright, Ltd. 76,000 101,783China Fiber Optic Network System

Group, Ltd. (A)(D) 150,800 5,447China Foods, Ltd. 42,000 13,765China Gas Holdings, Ltd. 246,800 977,995China Grand Pharmaceutical and

Healthcare Holdings, Ltd. 60,000 53,278


COMMON STOCKS (continued)Hong Kong (continued)China High Precision Automation

Group, Ltd. (A)(D) 18,000 $ 2,159China Jinmao Holdings Group, Ltd. 500,000 230,305China Longevity Group

Company, Ltd. (A)(D) 93,000 4,930China Lumena New Materials

Corp. (A)(C)(D) 2,036,000 0China Mengniu Dairy Company, Ltd. (A) 76,000 458,215China Merchants Land, Ltd. 260,000 38,203China Merchants Port Holdings

Company, Ltd. 136,622 167,235China Mobile, Ltd. 606,000 3,454,475China Mobile, Ltd., ADR 22,722 648,486China New Town Development

Company, Ltd. 300,165 6,973China Oil & Gas Group, Ltd. (A) 1,020,000 55,987China Overseas Grand Oceans Group, Ltd. 191,500 102,747China Overseas Land & Investment, Ltd. 421,000 914,621China Resources Cement Holdings, Ltd. 242,000 270,298China Resources Gas Group, Ltd. 80,000 425,235China Resources Land, Ltd. 366,000 1,508,246China South City Holdings, Ltd. 498,000 73,842China State Construction International

Holdings, Ltd. 104,000 59,378China Taiping Insurance Holdings

Company, Ltd. 147,200 265,613China Traditional Chinese Medicine

Holdings Company, Ltd. 286,000 141,585China Travel International Investment

Hong Kong, Ltd. (A) 314,000 42,970China Unicom Hong Kong, Ltd. 630,000 359,399China Unicom Hong Kong, Ltd., ADR 11,833 67,211China Vast Industrial Urban Development

Company, Ltd. (B) 36,000 14,710Chu Kong Shipping Enterprises Group

Company, Ltd. 26,000 3,195CIMC Enric Holdings, Ltd. (C) 56,000 33,588CITIC Resources Holdings, Ltd. (A) 488,000 18,545Concord New Energy Group, Ltd. 690,000 41,862COSCO SHIPPING International Hong

Kong Company, Ltd. 59,625 18,222COSCO SHIPPING Ports, Ltd. 162,371 112,939CP Pokphand Company, Ltd. 328,000 31,334Dawnrays Pharmaceutical Holdings, Ltd. 117,000 21,129Digital China Holdings, Ltd. 42,000 34,494Far East Horizon, Ltd. (C) 183,000 188,632GCL-Poly Energy Holdings, Ltd. (A)(C) 2,126,000 337,947Geely Automobile Holdings, Ltd. 516,000 1,766,838Gemdale Properties & Investment

Corp., Ltd. 778,000 111,427Glorious Property Holdings, Ltd. (A) 88,000 2,855Glory Sun Financial Group, Ltd. (A) 236,000 10,056Goldlion Holdings, Ltd. 36,000 7,297Goldpac Group, Ltd. 46,000 8,384Health & Happiness H&H International

Holdings, Ltd. 14,000 51,878Hi Sun Technology China, Ltd. (A) 375,000 48,953Hopson Development Holdings, Ltd. 90,000 229,241Hua Han Health Industry

Holdings, Ltd. (A)(D) 880,000 24,065Huanxi Media Group, Ltd. (A) 80,000 14,558Jiayuan International Group, Ltd. 47,625 18,853Joy City Property, Ltd. 328,000 20,086Ju Teng International Holdings, Ltd. 130,000 38,924Kingboard Holdings, Ltd. 88,130 371,838




COMMON STOCKS (continued)Hong Kong (continued)Kingboard Laminates Holdings, Ltd. 97,000 $ 158,490Kunlun Energy Company, Ltd. 410,000 355,341Lee & Man Paper Manufacturing, Ltd. 129,000 105,852Lee’s Pharmaceutical Holdings, Ltd. 54,000 32,760Lifestyle China Group, Ltd. (A) 42,000 5,693Min Xin Holdings, Ltd. 24,000 11,674Mingyuan Medicare Development

Company, Ltd. (A)(D) 1,300,000 0Minmetals Land, Ltd. 118,000 13,252New World Department Store

China, Ltd. (A) 34,000 5,135Nine Dragons Paper Holdings, Ltd. 185,000 262,986Overseas Chinese Town Asia

Holdings, Ltd. 52,000 10,786PAX Global Technology, Ltd. 104,000 92,568Poly Property Group Company, Ltd. 266,453 77,902Pou Sheng International Holdings, Ltd. (A) 175,000 41,563Prinx Chengshan Cayman Holding, Ltd. 7,500 8,091Shanghai Industrial Holdings, Ltd. 37,000 50,567Shanghai Industrial Urban Development

Group, Ltd. 359,400 38,058Shanghai Zendai Property, Ltd. (A) 765,000 4,417Shenzhen International Holdings, Ltd. 109,163 176,375Shenzhen Investment, Ltd. 331,271 113,674Shimao Group Holdings, Ltd. 142,500 453,907Shougang Fushan Resources Group, Ltd. 272,565 64,090Silver Grant International Holdings

Group, Ltd. (A) 160,000 18,794Sino Biopharmaceutical, Ltd. 938,000 904,599Sinofert Holdings, Ltd. (A) 300,000 29,450Sinopec Kantons Holdings, Ltd. 160,000 55,762Skyworth Group, Ltd. (A) 117,190 32,675SSY Group, Ltd. 128,000 72,631Symphony Holdings, Ltd. 20,000 2,219TCL Electronics Holdings, Ltd. (A) 114,600 86,028Texhong Textile Group, Ltd. 32,000 27,511The Wharf Holdings, Ltd. 5,000 13,430Tian An China Investment Company, Ltd. 54,000 32,303Tianjin Port Development Holdings, Ltd. 478,000 38,818Tomson Group, Ltd. 45,714 11,321Tongda Group Holdings, Ltd. 590,000 43,389United Energy Group, Ltd. (A) 160,000 31,600Vinda International Holdings, Ltd. 26,000 71,100Wasion Holdings, Ltd. 90,000 26,506Yuexiu Property Company, Ltd. 829,542 166,911Zhuhai Holdings Investment

Group, Ltd. (A) 50,000 12,71518,899,131

Hungary - 0.2%MOL Hungarian Oil & Gas PLC (A) 53,879 397,229India - 11.5%ACC, Ltd. 5,847 129,803Adani Enterprises, Ltd. 21,676 141,839Adani Gas, Ltd. 3,434 17,732Adani Green Energy, Ltd. (A) 15,971 229,908Adani Ports & Special Economic

Zone, Ltd. 47,493 313,088Adani Transmission, Ltd. (A) 9,644 57,549Aditya Birla Capital, Ltd. (A) 55,560 64,485Allcargo Logistics, Ltd. 10,467 19,202Ambuja Cements, Ltd. 55,925 190,531Apollo Tyres, Ltd. 28,578 69,773Arvind Fashions, Ltd. (A) 4,243 8,960Arvind, Ltd. (A) 12,009 7,695Ashok Leyland, Ltd. 97,225 127,635


COMMON STOCKS (continued)India (continued)Aster DM Healthcare, Ltd. (A)(B) 4,365 $ 9,972Aurobindo Pharma, Ltd. 33,905 426,352Axis Bank, Ltd. (A) 125,549 1,066,167Bajaj Holdings & Investment, Ltd. 4,180 176,589Balmer Lawrie & Company, Ltd. 11,041 19,379Balrampur Chini Mills, Ltd. (A) 22,314 52,604Bank of Baroda (A) 88,922 74,789BEML, Ltd. 1,822 24,180Bharat Electronics, Ltd. 59,808 98,939Bharat Forge, Ltd. 10,204 73,426Bharat Heavy Electricals, Ltd. (A) 72,839 35,809Bharti Airtel, Ltd. 9,061 63,254Birla Corp., Ltd. 4,591 45,335Birlasoft, Ltd. 13,384 45,568Brigade Enterprises, Ltd. 12,969 44,394BSE, Ltd. 724 6,148Cadila Healthcare, Ltd. 20,881 136,256Canara Bank (A) 9,205 16,289Ceat, Ltd. 2,623 38,884Chambal Fertilizers & Chemicals, Ltd. 19,376 60,242Chennai Super Kings Cricket, Ltd. (A)(D) 207,315 6,384Cholamandalam Financial Holdings, Ltd. 5,037 37,051Cipla, Ltd. 35,701 400,466Container Corp. of India, Ltd. 14,589 79,578Cyient, Ltd. 5,147 36,309Dalmia Bharat, Ltd. 2,887 42,806DB Corp., Ltd. 6,129 6,881DCB Bank, Ltd. (A) 23,624 38,874DCM Shriram, Ltd. 8,327 45,088Dhani Services, Ltd. 3,974 17,337Dishman Carbogen Amcis, Ltd. (A) 5,361 10,234DLF, Ltd. 42,524 135,241Edelweiss Financial Services, Ltd. (A) 46,814 43,923EID Parry India, Ltd. (A) 12,265 57,607Exide Industries, Ltd. 26,285 68,902Federal Bank, Ltd. (A) 191,615 175,485Finolex Industries, Ltd. 5,072 45,043Firstsource Solutions, Ltd. 16,189 22,628Fortis Healthcare, Ltd. (A) 23,713 50,152GAIL India, Ltd. 196,137 331,950General Insurance Corp. of India (A)(B) 8,025 15,257GHCL, Ltd. 6,390 18,057Glenmark Pharmaceuticals, Ltd. 13,855 93,385Granules India, Ltd. 18,738 90,510Grasim Industries, Ltd. 29,668 375,255Gujarat Alkalies & Chemicals, Ltd. 3,130 15,224Gujarat Ambuja Exports, Ltd. 15,820 25,610Gujarat Fluorochemicals, Ltd. (A) 5,323 41,421Gujarat Narmada Valley Fertilizers &

Chemicals, Ltd. 10,255 31,510Gujarat Pipavav Port, Ltd. 15,449 20,483Gujarat State Petronet, Ltd. 22,857 69,260Hero MotoCorp, Ltd. 389 16,558HFCL, Ltd. (A) 95,724 33,731HIL, Ltd. 588 18,474Hindalco Industries, Ltd. 140,404 461,246ICICI Bank, Ltd. (A) 223,707 1,641,776ICICI Bank, Ltd., ADR (A) 23,334 346,743IDFC First Bank, Ltd. (A) 126,067 63,903IDFC, Ltd. (A) 67,378 34,259IIFL Finance, Ltd. 31,743 49,395IIFL Securities, Ltd. 47,890 31,509IIFL Wealth Management, Ltd. 2,557 35,259Indiabulls Housing Finance, Ltd. 33,338 100,450Indiabulls Real Estate, Ltd. (A) 41,734 46,689




COMMON STOCKS (continued)India (continued)Indian Bank (A) 13,953 $ 16,365Indus Towers, Ltd. 32,463 102,450IndusInd Bank, Ltd. (A) 8,509 104,191Jagran Prakashan, Ltd. (A) 12,700 7,442JB Chemicals & Pharmaceuticals, Ltd. 537 7,473Jindal Saw, Ltd. 29,627 30,842Jindal Steel & Power, Ltd. (A) 52,794 193,341JK Cement, Ltd. 2,921 75,933JK Tyre & Industries, Ltd. 8,887 9,180JM Financial, Ltd. 33,116 38,104JSW Energy, Ltd. 51,942 48,358JSW Steel, Ltd. 103,888 550,449Jubilant Life Sciences, Ltd. 11,603 133,907Just Dial, Ltd. (A) 1,950 16,902Jyothy Labs, Ltd. 5,194 10,405Kalpataru Power Transmission, Ltd. 9,196 40,424Kaveri Seed Company, Ltd. 1,661 11,870Kiri Industries, Ltd. 2,637 19,353KPIT Technologies, Ltd. 13,384 25,983KPR Mill, Ltd. 4,562 54,650KRBL, Ltd. 2,618 8,803L&T Finance Holdings, Ltd. 60,193 77,055Larsen & Toubro, Ltd. 49,161 868,730Laurus Labs, Ltd. (B) 14,325 69,392LIC Housing Finance, Ltd. 39,247 194,364Linde India, Ltd. 3,319 44,440Lupin, Ltd. 23,401 313,476Maharashtra Scooters, Ltd. 404 21,025Maharashtra Seamless, Ltd. 4,212 18,464Mahindra & Mahindra Financial

Services, Ltd. (A) 59,708 142,764Mahindra & Mahindra, Ltd. 68,622 679,041Mahindra CIE Automotive, Ltd. (A) 17,673 41,501Mahindra Lifespace Developers, Ltd. (A) 3,463 17,412Manappuram Finance, Ltd. 27,778 63,150Max Healthcare Institute, Ltd. (A) 21,489 41,213MOIL, Ltd. 14,559 28,720Mphasis, Ltd. 8,915 188,238MRF, Ltd. 99 102,589Muthoot Finance, Ltd. 6,646 109,841NCC, Ltd. 25,675 20,329NIIT, Ltd. 6,884 19,105Nilkamal, Ltd. 1,287 26,419NMDC, Ltd. 40,445 63,300Oberoi Realty, Ltd. (A) 6,103 48,442Omaxe, Ltd. (A) 5,567 6,256Persistent Systems, Ltd. 6,511 135,220Phillips Carbon Black, Ltd. 7,735 18,508Piramal Enterprises, Ltd. 7,847 152,916PNB Housing Finance, Ltd. (A)(B) 3,409 16,974Polyplex Corp., Ltd. 2,563 25,043Power Finance Corp., Ltd. 90,707 141,856Prestige Estates Projects, Ltd. 20,468 74,607PTC India, Ltd. 31,315 25,136Punjab National Bank (A) 97,317 44,091Quess Corp., Ltd. (A)(B) 1,882 13,942Rain Industries, Ltd. 22,684 38,989Rajesh Exports, Ltd. 8,931 59,448Ramco Industries, Ltd. 4,270 13,198Raymond, Ltd. (A) 1,181 5,476RBL Bank, Ltd. (B) 21,550 68,216REC, Ltd. 89,160 164,073Redington India, Ltd. 44,685 81,076Reliance Industries, Ltd., GDR (B) 124,451 6,785,120Sharda Cropchem, Ltd. 2,311 8,527


COMMON STOCKS (continued)India (continued)Shriram City Union Finance, Ltd. 2,480 $ 36,360Shriram Transport Finance Company, Ltd. 13,889 199,240Sobha, Ltd. 5,289 29,636State Bank of India (A) 109,237 411,080Steel Authority of India, Ltd. (A) 106,244 107,884Sterlite Technologies, Ltd. 6,963 17,432Strides Pharma Science, Ltd. 2,675 32,045Sun Pharmaceutical Industries, Ltd. 54,244 438,992Sun TV Network, Ltd. 7,964 52,492TAKE Solutions, Ltd. (A) 7,707 5,627Tata Chemicals, Ltd. 6,889 45,089Tata Consumer Products, Ltd. 31,789 257,519Tata Motors, Ltd. (A) 220,218 554,550Tata Steel, Ltd. 34,913 307,924Tech Mahindra, Ltd. 8,219 109,941Techno Electric & Engineering

Company, Ltd. 7,028 20,792The Great Eastern Shipping Company, Ltd. 12,279 44,278The India Cements, Ltd. 20,619 47,767The Karnataka Bank, Ltd. (A) 7,142 5,658The Karur Vysya Bank, Ltd. (A) 24,026 15,091The South Indian Bank, Ltd. (A) 134,442 16,672Transport Corp. of India, Ltd. 3,182 10,989Trident, Ltd. 171,050 23,204Tube Investments of India, Ltd. 1,822 19,964TV18 Broadcast, Ltd. (A) 95,709 40,610Uflex, Ltd. 7,789 40,065Unichem Laboratories, Ltd. 4,453 15,879UPL, Ltd. 31,035 198,583Vardhman Textiles, Ltd. (A) 3,223 47,559Vedanta, Ltd., ADR 61,204 537,371Vodafone Idea, Ltd. (A) 275,824 40,314Welspun Corp., Ltd. 14,025 25,667Welspun Enterprises, Ltd. 9,451 11,287Welspun India, Ltd. 12,315 11,511Wipro, Ltd. 183,166 969,590Wockhardt, Ltd. (A) 4,216 31,197Yes Bank, Ltd. (A) 196,614 48,273Zee Entertainment Enterprises, Ltd. 73,055 224,437

26,857,355Indonesia - 1.7%Adaro Energy Tbk PT 1,772,000 180,585Adhi Karya Persero Tbk PT 235,600 25,777AKR Corporindo Tbk PT 49,400 11,193Alam Sutera Realty Tbk PT (A) 2,635,100 45,440Aneka Tambang Tbk 219,206 30,232Asahimas Flat Glass Tbk PT (A) 62,500 12,015Astra Agro Lestari Tbk PT 49,555 43,531Astra International Tbk PT 669,200 287,636Astrindo Nusantara Infrastructure Tbk

PT (A) 5,572,200 19,830Bakrie Telecom Tbk PT (A)(D) 17,557,300 31,241Bank Danamon Indonesia Tbk PT 132,094 29,543Bank Mandiri Persero Tbk PT 1,510,240 681,495Bank Negara Indonesia Persero Tbk PT 591,381 260,407Bank Pan Indonesia Tbk PT (A) 695,197 52,749Bank Pembangunan Daerah Jawa Barat

Dan Banten Tbk PT 284,100 31,384Bank Pembangunan Daerah Jawa Timur

Tbk PT 625,600 30,285Bank Tabungan Negara Persero Tbk PT 376,361 46,272Barito Pacific Tbk PT (A) 229,300 17,971Bekasi Fajar Industrial Estate Tbk PT (A) 817,800 10,487BISI International Tbk PT 290,800 21,322Blue Bird Tbk PT (A) 5,500 509




COMMON STOCKS (continued)Indonesia (continued)Bukit Asam Tbk PT 380,100 $ 76,140Bumi Serpong Damai Tbk PT (A) 499,400 43,644Ciputra Development Tbk PT 1,290,744 90,593Delta Dunia Makmur Tbk PT (A) 610,700 15,328Elnusa Tbk PT 742,600 18,621Erajaya Swasembada Tbk PT (A) 222,700 34,975Indah Kiat Pulp & Paper Corp. Tbk PT 279,700 207,832Indika Energy Tbk PT 225,300 27,787Indo Tambangraya Megah Tbk PT 34,600 34,149Indofood Sukses Makmur Tbk PT 483,100 235,629Intiland Development Tbk PT (A) 1,316,300 20,608Japfa Comfeed Indonesia Tbk PT 499,770 52,164Jaya Real Property Tbk PT 215,500 9,206Kawasan Industri Jababeka Tbk PT (A) 2,384,099 36,268Lippo Karawaci Tbk PT (A) 4,020,148 61,312Malindo Feedmill Tbk PT (A) 128,500 6,777Medco Energi Internasional Tbk PT (A) 1,194,526 50,212Media Nusantara Citra Tbk PT (A) 718,600 58,389Pabrik Kertas Tjiwi Kimia Tbk PT 70,100 49,241Paninvest Tbk PT (A) 116,800 7,184Perusahaan Perkebunan London Sumatra

Indonesia Tbk PT 318,000 31,164PP Persero Tbk PT 292,600 38,933Salim Ivomas Pratama Tbk PT (A) 670,100 20,065Sentul City Tbk PT (A) 3,615,400 12,864Siloam International Hospitals Tbk PT (A) 36,900 14,447Sri Rejeki Isman Tbk PT 1,260,900 23,530Suryainti Permata Tbk PT (A)(D) 1,446,000 0Tiga Pilar Sejahtera Food Tbk (A) 1,428,300 39,641Trias Sentosa Tbk PT 512,800 15,244Truba Alam Manunggal Engineering

PT (A)(D) 11,991,500 0Tunas Baru Lampung Tbk PT 484,800 32,287United Tractors Tbk PT 202,200 383,229Vale Indonesia Tbk PT (A) 224,100 81,500Waskita Beton Precast Tbk PT 1,406,800 27,468Waskita Karya Persero Tbk PT 533,700 54,772Wijaya Karya Persero Tbk PT 349,400 49,424XL Axiata Tbk PT 403,300 78,439

3,908,970Malaysia - 2.0%Aeon Company M BHD 28,600 7,620AFFIN Bank BHD 127,305 58,315AirAsia Group BHD (A) 217,600 48,148Alliance Bank Malaysia BHD (A) 129,100 93,568AMMB Holdings BHD 204,262 185,633Batu Kawan BHD 3,100 13,805Berjaya Assets BHD (A) 77,400 7,702Berjaya Corp. BHD (A) 439,496 20,779Berjaya Land BHD (A) 244,400 11,566BIMB Holdings BHD 25,400 26,932Boustead Holdings BHD (A) 116,088 18,092Cahya Mata Sarawak BHD 52,100 27,530CIMB Group Holdings BHD 567,823 607,946Cypark Resources BHD (A) 54,200 18,266DRB-Hicom BHD 93,400 48,417Eastern & Oriental BHD 96,737 11,209Eco World Development Group BHD (A) 84,300 10,326Ekovest BHD (C) 146,600 19,049FGV Holdings BHD 198,000 63,130Gamuda BHD 99,430 96,376Genting BHD 183,000 203,262Genting Malaysia BHD 247,000 165,599HAP Seng Consolidated BHD 8,620 18,447Hengyuan Refining Company BHD (A) 28,800 42,966


COMMON STOCKS (continued)Malaysia (continued)HeveaBoard BHD 105,300 $ 18,772Hong Leong Financial Group BHD 33,099 148,927IJM Corp. BHD 264,060 113,861Insas BHD 88,369 20,733JAKS Resources BHD (A) 177,060 30,683Jaya Tiasa Holdings BHD (A) 58,826 13,234Keck Seng Malaysia BHD (A) 11,300 10,793Land & General BHD (A) 437,820 14,164Lotte Chemical Titan Holding BHD (B) 29,800 20,597Magnum BHD 132,714 75,311Mah Sing Group BHD 192,300 41,803Malayan Banking BHD 331,537 697,949Malaysia Airports Holdings BHD 36,700 54,115Malaysia Building Society BHD 184,128 30,969Malaysian Resources Corp. BHD 202,400 23,990Matrix Concepts Holdings BHD 17,400 7,661MBM Resources BHD 11,400 9,622MISC BHD 106,200 181,667MKH BHD 49,230 16,914MMC Corp. BHD 68,600 15,394MNRB Holdings BHD 36,891 8,975Muhibbah Engineering (M) BHD 69,300 17,282Oriental Holdings BHD 44,420 60,005OSK Holdings BHD 212,897 47,717Pos Malaysia BHD (A) 30,900 9,332PPB Group BHD 30,500 140,502RHB Bank BHD 140,789 191,053Sapura Energy BHD (A) 1,155,500 35,971Sime Darby BHD 307,400 176,933Sime Darby Property BHD 271,300 44,907SP Setia BHD Group 173,900 42,919Sunway BHD 140,407 56,236Ta Ann Holdings BHD 50,348 38,043Tan Chong Motor Holdings BHD 6,300 1,976Tropicana Corp. BHD (A) 161,380 34,137UEM Edgenta BHD 32,900 15,646UEM Sunrise BHD (A) 372,300 45,917UMW Holdings BHD 48,800 41,350United Malacca BHD 11,900 15,080UOA Development BHD 106,900 44,936Velesto Energy BHD (A) 428,800 14,932Vivocom International Holdings BHD (A) 51,766 11,046WCT Holdings BHD (A) 192,558 25,486YNH Property BHD 34,619 23,743YTL Corp. BHD (A) 602,137 114,686

4,630,652Mexico - 2.4%Alfa SAB de CV, Class A (C) 370,181 266,388Alpek SAB de CV (C) 49,200 42,600Arca Continental SAB de CV 25,987 124,271Banco del Bajio SA (A)(B)(C) 68,070 94,650Cemex SAB de CV, Series CPO (A) 1,109,474 573,707Coca-Cola Femsa SAB de CV 23,422 107,873Consorcio ARA SAB de CV (A) 25,993 4,990Controladora Nemak SAB de CV (A) 370,181 49,111Corp. Actinver SAB de CV (A) 16,024 7,972Credito Real SAB de CV (A)(C) 47,738 29,099El Puerto de Liverpool SAB de CV,

Series C1 (A) 13,794 48,343Fomento Economico Mexicano SAB

de CV 4,256 32,280Gentera SAB de CV (A)(C) 115,192 57,482Grupo Carso SAB de CV, Series A1 (A)(C) 34,769 115,230Grupo Cementos de Chihuahua SAB

de CV 14,906 90,277




COMMON STOCKS (continued)Mexico (continued)Grupo Comercial Chedraui SA de CV 28,776 $ 41,502Grupo Elektra SAB de CV 1,530 101,298Grupo Financiero Banorte SAB de CV,

Series O (A) 183,982 1,013,776Grupo Financiero Inbursa SAB de CV,

Series O (A) 145,540 146,421Grupo KUO SAB de CV, Series B 51,692 123,856Grupo Mexico SAB de CV, Series B 242,225 1,027,230Grupo Pochteca SAB de CV (A) 9,600 2,890Grupo Sanborns SAB de CV (A) 135,592 131,235Grupo Sports World SAB de CV (A) 10,769 3,794Grupo Televisa SAB, Series CPO (A) 202,588 332,090Industrias Bachoco SAB de CV, Series B 14,121 53,235Industrias CH SAB de CV, Series B 21,296 101,132Industrias Penoles SAB de CV (A) 8,071 137,210Minera Frisco SAB de CV, Series A1 (A) 70,737 14,397Minera Frisco SAB de CV,

Series A2 (A)(C) 97,266 19,894Nemak SAB de CV (B)(C) 122,637 35,251Orbia Advance Corp. SAB de CV (C) 82,670 194,383Organizacion Cultiba SAB de CV 51,197 43,995Organizacion Soriana SAB de CV,

Series B (A) 219,650 223,519Promotora y Operadora de Infraestructura

SAB de CV 6,552 58,094Promotora y Operadora de Infraestructura

SAB de CV, L Shares 3,141 17,045Unifin Financiera SAB de CV (A)(C) 31,282 43,230Vitro SAB de CV, Series A (A) 6,357 10,219

5,519,969Philippines - 1.0%Alliance Global Group, Inc. 382,700 84,493Ayala Corp. 11,030 189,784Bank of the Philippine Islands 74,260 125,667BDO Unibank, Inc. 154,227 343,380Cebu Air, Inc. (A) 27,720 29,155China Banking Corp. 75,528 39,226Cosco Capital, Inc. 388,900 45,853DMCI Holdings, Inc. 144,200 16,983East West Banking Corp. (A) 74,300 16,699EEI Corp. (A) 43,000 6,797Filinvest Development Corp. 119,475 23,502Filinvest Land, Inc. 937,500 21,870First Philippine Holdings Corp. 29,660 47,584Global Ferronickel Holdings, Inc. (A) 283,424 16,048GT Capital Holdings, Inc. 4,619 56,287JG Summit Holdings, Inc. 217,932 325,398LT Group, Inc. 159,800 43,549Megaworld Corp. 839,700 71,318Metropolitan Bank & Trust Company 130,973 133,809Nickel Asia Corp. 533,320 62,335Petron Corp. 289,400 24,040Philex Mining Corp. 161,300 16,616Philippine National Bank (A) 65,310 39,923Philtown Properties, Inc. (A)(D) 3,844 123Phoenix Petroleum Philippines, Inc. 22,200 5,786Premium Leisure Corp. 815,000 7,551RFM Corp. 133,500 12,669Rizal Commercial Banking Corp. 62,703 24,612Robinsons Land Corp. 330,768 145,902Robinsons Retail Holdings, Inc. 16,680 22,609San Miguel Corp. 61,850 164,902Security Bank Corp. 15,410 42,995Top Frontier Investment Holdings, Inc. (A) 37,884 110,365Union Bank of the Philippines 43,950 65,745


COMMON STOCKS (continued)Philippines (continued)Vista Land & Lifescapes, Inc. 569,000 $ 55,496

2,439,071Poland - 0.7%Alior Bank SA (A) 8,706 39,587Bank Millennium SA (A) 57,979 50,799Ciech SA (A) 2,826 24,437Develia SA 22,340 11,838Enea SA (A) 24,198 42,585Grupa Azoty SA (A) 4,728 34,876Grupa Lotos SA 4,036 44,806Jastrzebska Spolka Weglowa SA (A) 2,583 18,040KGHM Polska Miedz SA (A) 12,621 621,718Lubelski Wegiel Bogdanka SA (A) 2,164 11,164mBank SA (A) 914 44,092PGE Polska Grupa Energetyczna SA (A) 63,994 111,837PKP Cargo SA (A) 5,709 20,959Polski Koncern Naftowy ORLEN SA 30,903 478,421Powszechna Kasa Oszczednosci Bank

Polski SA (A) 12,049 93,011Stalexport Autostrady SA 15,820 14,445Tauron Polska Energia SA (A) 64,088 46,841

1,709,456Russia - 1.2%Gazprom PJSC, ADR 196,506 1,097,121LUKOIL PJSC, ADR 22,853 1,554,302Rosneft Oil Company PJSC, GDR 6,015 33,916RusHydro PJSC, ADR 74,896 80,564VTB Bank PJSC, GDR (A) 86,297 82,337

2,848,240South Africa - 3.9%Absa Group, Ltd. 53,337 436,037AECI, Ltd. 11,686 68,694African Oxygen, Ltd. 7,992 13,550African Rainbow Minerals, Ltd. 10,677 190,267Alexander Forbes Group Holdings, Ltd. 120,790 32,487Alviva Holdings, Ltd. 22,754 14,420AngloGold Ashanti, Ltd. 4,187 96,504Aspen Pharmacare Holdings, Ltd. (A) 24,524 209,696Astral Foods, Ltd. 4,628 43,859Balwin Properties, Ltd. 6,271 1,956Barloworld, Ltd. 29,177 180,762Blue Label Telecoms, Ltd. (A) 44,582 11,731Caxton & CTP Publishers &

Printers, Ltd. (A) 19,879 7,459DataTec, Ltd. (A) 17,642 29,487Discovery, Ltd. 28,018 292,907Distell Group Holdings, Ltd. 3,034 19,628Exxaro Resources, Ltd. 21,211 201,258FirstRand, Ltd. 137,017 477,424Gold Fields, Ltd., ADR 64,925 601,855Grindrod, Ltd. 84,437 28,879Harmony Gold Mining Company, Ltd. (A) 10,790 51,573Hudaco Industries, Ltd. 5,065 27,944Impala Platinum Holdings, Ltd. 47,215 649,873Imperial Logistics, Ltd. 19,928 50,583Investec, Ltd. 25,084 62,539KAP Industrial Holdings, Ltd. (A) 320,850 69,473Lewis Group, Ltd. 14,408 21,836Liberty Holdings, Ltd. 15,664 66,688Life Healthcare Group Holdings, Ltd. (A) 120,405 137,460Long4Life, Ltd. (A) 31,563 7,069Massmart Holdings, Ltd. (A) 9,208 26,380Metair Investments, Ltd. 28,785 36,722Momentum Metropolitan Holdings 112,808 121,002




COMMON STOCKS (continued)South Africa (continued)Motus Holdings, Ltd. (A) 14,065 $ 53,578Mpact, Ltd. 23,460 22,171MTN Group, Ltd. 198,567 819,521Murray & Roberts Holdings, Ltd. (A) 60,191 32,913Nedbank Group, Ltd. 29,166 257,566Ninety One, Ltd. 12,542 37,715Oceana Group, Ltd. 2,614 11,474Old Mutual, Ltd. 238,727 193,740Omnia Holdings, Ltd. (A) 26,143 82,083Pepkor Holdings, Ltd. (B) 42,396 39,295PPC, Ltd. (A) 168,790 15,892Raubex Group, Ltd. 31,032 45,229RCL Foods, Ltd. 35,643 20,535Reunert, Ltd. 22,587 55,408Sanlam, Ltd. 33,478 133,623Sappi, Ltd. (A) 61,862 138,249Sasol, Ltd. (A) 38,091 346,443Sibanye Stillwater, Ltd. 203,741 821,140Standard Bank Group, Ltd. 110,671 958,516Super Group, Ltd. (A) 49,845 79,325Telkom SA SOC, Ltd. 37,622 78,608The Bidvest Group, Ltd. 15,088 161,552The Foschini Group, Ltd. (A) 30,762 215,010Tiger Brands, Ltd. 12,335 175,345Trencor, Ltd. 40,666 11,132Tsogo Sun Gaming, Ltd. (A) 30,381 10,528Wilson Bayly Holmes-Ovcon, Ltd. (A) 7,646 47,181

9,151,774South Korea - 15.3%Aekyung Petrochemical Company, Ltd. (A) 2,084 17,173AJ Networks Company, Ltd. (A) 2,832 12,047AK Holdings, Inc. (A) 743 17,223Asia Cement Company, Ltd. (A) 32 2,139ASIA Holdings Company, Ltd. (A) 241 20,093BNK Financial Group, Inc. (A) 31,490 164,964Bookook Securities Company, Ltd. (A) 501 9,840Busan City Gas Company, Ltd. (A) 58 2,723Chosun Refractories Company, Ltd. (A) 338 25,104CJ CheilJedang Corp. (A) 1,034 363,163CJ Corp. (A) 2,236 189,821CJ Freshway Corp. (A) 575 10,106CJ Logistics Corp. (A) 826 125,994D.I Corp. (A) 4,680 20,617Dae Dong Industrial Company, Ltd. (A) 3,364 21,158Dae Han Flour Mills Company, Ltd. (A) 232 35,502Dae Won Kang Up Company, Ltd. (A) 4,385 15,457Daelim Industrial Company, Ltd. (A) 3,627 279,574Daesang Corp. (A) 2,028 48,733Daesang Holdings Company, Ltd. (A) 2,310 21,722Daewoo Engineering & Construction

Company, Ltd. (A) 24,993 114,868Dahaam E-Tec Company, Ltd. (A) 2,630 89,821Daihan Pharmaceutical Company, Ltd. (A) 563 17,097Daishin Securities Company, Ltd. (A) 3,901 46,770Daou Data Corp. (A) 1,778 20,978Daou Technology, Inc. (A) 3,359 67,840DB Financial Investment

Company, Ltd. (A) 7,633 32,789DB Insurance Company, Ltd. (A) 6,507 262,237DB, Inc. (A) 19,825 14,555Deutsch Motors, Inc. 3,904 26,663DGB Financial Group, Inc. (A) 22,082 138,352DI Dong Il Corp. (A) 216 29,113Dongkuk Industries Company, Ltd. (A) 8,476 26,537Dongkuk Steel Mill Company, Ltd. (A) 6,404 47,950


COMMON STOCKS (continued)South Korea (continued)Dongwon Development Company, Ltd. (A) 9,567 $ 44,607Dongwon F&B Company, Ltd. (A) 122 20,116Dongwon Industries Company, Ltd. (A) 176 36,067Doosan Bobcat, Inc. (A) 4,079 111,685Doosan Company, Ltd. 554 26,770Doosan Fuel Cell Company, Ltd. (A) 2,095 103,431Doosan Infracore Company, Ltd. (A)(C) 19,096 139,520DTR Automotive Corp. 1,179 27,966Easy Bio, Inc. (A)(D) 477 13,897Easy Holdings Company, Ltd. (A) 3,872 14,631E-MART, Inc. (A) 1,480 206,670Eugene Corp. (A) 6,888 29,975Eugene Investment & Securities

Company, Ltd. (A) 11,471 41,806Eusu Holdings Company, Ltd. (A) 1,407 7,440Farmsco (A) 2,687 11,962GS Engineering & Construction Corp. (A) 7,532 262,502GS Global Corp. (A) 7,813 13,971GS Holdings Corp. (A) 6,453 223,270GS Home Shopping, Inc. (A) 370 47,454Gwangju Shinsegae Company, Ltd. (A) 152 21,442Halla Holdings Corp. 1,446 49,879Hana Financial Group, Inc. 35,399 1,127,506Handsome Company, Ltd. (A) 1,545 43,082Hanil Holdings Company, Ltd. 2,975 29,883Hanjin Transportation Company, Ltd. (A) 1,052 46,365Hankook Tire & Technology

Company, Ltd. (A) 9,820 356,763Hanshin Construction Company, Ltd. (A) 1,844 28,467Hansol Holdings Company, Ltd. (A) 5,241 17,812Hansol Paper Company, Ltd. 2,920 37,294Hansol Technics Company, Ltd. (A) 3,325 31,139Hanwha Aerospace Company, Ltd. (A) 2,248 59,078Hanwha Corp. (A) 4,500 117,519Hanwha General Insurance

Company, Ltd. (A) 5,427 19,182Hanwha Investment & Securities

Company, Ltd. (A) 15,071 30,563Hanwha Life Insurance Company, Ltd. (A) 43,282 97,466Hanwha Solutions Corp. (A) 9,430 416,881Harim Holdings Company, Ltd. (A) 5,472 45,438Heungkuk Fire & Marine Insurance

Company, Ltd. (A) 6,321 16,481Hitejinro Holdings Company, Ltd. (A) 995 13,797Huvis Corp. (A) 3,715 28,242Huvitz Company, Ltd. (A) 1,341 9,208Hyosung Corp. (A) 1,204 84,819Hyosung Heavy Industries Corp. (A) 742 42,611Hyundai Construction Equipment

Company, Ltd. (A) 1,613 48,778Hyundai Corp. (A) 1,339 19,715Hyundai Corp. Holdings, Inc. (A) 1,811 18,770Hyundai Department Store

Company, Ltd. (A) 1,847 121,685Hyundai Electric & Energy System

Company, Ltd. (A) 2,220 33,605Hyundai Engineering & Construction

Company, Ltd. (A) 7,065 243,959Hyundai Futurenet Company, Ltd. (A) 8,894 31,608Hyundai Greenfood Company, Ltd. (A) 5,234 42,260Hyundai Heavy Industries Holdings

Company, Ltd. (A) 716 187,208Hyundai Home Shopping Network

Corp. (A) 652 49,046




COMMON STOCKS (continued)South Korea (continued)Hyundai Livart Furniture

Company, Ltd. (A) 1,327 $ 19,524Hyundai Marine & Fire Insurance

Company, Ltd. (A) 8,489 177,989Hyundai Mipo Dockyard

Company, Ltd. (A) 3,037 134,474Hyundai Mobis Company, Ltd. (A) 4,537 1,067,856Hyundai Motor Company 9,379 1,662,456Hyundai Motor Securities

Company, Ltd. (A) 3,480 40,433Hyundai Steel Company (A) 6,801 248,565Hyundai Wia Corp. (A) 2,177 107,534Industrial Bank of Korea 26,166 213,373Interpark Corp. (A) 5,387 10,669INTOPS Company, Ltd. 1,374 38,215Iones Company, Ltd. (A) 4,034 26,416Jahwa Electronics Company, Ltd. (A) 2,057 43,276JB Financial Group Company, Ltd. (A) 16,807 87,351Jeil Savings Bank (A)(D) 1,820 0KAON Media Company, Ltd. (A) 3,214 18,916KB Financial Group, Inc. 5,839 231,908KB Financial Group, Inc., ADR 39,288 1,555,805KC Company, Ltd. (A) 1,496 38,176KCC Corp. 347 63,182KCC Glass Corp. (A) 939 31,875Kia Motors Corp. (A) 20,872 1,202,577KISCO Corp. (A) 4,131 24,894KISCO Holdings Company, Ltd. (A) 1,536 20,091KISWIRE, Ltd. (A) 1,554 21,049KIWOOM Securities Company, Ltd. (A) 1,432 167,286Kolmar Korea Holdings Company, Ltd. (A) 1,323 31,670Kolon Corp. (A) 898 18,063Kolon Industries, Inc. (A) 2,219 84,009Korea Asset In Trust Company, Ltd. 9,060 32,896Korea Electric Terminal Company, Ltd. 561 32,168Korea Investment Holdings

Company, Ltd. (A) 4,028 293,514Korea Line Corp. (A) 25,690 71,978Korea Petrochemical Industrial

Company, Ltd. (A) 441 93,571Korea Real Estate Investment & Trust

Company, Ltd. (A) 14,635 27,242Korea Shipbuilding & Offshore

Engineering Company, Ltd. (A) 2,882 288,638Korea Zinc Company, Ltd. (A) 845 312,920Korean Air Lines Company, Ltd. (A) 9,135 229,285Korean Reinsurance Company (A) 9,470 68,857Kortek Corp. (A) 1,806 14,961KPX Chemical Company, Ltd. 660 33,376KSS LINE, Ltd. (A) 3,562 33,972KT Skylife Company, Ltd. (A) 1,768 14,358KT&G Corp. 2,902 222,193KTB Investment & Securities

Company, Ltd. (A) 8,806 25,884Kukdo Chemical Company, Ltd. (A) 308 15,322Kumho Tire Company, Inc. (A) 7,054 24,561Kyeryong Construction

Industrial Company, Ltd. (A) 1,547 39,928LF Corp. (A) 2,312 31,329LG Corp. (A) 6,678 538,867LG Display Company, Ltd., ADR 58,346 492,440LG Electronics, Inc. 15,640 1,947,519LG Hausys, Ltd. (A) 659 47,375LG HelloVision Company, Ltd. (A) 3,836 13,721LG International Corp. (A) 2,902 66,107


COMMON STOCKS (continued)South Korea (continued)LG Uplus Corp. (A) 18,651 $ 201,959Lotte Chemical Corp. (A) 1,193 303,765Lotte Chilsung Beverage

Company, Ltd. (A) 305 30,481Lotte Corp. (A) 2,012 65,452LOTTE Fine Chemical Company, Ltd. (A) 1,849 94,108Lotte Food Company, Ltd. (A) 34 10,382LOTTE Himart Company, Ltd. (A) 1,006 28,905Lotte Non-Life Insurance

Company, Ltd. (A) 5,459 8,803Lotte Shopping Company, Ltd. (A) 1,153 109,046LS Corp. (A) 1,793 118,138Mando Corp. (A) 1,208 65,531Meritz Financial Group, Inc. (A) 4,707 42,568Meritz Fire & Marine Insurance

Company, Ltd. (A) 7,460 100,385Meritz Securities Company, Ltd. (A) 35,902 121,384Mirae Asset Daewoo Company, Ltd. (A) 33,985 295,924Mirae Asset Life Insurance

Company, Ltd. (A) 12,332 43,761MK Electron Company, Ltd. (A) 4,085 39,758Muhak Company, Ltd. (A) 2,080 13,773Namyang Dairy Products

Company, Ltd. (A) 58 15,224Nexen Corp. (A) 3,733 15,936Nexen Tire Corp. (A) 6,465 36,845NH Investment & Securities

Company, Ltd. (A) 12,340 128,596NHN Corp. (A) 941 64,726Nong Shim Holdings Company, Ltd. (A) 402 28,660NongShim Company, Ltd. (A) 255 70,492NS Shopping Company, Ltd. (A) 1,078 12,009OCI Company, Ltd. (A) 1,606 137,707Orion Holdings Corp. (A) 2,756 33,517Paik Kwang Industrial Company, Ltd. (A) 8,300 25,387Pan Ocean Company, Ltd. (A) 26,446 122,392Paradise Company, Ltd. (A) 2,760 38,939Poonglim Industrial Company, Ltd. (A)(D) 189 14Poongsan Corp. (A) 2,423 62,482Poongsan Holdings Corp. (A) 753 19,775POSCO 6,287 1,570,992Posco International Corp. (A) 5,969 80,077Rayence Company, Ltd. (A) 1,351 13,641S&T Dynamics Company, Ltd. 2,942 15,960S&T Holdings Company, Ltd. 1,460 20,042S&T Motiv Company, Ltd. 1,396 63,565Sam Young Electronics Company, Ltd. (A) 938 8,817Samho Development Company, Ltd. (A) 4,213 16,603Sammok S-Form Company, Ltd. (A) 1,315 10,445SAMPYO Cement Company, Ltd. (A) 4,134 15,204Samsung C&T Corp. (A) 4,883 621,577Samsung Card Company, Ltd. (A) 3,308 98,999Samsung Electronics Company, Ltd. 46,827 3,496,831Samsung Electronics Company, Ltd., GDR 100 181,879Samsung Fire & Marine

Insurance Company, Ltd. (A) 3,605 622,755Samsung Heavy Industries

Company, Ltd. (A) 37,701 244,885Samsung Life Insurance

Company, Ltd. (A) 5,063 369,455Samsung Securities Company, Ltd. (A) 4,810 179,458SAMT Company, Ltd. (A) 11,604 25,872Samyang Corp. (A) 258 14,351Samyang Holdings Corp. (A) 535 36,720Sangsangin Company, Ltd. (A) 7,001 41,415




COMMON STOCKS (continued)South Korea (continued)Sebang Company, Ltd. (A) 1,153 $ 12,372Sebang Global Battery Company, Ltd. (A) 921 58,354Sejong Industrial Company, Ltd. (A) 1,547 13,193SGC e Tec E&C Company, Ltd. 138 7,752SGC Energy Company, Ltd. (A) 82 2,962Shindaeyang Paper Company, Ltd. (A) 267 15,699Shinhan Financial Group Company, Ltd. 2,494 74,005Shinhan Financial Group

Company, Ltd., ADR 44,471 1,323,457Shinsegae Engineering & Construction

Company, Ltd. (A) 621 15,366Shinsegae Food Company, Ltd. (A) 268 16,124Shinsegae Information & Communication

Company, Ltd. (A) 294 33,976Shinsegae, Inc. (A) 886 195,696Shinwha Intertek Corp. (A) 4,441 13,451Shinyoung Securities Company, Ltd. 970 47,063SK Discovery Company, Ltd. (A) 1,496 90,777SK Gas, Ltd. (A) 496 47,838SK Holdings Company, Ltd. 2,806 622,537SK Hynix, Inc. 10,541 1,151,378SK Innovation Company, Ltd. (A) 3,778 662,663SK Networks Company, Ltd. (A) 21,423 95,866SK Securities Company, Ltd. (A) 27,076 20,029SL Corp. (A) 1,618 24,253Solus Advanced Materials

Company, Ltd. (A) 1,022 46,694Sungshin Cement Company, Ltd. (A) 3,637 24,551Sungwoo Hitech Company, Ltd. (A) 2,984 15,685Sunjin Company, Ltd. (A) 2,276 23,716Taekwang Industrial Company, Ltd. (A) 65 47,973Taeyoung Engineering & Construction

Company, Ltd. (A) 2,234 24,322Tongyang Life Insurance

Company, Ltd. (A) 7,644 24,805Tovis Company, Ltd. (A) 1,305 9,249TS Corp. (A) 1,273 26,922TY Holdings Company, Ltd. (A) 2,153 55,014Unid Company, Ltd. 746 33,211Wonik Holdings Company, Ltd. (A) 5,948 34,759Woori Financial Group, Inc. (C) 58,729 526,926Young Poong Corp. (A) 51 25,283Youngone Corp. 3,192 93,306Youngone Holdings Company, Ltd. (A) 920 32,000Yuanta Securities Korea Company, Ltd. (A) 11,703 33,011Zeus Company, Ltd. (A) 1,798 47,955

35,617,188Taiwan - 16.6%Acer, Inc. (C) 256,452 216,382ACES Electronic Company, Ltd. 18,000 27,135Advanced International Multitech

Company, Ltd. 13,000 18,883Advancetek Enterprise Company, Ltd. 35,186 22,526AGV Products Corp. (A) 87,716 31,130Alpha Networks, Inc. 31,773 35,414AmTRAN Technology Company, Ltd. (A) 53,000 23,636Apacer Technology, Inc. 11,000 15,419APCB, Inc. 37,000 27,100Apex International Company, Ltd. 7,000 17,122Ardentec Corp. 45,000 62,055ASE Technology Holding Company, Ltd. 214,000 620,776Asia Cement Corp. 265,805 409,384Asia Polymer Corp. 49,615 38,025Asia Tech Image, Inc. 12,000 22,755Asia Vital Components Company, Ltd. 38,328 90,497


COMMON STOCKS (continued)Taiwan (continued)Asustek Computer, Inc. 68,000 $ 607,288Audix Corp. 21,000 34,379AVY Precision Technology, Inc. 24,990 22,275BES Engineering Corp. 212,700 75,798Capital Securities Corp. 229,403 110,729Career Technology MFG. Company, Ltd. 61,200 76,416Casetek Holdings, Ltd. 22,000 68,502Catcher Technology Company, Ltd. (C) 96,000 705,889Cathay Financial Holding Company, Ltd. 904,423 1,361,863Cathay Real Estate Development

Company, Ltd. 46,400 32,878Central Reinsurance Company, Ltd. 31,500 25,491Champion Building Materials

Company, Ltd. (A) 65,132 18,127Chang Hwa Commercial Bank, Ltd. 463,929 296,515Channel Well Technology Company, Ltd. 16,000 25,218CHC Healthcare Group 21,000 29,640Chen Full International Company, Ltd. 15,000 21,773Cheng Loong Corp. 68,320 82,766Cheng Uei Precision Industry

Company, Ltd. 56,629 95,245Chilisin Electronics Corp. 24,000 95,981China Airlines, Ltd. (A) 264,910 113,900China Bills Finance Corp. 95,000 50,414China Chemical & Pharmaceutical

Company, Ltd. 34,000 28,590China Development Financial

Holding Corp. 1,043,208 345,444China General Plastics Corp. 35,700 32,369China Life Insurance Company, Ltd. (C) 299,682 237,191China Man-Made Fiber Corp. (A) 171,552 68,493China Metal Products Company, Ltd. 42,513 48,197China Motor Corp. (A) 30,250 54,557China Petrochemical Development Corp. 275,677 114,580China Steel Corp. 1,321,180 1,164,724China Wire & Cable Company, Ltd. 26,380 26,734Chin-Poon Industrial Company, Ltd. 43,571 49,322Chipbond Technology Corp. 80,000 189,403ChipMOS Technologies, Inc. 66,938 82,009Chong Hong Construction Company, Ltd. 10,000 28,513Chun Yuan Steel Industry Company, Ltd. 50,874 26,010Chung Hung Steel Corp. (A) 38,625 21,698Chung Hwa Pulp Corp. (A) 74,977 32,596Chung-Hsin Electric & Machinery

Manufacturing Corp. 46,500 88,892CMC Magnetics Corp. 152,470 51,617Compal Electronics, Inc. 523,000 385,957Compeq Manufacturing Company, Ltd. (C) 111,000 172,463Continental Holdings Corp. 49,050 36,182Coretronic Corp. 53,000 76,683CTBC Financial Holding Company, Ltd. 2,135,348 1,498,741DA CIN Construction Company, Ltd. 20,000 19,217Darfon Electronics Corp. 16,000 24,749Darwin Precisions Corp. (A) 37,000 18,625Delpha Construction Company, Ltd. 3,826 1,912Depo Auto Parts Industrial Company, Ltd. 21,000 52,261Dynamic Electronics Company, Ltd. (A) 74,633 51,748Dynapack International Technology Corp. 10,000 30,098E Ink Holdings, Inc. 76,000 124,271E.Sun Financial Holding Company, Ltd. 76,660 69,774Edom Technology Company, Ltd. 34,000 28,439Elite Semiconductor Microelectronics

Technology, Inc. (C) 35,000 80,859Elitegroup Computer Systems

Company, Ltd. (A) 65,104 60,218




COMMON STOCKS (continued)Taiwan (continued)EnTie Commercial Bank Company, Ltd. 58,000 $ 33,275Epistar Corp. (A) 19,312 29,183Eson Precision Ind Company, Ltd. 12,000 27,063Eternal Materials Company, Ltd. 12,000 15,631Eva Airways Corp. 287,725 135,044Everest Textile Company, Ltd. (A) 52,085 18,303Evergreen International Storage &

Transport Corp. 85,600 61,791Evergreen Marine Corp. Taiwan, Ltd. (A) 316,655 459,772Everlight Chemical Industrial Corp. 83,250 50,579Everlight Electronics Company, Ltd. 59,000 88,851Excelsior Medical Company, Ltd. 16,573 33,122Far Eastern Department Stores, Ltd. 148,720 127,157Far Eastern International Bank 318,553 123,100Far Eastern New Century Corp. 408,249 421,348Farglory Land Development

Company, Ltd. 28,530 57,217First Financial Holding Company, Ltd. 933,984 710,732First Steamship Company, Ltd. 84,809 34,769Formosa Advanced Technologies

Company, Ltd. 25,000 33,693Formosa Chemicals & Fibre Corp. 194,000 585,367Formosa Laboratories, Inc. (A) 19,543 32,723Formosa Plastics Corp. 30,000 103,042Formosa Taffeta Company, Ltd. 67,000 74,137Formosan Rubber Group, Inc. 33,020 29,200Formosan Union Chemical 48,812 27,135Foxconn Technology Company, Ltd. 74,626 142,161Froch Enterprise Company, Ltd. 33,060 17,075Fubon Financial Holding Company, Ltd. 758,417 1,263,033Fulltech Fiber Glass Corp. (A) 45,000 23,436G Shank Enterprise Company, Ltd. 40,535 29,905Gemtek Technology Corp. (A) 32,000 34,759General Interface Solution Holding, Ltd. 29,000 118,531Giantplus Technology Company, Ltd. 31,000 13,047Global Brands Manufacture, Ltd. 40,806 36,818Globe Union Industrial Corp. 51,750 28,169Gloria Material Technology Corp. 83,684 51,270Gold Circuit Electronics, Ltd. (A) 44,000 79,218Goldsun Building Materials Company, Ltd. 123,540 110,053Grand Ocean Retail Group, Ltd. 13,000 9,910Grand Pacific Petrochemical (A) 77,000 65,211Great China Metal Industry 33,000 27,391Great Wall Enterprise Company, Ltd. 29,754 53,842Hannstar Board Corp. 39,750 61,540HannStar Display Corp. (A) 320,842 140,937HannsTouch Solution, Inc. 64,000 25,804Hey Song Corp. 40,000 46,909Ho Tung Chemical Corp. (A) 150,399 55,797Hon Hai Precision Industry Company, Ltd. 904,448 2,965,635Hong Pu Real Estate Development

Company, Ltd. 27,000 22,102Hsing TA Cement Company, Ltd. 38,000 27,093HUA ENG Wire & Cable Company, Ltd. 42,000 20,520Hua Nan Financial Holdings

Company, Ltd. (C) 594,288 386,326Hung Sheng Construction, Ltd. 42,240 29,475IBF Financial Holdings Company, Ltd. 353,740 161,863Ichia Technologies, Inc. 25,000 16,496Innolux Corp. (A)(C) 657,561 330,933Integrated Service Technology, Inc. 9,000 18,486International CSRC Investment

Holdings Company 102,383 94,589Inventec Corp. (C) 267,000 228,390Jarllytec Company, Ltd. 9,000 22,633


COMMON STOCKS (continued)Taiwan (continued)Jess-Link Products Company, Ltd. 13,000 $ 16,866Jih Sun Financial Holdings Company, Ltd. 276,778 124,178Kaimei Electronic Corp. 13,300 43,493Kenda Rubber Industrial Company, Ltd. 39,520 49,202King Yuan Electronics Company, Ltd. 168,796 209,242King’s Town Bank Company, Ltd. 113,000 156,212King’s Town Construction

Company, Ltd. (A) 7,300 10,238Kinpo Electronics, Inc. 183,269 79,404Kinsus Interconnect Technology Corp. 22,000 63,535Kuo Toong International Company, Ltd. 18,248 15,214L&K Engineering Company, Ltd. 17,000 18,064Lealea Enterprise Company, Ltd. (A) 90,124 42,406Lida Holdings, Ltd. 4,640 5,971Lingsen Precision Industries, Ltd. (A) 73,481 37,353Lite-On Technology Corp. 164,000 290,974Longchen Paper & Packaging

Company, Ltd. 100,177 83,094Macronix International 129,000 194,907Mega Financial Holding

Company, Ltd. (C) 745,472 791,234Mercuries & Associates Holding, Ltd. 47,815 35,300Mercuries Life Insurance

Company, Ltd. (A) 53,094 16,332Mitac Holdings Corp. 108,316 113,985MPI Corp. 11,000 44,162Nan Ya Plastics Corp. 79,000 202,390Nanya Technology Corp. 148,000 458,844Nien Hsing Textile Company, Ltd. (A) 27,310 16,828Nishoku Technology, Inc. 7,800 30,376O-Bank Company, Ltd. 52,538 12,969OptoTech Corp. (A) 39,439 38,707Pacific Construction Company (A) 38,289 13,593Pan Jit International, Inc. 13,000 25,107Pan-International Industrial Corp. 44,481 40,700Pegatron Corp. (C) 250,660 601,780Pou Chen Corp. 233,348 261,049President Securities Corp. 95,721 62,730Prince Housing & Development Corp. 142,555 58,378Prodisc Technology, Inc. (A)(D) 762,000 0Qisda Corp. 210,280 217,148Quanta Storage, Inc. 23,000 31,971Radium Life Tech Company, Ltd. 102,621 43,984Rechi Precision Company, Ltd. 20,000 14,892Ritek Corp. (A) 57,799 22,524Ruentex Development Company, Ltd. 77,343 112,655Ruentex Industries, Ltd. 33,000 81,937Sampo Corp. 43,470 40,354San Far Property, Ltd. 27,585 15,890Sanyang Motor Company, Ltd. 48,000 61,045Sesoda Corp. 42,912 36,908Shan-Loong Transportation Company, Ltd. 23,000 26,335Sheng Yu Steel Company, Ltd. 22,000 19,610ShenMao Technology, Inc. 8,000 8,184Shihlin Electric & Engineering Corp. 21,000 38,011Shin Kong Financial Holding

Company, Ltd. (C) 893,997 281,148Shining Building Business

Company, Ltd. (A) 55,118 32,328Shinkong Insurance Company, Ltd. 34,000 46,840Shinkong Synthetic Fibers Corp. 132,239 67,140Sigurd Microelectronics Corp. 47,773 77,129Sincere Navigation Corp. 24,000 19,418Sinher Technology, Inc. 8,000 13,378Sinon Corp. 71,650 54,882




COMMON STOCKS (continued)Taiwan (continued)SinoPac Financial Holdings Company, Ltd. 1,133,931 $ 462,548Sirtec International Company, Ltd. 23,800 23,545Siward Crystal Technology Company, Ltd. 20,000 17,222Sunplus Technology Company, Ltd. (A) 58,000 37,864Sunrex Technology Corp. 11,678 27,061Supreme Electronics Company, Ltd. 12,000 14,677Sweeten Real Estate Development

Company, Ltd. 41,547 32,493Synnex Technology International Corp. 134,000 224,517TA Chen Stainless Pipe 85,894 95,864Ta Ya Electric Wire & Cable 54,893 39,374Taichung Commercial Bank Company, Ltd. 443,266 171,277Taiflex Scientific Company, Ltd. 24,100 46,956Tainan Spinning Company, Ltd. 164,638 88,021Taishin Financial Holding Company, Ltd. 931,233 439,837Taita Chemical Company, Ltd. 64,086 89,046Taiwan Business Bank 493,028 170,966Taiwan Cement Corp. (C) 788,318 1,213,689Taiwan Chinsan Electronic Industrial

Company, Ltd. (A) 14,420 22,793Taiwan Cooperative Financial Holding

Company, Ltd. 813,725 590,016Taiwan Fertilizer Company, Ltd. 65,000 125,570Taiwan Fire & Marine Insurance

Company, Ltd. 41,000 29,931Taiwan FU Hsing Industrial Company, Ltd. 31,000 49,538Taiwan Glass Industry Corp. (A) 112,319 78,141Taiwan Hon Chuan Enterprise

Company, Ltd. 40,000 85,965Taiwan Kolin Company, Ltd. (A)(D) 327,000 0Taiwan PCB Techvest Company, Ltd. 36,000 57,032Taiwan Styrene Monomer 38,000 25,543Taiwan Surface Mounting

Technology Corp. 26,225 120,926Taiyen Biotech Company, Ltd. 26,137 30,430Tatung Company, Ltd. (A) 116,000 109,491Teco Electric & Machinery Company, Ltd. 132,000 130,084The Ambassador Hotel (A) 29,000 31,312Thye Ming Industrial Company, Ltd. 31,000 32,686Ton Yi Industrial Corp. (A) 119,000 50,263Tong Yang Industry Company, Ltd. 40,627 56,511Tong-Tai Machine & Tool Company, Ltd. 46,588 26,565TOPBI International Holdings, Ltd. 8,077 5,279Topoint Technology Company, Ltd. 29,190 28,776TPK Holding Company, Ltd. (A) 41,000 67,782Tsann Kuen Enterprise Company, Ltd. 7,000 5,011TSRC Corp. 28,000 23,266Tung Ho Steel Enterprise Corp. 109,000 141,771TXC Corp. 41,000 109,615TYC Brother Industrial Company, Ltd. 15,511 13,053Tycoons Group Enterprise (A) 30,371 8,776Tyntek Corp. 36,000 22,215U-Ming Marine Transport Corp. 67,000 88,139Unimicron Technology Corp. 152,000 474,874Union Bank of Taiwan 246,021 94,204Unitech Printed Circuit Board Corp. 74,194 58,794United Microelectronics Corp. 1,178,794 1,982,451Universal Cement Corp. 27,483 22,727Unizyx Holding Corp. (A) 34,000 46,292UPC Technology Corp. 117,751 80,637USI Corp. 123,996 99,897Wah Lee Industrial Corp. 26,000 70,367Walsin Lihwa Corp. 268,000 184,524Walton Advanced Engineering, Inc. (A) 72,584 35,739Wan Hai Lines, Ltd. 69,050 130,301


COMMON STOCKS (continued)Taiwan (continued)Weikeng Industrial Company, Ltd. 25,000 $ 17,116Well Shin Technology Company, Ltd. 15,000 27,107Winbond Electronics Corp. 386,793 401,209Wintek Corp. (A)(D) 543,000 0Wisdom Marine Lines Company, Ltd. (A) 46,343 40,377Wistron Corp. 393,291 435,159Wistron NeWeb Corp. 13,000 36,027WPG Holdings, Ltd. 203,400 310,977WT Microelectronics Company, Ltd. 50,174 72,068Xxentria Technology Materials Corp. 8,000 17,279YC INOX Company, Ltd. 63,104 64,163Yea Shin International Development

Company, Ltd. (A) 20,906 12,440Yem Chio Company, Ltd. (A) 78,324 46,063Yeong Guan Energy Technology Group

Company, Ltd. 13,553 39,818YFY, Inc. 168,202 176,545Yi Jinn Industrial Company, Ltd. 51,613 30,349Yieh Phui Enterprise Company, Ltd. (A) 150,899 73,151Youngtek Electronics Corp. 17,000 37,587Yuanta Financial Holding Company, Ltd. 1,223,371 896,229Yuen Chang Stainless Steel

Company, Ltd. (A) 19,007 12,293Yulon Motor Company, Ltd. (A) 79,470 133,033Zenitron Corp. 45,000 35,197Zhen Ding Technology Holding, Ltd. 44,000 179,051Zig Sheng Industrial Company, Ltd. (A) 67,908 27,088

38,515,151Thailand - 2.3%AAPICO Hitech PCL (A) 96,320 57,324Amata Corp. PCL 106,800 57,961AP Thailand PCL 223,670 54,026Asia Aviation PCL, NVDR (A) 109,300 8,616Bangchak Corp. PCL 91,600 62,992Bangkok Airways PCL 116,100 24,833Bangkok Bank PCL 12,800 50,872Bangkok Bank PCL, NVDR 14,500 57,335Bangkok Insurance PCL 4,550 41,945Bangkok Land PCL 1,059,200 41,365Bangkok Life Assurance PCL, NVDR 55,200 38,691Bangkok Ranch PCL (A) 92,300 7,026Banpu PCL 401,300 147,439Berli Jucker PCL 111,800 129,508Charoen Pokphand Foods PCL 377,100 336,682GFPT PCL 43,900 20,799Global Green Chemicals PCL 67,700 21,249Indorama Ventures PCL 128,800 159,027IRPC PCL 943,100 117,145Italian-Thai Development PCL (A) 477,400 17,712Kasikornbank PCL, NVDR 117,300 442,290Khon Kaen Sugar Industry PCL 192,600 14,763Kiatnakin Phatra Bank PCL 19,400 33,489Krung Thai Bank PCL 265,400 98,252LH Financial Group PCL 709,300 24,877LPN Development PCL 52,900 8,234MBK PCL 45,000 18,924Millcon Steel PCL 143,086 4,346Polyplex Thailand PCL 14,000 10,557Precious Shipping PCL (A) 39,300 9,970Pruksa Holding PCL 78,800 32,868PTT Exploration & Production PCL 149,500 490,277PTT Global Chemical PCL 133,900 261,557PTT PCL 938,700 1,332,687Quality Houses PCL 746,900 57,852Regional Container Lines PCL (A) 94,200 44,641




COMMON STOCKS (continued)Thailand (continued)Rojana Industrial Park PCL 113,100 $ 16,967Saha-Union PCL 16,100 17,985Sansiri PCL 1,026,866 27,750SC Asset Corp. PCL 476,596 44,274Siam Future Development PCL 167,749 28,001Somboon Advance Technology PCL 51,300 28,189SPCG PCL 18,000 12,075Srithai Superware PCL (A) 283,000 6,045STP & I PCL 21,600 2,570Supalai PCL 151,900 103,887Super Energy Corp. PCL (A) 743,000 23,779Syntec Construction PCL 156,500 7,625Thai Oil PCL 85,600 148,446Thai Stanley Electric PCL 700 3,928Thanachart Capital PCL 37,300 43,038The Siam Commercial Bank PCL 74,400 217,119Thitikorn PCL 100 27TMB Bank PCL 1,334,352 48,082TPI Polene PCL 559,900 34,368TPI Polene Power PCL 283,200 40,434True Corp. PCL 1,139,000 130,733Univentures PCL 51,700 5,074Vinythai PCL 9,700 10,370

5,338,897Turkey - 0.6%Akbank T.A.S. (A) 287,261 266,435Eczacibasi Yatirim Holding Ortakligi AS 1 2Enka Insaat ve Sanayi AS 70,950 70,428Goldas Kuyumculuk Sanayi Ithalat Ve

Bagli Ortakliklari (A)(D) 54,846 697NET Holding AS (A) 40,130 18,543Turk Hava Yollari AO (A) 80,925 140,601Turkiye Garanti Bankasi AS (A) 227,810 317,682Turkiye Halk Bankasi AS (A)(C) 56,201 42,054Turkiye Is Bankasi AS, Class C (A) 131,554 123,745Turkiye Sinai Kalkinma Bankasi AS (A) 141,027 33,902Turkiye Sise ve Cam Fabrikalari AS 135,139 132,971Turkiye Vakiflar Bankasi TAO,

Class D (A) 91,535 57,908Uzel Makina Sanayii AS (A)(D) 22,930 0Yapi ve Kredi Bankasi AS (A) 254,969 105,575

1,310,543Ukraine - 0.0%Kernel Holding SA 7,742 102,346United States - 0.1%Nexteer Automotive Group, Ltd. 95,000 102,255Textainer Group Holdings, Ltd. (A) 5,689 109,115

211,370TOTAL COMMON STOCKS (Cost $220,814,518) $ 226,684,266

PREFERRED SECURITIES - 1.9%Brazil - 1.8%Banco ABC Brasil SA 9,586 29,039


PREFERRED SECURITIES (continued)Brazil (continued)Banco Bradesco SA 129,972 $ 683,603Banco do Estado do Rio Grande do Sul

SA, B Shares 30,800 86,878Cia Ferro Ligas da Bahia 5,956 21,956Eucatex SA Industria e Comercio 4,200 5,786Gerdau SA 101,776 480,223Marcopolo SA 55,200 30,575Petroleo Brasileiro SA 510,144 2,769,500Usinas Siderurgicas de Minas Gerais SA,

A Shares 40,910 115,3904,222,950

Colombia - 0.1%Grupo Argos SA 23,975 73,963Grupo de Inversiones Suramericana SA 11,343 73,283

147,246TOTAL PREFERRED SECURITIES (Cost $4,477,533) $ 4,370,196

WARRANTS - 0.0%MBK PCL (Expiration Date: 11-15-23;

Strike Price: THB 3.00) (A) 1,800 565TOTAL WARRANTS (Cost $0) $ 565

SHORT-TERM INVESTMENTS - 1.7%Short-term funds - 1.7%John Hancock Collateral Trust,

0.1386% (E)(F) 396,559 3,968,006TOTAL SHORT-TERM INVESTMENTS (Cost $3,968,202) $ 3,968,006Total Investments (Emerging Markets Value Trust)

(Cost $229,260,253) - 101.0% $ 235,023,033Other assets and liabilities, net - (1.0%) (2,346,461)TOTAL NET ASSETS - 100.0% $ 232,676,572

Currency AbbreviationsTHB Thai BhatSecurity Abbreviations and LegendADR American Depositary ReceiptGDR Global Depositary ReceiptNVDR Non-Voting Depositary Receipt(A) Non-income producing security.(B) These securities are exempt from registration under Rule 144A of


(C) All or a portion of this security is on loan as of 12-31-20.(D) Security is valued using significant unobservable inputs and is




DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)Mini MSCI Emerging Markets Index Futures 23 Long Mar 2021 $1,439,555 $1,481,085 $41,530

$41,530



Emerging Markets Value Trust (continued)FUTURES (continued)^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.


Equity Income TrustShares orPrincipalAmount Value

COMMON STOCKS – 96.3%Communication services – 5.3%Diversified telecommunication services – 0.6%AT&T, Inc. 133,764 $ 3,847,053Verizon Communications, Inc. 87,111 5,117,771

8,964,824Entertainment – 1.0%The Walt Disney Company (A) 85,232 15,442,334Media – 3.7%Comcast Corp., Class A 504,343 26,427,573Fox Corp., Class B 350,332 10,117,588News Corp., Class A 1,019,757 18,325,033

54,870,19479,277,352

Consumer discretionary – 4.1%Auto components – 0.1%Magna International, Inc. 28,200 1,996,560Automobiles – 1.0%General Motors Company 72,800 3,031,392Volkswagen AG, ADR (B) 643,564 11,983,097

15,014,489Hotels, restaurants and leisure – 1.1%Las Vegas Sands Corp. 245,723 14,645,091McDonald’s Corp. 10,400 2,231,632

16,876,723Leisure products – 0.8%Mattel, Inc. (A) 627,173 10,944,169Multiline retail – 0.8%Kohl’s Corp. 286,511 11,658,133Specialty retail – 0.3%The TJX Companies, Inc. 64,400 4,397,876

60,887,950Consumer staples – 7.3%Beverages – 0.6%The Coca-Cola Company 166,937 9,154,825Food and staples retailing – 0.5%Walmart, Inc. 49,871 7,188,905Food products – 3.3%Bunge, Ltd. 65,654 4,305,589Conagra Brands, Inc. 525,589 19,057,857Mondelez International, Inc., Class A 11,400 666,558Tyson Foods, Inc., Class A 382,496 24,648,042

48,678,046Household products – 0.9%Kimberly-Clark Corp. 106,759 14,394,316Tobacco – 2.0%Altria Group, Inc. 69,300 2,841,300Philip Morris International, Inc. 321,214 26,593,307

29,434,607108,850,699

Energy – 6.5%Energy equipment and services – 0.6%Halliburton Company 510,200 9,642,780Oil, gas and consumable fuels – 5.9%Chevron Corp. 36,345 3,069,335ConocoPhillips 49,000 1,959,510

Equity Income Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)Enbridge, Inc. 234,560 $ 7,503,574EOG Resources, Inc. 219,200 10,931,504Exxon Mobil Corp. 263,476 10,860,481Hess Corp. 52,634 2,778,549Occidental Petroleum Corp. 114,542 1,982,722Targa Resources Corp. 317,702 8,380,979TC Energy Corp. 273,763 11,147,629TOTAL SE 638,789 27,571,537TOTAL SE, ADR 22,700 951,357

87,137,17796,779,957

Financials – 20.6%Banks – 6.6%Bank of America Corp. 155,445 4,711,538Fifth Third Bancorp 794,804 21,912,746JPMorgan Chase & Co. 108,936 13,842,498The PNC Financial Services Group, Inc. 108,491 16,165,159Wells Fargo & Company 1,389,735 41,942,202

98,574,143Capital markets – 5.3%Franklin Resources, Inc. 191,905 4,795,706Morgan Stanley 455,147 31,191,224Raymond James Financial, Inc. 93,624 8,957,008State Street Corp. 260,491 18,958,535The Charles Schwab Corp. 113,500 6,020,040The Goldman Sachs Group, Inc. 31,600 8,333,236

78,255,749Diversified financial services – 0.8%Equitable Holdings, Inc. 458,310 11,728,153Insurance – 7.9%American International Group, Inc. 729,514 27,619,400Chubb, Ltd. 218,834 33,682,929Loews Corp. 455,166 20,491,573Marsh & McLennan Companies, Inc. 32,607 3,815,019MetLife, Inc. 618,048 29,017,354Willis Towers Watson PLC 15,575 3,281,341

117,907,616306,465,661

Health care – 12.8%Biotechnology – 2.5%AbbVie, Inc. 248,167 26,591,094Biogen, Inc. (A) 14,900 3,648,414Gilead Sciences, Inc. 109,105 6,356,457

36,595,965Health care equipment and supplies – 3.4%Becton, Dickinson and Company 77,717 19,446,348Medtronic PLC 206,758 24,219,632Zimmer Biomet Holdings, Inc. 46,361 7,143,766

50,809,746Health care providers and services – 3.0%Anthem, Inc. 77,126 24,764,387CVS Health Corp. 280,953 19,189,090

43,953,477Pharmaceuticals – 3.9%GlaxoSmithKline PLC 263,632 4,823,928GlaxoSmithKline PLC, ADR 80,205 2,951,544




COMMON STOCKS (continued)Pharmaceuticals (continued)Johnson & Johnson 130,588 $ 20,551,939Merck & Company, Inc. 78,100 6,388,580Pfizer, Inc. 479,448 17,648,481Sanofi (B) 57,855 5,607,481

57,971,953189,331,141

Industrials – 12.0%Aerospace and defense – 2.7%L3Harris Technologies, Inc. 113,918 21,532,780The Boeing Company 87,512 18,732,819

40,265,599Air freight and logistics – 2.3%United Parcel Service, Inc., Class B 199,615 33,615,166Airlines – 0.3%Alaska Air Group, Inc. 94,024 4,889,248Building products – 0.4%Johnson Controls International PLC 141,794 6,606,182Commercial services and supplies – 0.8%Stericycle, Inc. (A) 163,736 11,351,817Electrical equipment – 0.3%Emerson Electric Company 57,090 4,588,323Industrial conglomerates – 2.6%General Electric Company 3,627,786 39,180,089Machinery – 1.8%Caterpillar, Inc. 48,300 8,791,566Cummins, Inc. 8,900 2,021,190Flowserve Corp. 33,687 1,241,366PACCAR, Inc. 64,335 5,550,824Snap-on, Inc. 52,654 9,011,206

26,616,152Professional services – 0.8%Nielsen Holdings PLC 543,505 11,342,949

178,455,525Information technology – 9.5%Communications equipment – 1.6%Cisco Systems, Inc. 530,576 23,743,276Electronic equipment, instruments and components – 0.3%TE Connectivity, Ltd. 34,700 4,201,129Semiconductors and semiconductor equipment – 5.9%Applied Materials, Inc. 231,991 20,020,823NXP Semiconductors NV 35,042 5,572,028QUALCOMM, Inc. 300,770 45,819,304Texas Instruments, Inc. 96,731 15,876,459

87,288,614Software – 1.7%Citrix Systems, Inc. 40,300 5,243,030Microsoft Corp. 88,904 19,774,028

25,017,058140,250,077

Materials – 6.2%Chemicals – 4.5%Akzo Nobel NV 30,933 3,320,181CF Industries Holdings, Inc. 609,678 23,600,635DuPont de Nemours, Inc. 513,896 36,543,145PPG Industries, Inc. 24,107 3,476,712

66,940,673Containers and packaging – 1.7%International Paper Company 502,053 24,962,075

91,902,748


COMMON STOCKS (continued)Real estate – 4.5%Equity real estate investment trusts – 4.5%Equity Residential 275,334 $ 16,321,800Rayonier, Inc. 420,567 12,356,258SL Green Realty Corp. 106,757 6,360,582Welltower, Inc. 50,800 3,282,696Weyerhaeuser Company 837,334 28,075,809

66,397,145Utilities – 7.5%Electric utilities – 4.5%Duke Energy Corp. 23,000 2,105,880Edison International 231,139 14,520,152NextEra Energy, Inc. 136,371 10,521,023The Southern Company 651,126 39,998,670

67,145,725Multi-utilities – 3.0%Ameren Corp. 109,400 8,539,764NiSource, Inc. 1,044,397 23,958,467Sempra Energy 93,667 11,934,112

44,432,343111,578,068

TOTAL COMMON STOCKS (Cost $1,162,670,610) $ 1,430,176,323

PREFERRED SECURITIES – 2.0%Health care – 0.5%Health care equipment and supplies – 0.5%Becton, Dickinson and Company,

6.000% (B) 118,222 6,517,579Utilities – 1.5%Electric utilities – 0.8%NextEra Energy, Inc., 5.279% 102,055 5,188,476The Southern Company, 6.750% 134,102 6,959,894

12,148,370Multi-utilities – 0.7%Sempra Energy, 6.000% 77,626 7,743,970Sempra Energy, 6.750% (B) 24,765 2,568,873

10,312,84322,461,213


CONVERTIBLE BONDS - 0.2%Financials - 0.2%AXA SA

7.250%, 05/15/2021 (C) $ 3,124,000 3,559,408TOTAL CONVERTIBLE BONDS (Cost $3,124,000) $ 3,559,408

WARRANTS – 0.0%Occidental Petroleum Corp. (Expiration

Date: 8-3-27; Strike Price: $22.00) (A) 33,525 228,305TOTAL WARRANTS (Cost $189,420) $ 228,305


0.1386% (D)(E) 926,207 9,267,717




SHORT-TERM INVESTMENTS (continued)Short-term funds (continued)State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (D) 4,276,962 $ 4,276,962

T. Rowe Price Government Reserve Fund,0.0753% (D) 15,774,236 15,774,236

TOTAL SHORT-TERM INVESTMENTS (Cost $29,319,377) $ 29,318,915Total Investments (Equity Income Trust)






Financial Industries TrustShares orPrincipalAmount Value

COMMON STOCKS – 97.7%Financials – 78.2%Banks – 36.1%1st Source Corp. 18,180 $ 732,654Altabancorp 1,939 54,137American Business Bank (A) 20,276 645,385American River Bankshares 16,289 214,200Ameris Bancorp 30,563 1,163,533Atlantic Union Bankshares Corp. 48,295 1,590,837Bank of America Corp. 131,815 3,995,313Bank of Commerce Holdings 2,856 28,274Bank of Marin Bancorp 19,423 666,986BayCom Corp. (A) 24,336 369,177Business First Bancshares, Inc. 11,516 234,466California Bancorp, Inc. (A) 19,688 306,345Cambridge Bancorp 10,262 715,775Central Valley Community Bancorp 13,441 200,136Citigroup, Inc. 43,294 2,669,508Citizens Financial Group, Inc. 67,952 2,429,964Close Brothers Group PLC 79,824 1,505,401Coastal Financial Corp. (A) 23,424 491,904Danske Bank A/S (A) 80,275 1,326,738Evans Bancorp, Inc. 14,397 396,493First Merchants Corp. 35,039 1,310,809German American Bancorp, Inc. 13,939 461,242Glacier Bancorp, Inc. 18,329 843,317HBT Financial, Inc. 28,559 432,669Heritage Commerce Corp. 39,215 347,837Heritage Financial Corp. 17,558 410,682Huntington Bancshares, Inc. 144,454 1,824,454JPMorgan Chase & Co. 33,554 4,263,707Level One Bancorp, Inc. 13,442 271,932Live Oak Bancshares, Inc. 21,461 1,018,539Metrocity Bankshares, Inc. 13,282 191,526Nicolet Bankshares, Inc. (A) 12,960 859,896Pacific Premier Bancorp, Inc. 21,720 680,488

Financial Industries Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Banks (continued)Pinnacle Financial Partners, Inc. 25,345 $ 1,632,218Skandinaviska Enskilda Banken AB, A

Shares (A) 64,324 662,375Southern First Bancshares, Inc. (A) 10,596 374,569Stock Yards Bancorp, Inc. 32,644 1,321,429SVB Financial Group (A) 8,617 3,341,931The First Bancshares, Inc. 15,628 482,593TriCo Bancshares 44,840 1,581,955U.S. Bancorp 36,140 1,683,763Western Alliance Bancorp 39,539 2,370,363Zions Bancorp NA 39,573 1,719,051

47,824,571Capital markets – 15.1%3i Group PLC 227,439 3,597,385Ares Management Corp., Class A 65,415 3,077,776BlackRock, Inc. 4,123 2,974,909Brookfield Asset Management, Inc.,

Class A 60,009 2,476,571KKR & Company, Inc. 72,463 2,934,027StepStone Group, Inc., Class A (A)(B) 4,804 191,199The Blackstone Group, Inc., Class A 41,302 2,676,783Tradeweb Markets, Inc., Class A 33,451 2,089,015

20,017,665Consumer finance – 4.6%American Express Company 28,705 3,470,722Discover Financial Services 29,444 2,665,565

6,136,287Diversified financial services – 5.3%Equitable Holdings, Inc. 80,528 2,060,712Eurazeo SE (A) 3,871 263,033Onex Corp. 33,111 1,900,455Voya Financial, Inc. 47,391 2,787,065

7,011,265Insurance – 16.3%Aon PLC, Class A 10,255 2,166,574Arch Capital Group, Ltd. (A) 27,864 1,005,054Arthur J. Gallagher & Company 27,707 3,427,633Assured Guaranty, Ltd. 17,949 565,214Kinsale Capital Group, Inc. 13,154 2,632,510Palomar Holdings, Inc. (A) 27,996 2,487,165RenaissanceRe Holdings, Ltd. 11,840 1,963,309The Hanover Insurance Group, Inc. 16,956 1,982,496The Hartford Financial Services

Group, Inc. 60,276 2,952,318Trean Insurance Group, Inc. (A) 71,068 930,991Willis Towers Watson PLC 6,627 1,396,176

21,509,440Thrifts and mortgage finance – 0.8%OP Bancorp 33,503 257,973Premier Financial Corp. 33,252 764,796

1,022,769103,521,997

Industrials – 1.5%Professional services – 1.5%Verisk Analytics, Inc. 9,439 1,959,442Information technology – 10.8%IT services – 10.8%Adyen NV (A)(C) 1,101 2,558,218EVERTEC, Inc. 31,679 1,245,618Fidelity National Information Services, Inc. 9,383 1,327,319Fiserv, Inc. (A) 14,353 1,634,233FleetCor Technologies, Inc. (A) 3,533 963,908



Financial Industries Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)IT services (continued)Global Payments, Inc. 8,287 $ 1,785,186Visa, Inc., Class A 22,001 4,812,280

14,326,762Real estate – 7.2%Equity real estate investment trusts – 6.4%Lexington Realty Trust 102,992 1,093,775Monmouth Real Estate Investment Corp. 51,323 888,914Nippon Prologis REIT, Inc. 414 1,293,359Plymouth Industrial REIT, Inc. 18,206 273,090Prologis, Inc. 33,340 3,322,664Rexford Industrial Realty, Inc. 31,617 1,552,711

8,424,513Real estate management and development – 0.8%VGP NV 6,760 1,013,036



0.1386% (D)(E) 19,141 191,525Repurchase agreement – 2.5%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $3,461,525) $ 3,461,525Total Investments (Financial Industries Trust)

(Cost $105,215,240) – 100.3% $ 132,707,275Other assets and liabilities, net – (0.3%) (366,618)TOTAL NET ASSETS – 100.0% $ 132,340,657

Financial Industries Trust (continued)Security Abbreviations and Legend(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) These securities are exempt from registration under Rule 144A of




DERIVATIVES

FORWARD FOREIGN CURRENCY CONTRACTS

Contract to buy Contract to sell Counterparty (OTC)

Contractualsettlement

dateUnrealized

appreciationUnrealized

depreciation

CAD 210,000 USD 158,266 SSB 1/27/2021 $6,728 —DKK 3,520,000 USD 577,652 GSI 1/27/2021 429 —DKK 1,540,000 USD 243,119 JPM 1/27/2021 9,791 —DKK 7,050,000 USD 1,152,619 MSCS 1/27/2021 5,186 —DKK 900,000 USD 143,688 TD 1/27/2021 4,117 —EUR 210,000 USD 250,268 RBC 1/27/2021 6,418 —EUR 1,060,000 USD 1,252,258 SSB 1/27/2021 43,393 —EUR 370,000 USD 436,335 TD 1/27/2021 15,920 —GBP 170,000 USD 220,811 JPM 1/27/2021 11,706 —GBP 180,000 USD 240,111 MSCS 1/27/2021 6,084 —GBP 200,000 USD 266,083 RBC 1/27/2021 7,467 —HKD 70,000 USD 9,029 GSI 1/27/2021 1 —JPY 7,770,000 USD 73,924 JPM 1/27/2021 1,347 —JPY 6,920,000 USD 66,521 MSCS 1/27/2021 515 —JPY 7,450,000 USD 71,596 TD 1/27/2021 575 —SEK 2,650,000 USD 319,443 JPM 1/27/2021 2,735 —SEK 7,290,000 USD 877,537 MSCS 1/27/2021 8,756 —SEK 1,650,000 USD 191,435 SSB 1/27/2021 9,166 —USD 1,635,252 CAD 2,160,000 CITI 1/27/2021 — $(61,829)USD 153,108 CAD 200,000 JPM 1/27/2021 — (4,029)USD 84,253 CAD 110,000 MSCS 1/27/2021 — (2,173)USD 47,121 CAD 60,000 RBC 1/27/2021 — (20)



Financial Industries Trust (continued)FORWARD FOREIGN CURRENCY CONTRACTS (continued)



dateUnrealized


depreciation

USD 77,218 CAD 100,000 TD 1/27/2021 — $(1,351)USD 3,129,040 DKK 19,650,000 MSCS 1/27/2021 — (98,034)USD 217,855 DKK 1,370,000 TD 1/27/2021 — (7,137)USD 447,539 EUR 380,000 CITI 1/27/2021 — (16,940)USD 4,466,181 EUR 3,770,000 GSI 1/27/2021 — (141,937)USD 248,493 EUR 210,000 JPM 1/27/2021 — (8,193)USD 169,883 EUR 140,000 RBC 1/27/2021 — (1,241)USD 340,905 EUR 280,000 SSB 1/27/2021 — (1,342)USD 582,002 GBP 440,000 CITI 1/27/2021 — (19,808)USD 318,507 GBP 240,000 MSCS 1/27/2021 — (9,753)USD 533,275 GBP 410,000 RBC 1/27/2021 — (27,502)USD 4,200,761 GBP 3,240,000 SSB 1/27/2021 — (230,743)USD 9,029 HKD 70,000 GSI 1/27/2021 — (1)USD 60,255 JPY 6,210,000 RBC 1/27/2021 $97 —USD 1,426,131 JPY 151,010,000 SSB 1/27/2021 — (36,764)USD 136,779 SEK 1,180,000 CITI 1/27/2021 — (6,681)USD 138,432 SEK 1,220,000 MSCS 1/27/2021 — (9,892)USD 191,916 SEK 1,650,000 SSB 1/27/2021 — (8,685)USD 1,482,500 SEK 13,040,000 TD 1/27/2021 — (102,856)

$140,431 $(796,911)

Derivatives Currency AbbreviationsCAD Canadian DollarDKK Danish KroneEUR EuroGBP Pound SterlingHKD Hong Kong DollarJPY Japanese YenSEK Swedish KronaUSD U.S. Dollar

Derivatives AbbreviationsCITI Citibank, N.A.GSI Goldman Sachs InternationalJPM JPMorgan Chase Bank, N.A.MSCS Morgan Stanley Capital Services LLCOTC Over-the-counterRBC Royal Bank of CanadaSSB State Street Bank and Trust CompanyTD The Toronto-Dominion Bank


Fundamental All Cap Core TrustShares orPrincipalAmount Value

COMMON STOCKS – 97.9%Communication services – 16.7%Entertainment – 3.5%Liberty Media Corp.-Liberty Formula One,

Series C (A) 1,506,173 $ 64,162,970Madison Square Garden Entertainment

Corp. (A) 115,626 12,145,35576,308,325

Interactive media and services – 12.5%Alphabet, Inc., Class A (A) 62,670 109,837,949CarGurus, Inc. (A) 1,692,790 53,712,227Facebook, Inc., Class A (A) 401,108 109,566,661

273,116,837Media – 0.7%Liberty Broadband Corp., Series A (A) 104,085 16,401,714

365,826,876

Fundamental All Cap Core Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Consumer discretionary – 19.8%Household durables – 5.1%Lennar Corp., A Shares 1,210,090 $ 92,245,161NVR, Inc. (A) 4,853 19,799,561

112,044,722Internet and direct marketing retail – 7.6%Amazon.com, Inc. (A) 51,157 166,614,766Leisure products – 1.7%Polaris, Inc. 382,933 36,485,856Multiline retail – 1.0%Dollar Tree, Inc. (A) 197,111 21,295,872Specialty retail – 3.3%Dufry AG (A) 520,574 32,793,558




COMMON STOCKS (continued)Specialty retail (continued)Group 1 Automotive, Inc. 297,975 $ 39,076,442

71,870,000Textiles, apparel and luxury goods – 1.1%Salvatore Ferragamo SpA (A) 1,233,578 23,953,254

432,264,470Consumer staples – 8.7%Beverages – 3.1%Anheuser-Busch InBev SA/NV, ADR 399,596 27,935,756Diageo PLC, ADR 123,129 19,554,116Heineken NV 183,126 20,383,671

67,873,543Food and staples retailing – 0.6%US Foods Holding Corp. (A) 382,548 12,742,674Food products – 5.0%Post Holdings, Inc. (A) 745,690 75,322,147The Hain Celestial Group, Inc. (A) 871,001 34,970,690

110,292,837190,909,054

Energy – 4.8%Energy equipment and services – 1.0%Baker Hughes Company 1,049,967 21,891,812Oil, gas and consumable fuels – 3.8%Cheniere Energy, Inc. (A) 829,560 49,798,487Suncor Energy, Inc. 494,084 8,290,730Valero Energy Corp. 458,723 25,949,960

84,039,177105,930,989

Financials – 15.7%Banks – 6.4%Bank of America Corp. 2,174,087 65,896,577First Hawaiian, Inc. 3,120,895 73,590,704

139,487,281Capital markets – 7.2%KKR & Company, Inc. 792,278 32,079,336Morgan Stanley 1,221,346 83,698,841The Goldman Sachs Group, Inc. 157,095 41,427,522

157,205,699Consumer finance – 2.1%American Express Company 255,974 30,949,816Synchrony Financial 431,004 14,960,149

45,909,965342,602,945

Health care – 4.9%Biotechnology – 1.7%Alnylam Pharmaceuticals, Inc. (A) 151,420 19,680,057Moderna, Inc. (A) 165,932 17,334,916

37,014,973Health care equipment and supplies – 1.5%Hologic, Inc. (A) 452,540 32,958,488Health care providers and services – 1.1%Anthem, Inc. 73,473 23,591,446Health care technology – 0.6%Change Healthcare, Inc. (A) 729,988 13,614,276

107,179,183Industrials – 9.0%Electrical equipment – 1.8%Regal Beloit Corp. 172,942 21,239,007


COMMON STOCKS (continued)Electrical equipment (continued)Sensata Technologies Holding PLC (A) 335,958 $ 17,718,425

38,957,432Industrial conglomerates – 2.1%Roper Technologies, Inc. 104,265 44,947,599Machinery – 1.5%Parker-Hannifin Corp. 121,103 32,989,668Professional services – 2.2%IHS Markit, Ltd. 535,450 48,099,474Trading companies and distributors – 1.4%United Rentals, Inc. (A) 135,670 31,463,230

196,457,403Information technology – 14.6%Semiconductors and semiconductor equipment – 2.7%Analog Devices, Inc. 95,520 14,111,170NVIDIA Corp. 88,278 46,098,772

60,209,942Software – 6.4%Microsoft Corp. 170,878 38,006,685salesforce.com, Inc. (A) 220,484 49,064,305Workday, Inc., Class A (A) 224,681 53,835,814

140,906,804Technology hardware, storage and peripherals – 5.5%Apple, Inc. 661,524 87,777,620Samsung Electronics Company, Ltd. 422,538 31,553,223

119,330,843320,447,589

Real estate – 3.7%Equity real estate investment trusts – 3.2%American Tower Corp. 218,506 49,045,857Crown Castle International Corp. 131,684 20,962,776

70,008,633Real estate management and development – 0.5%Five Point Holdings LLC, Class A (A) 1,913,023 10,445,106


SHORT-TERM INVESTMENTS – 2.4%Repurchase agreement – 2.4%Barclays Tri-Party Repurchase Agreement

dated 12-31-20 at 0.050% to berepurchased at $34,087,189 on 1-4-21,collateralized by $33,944,500U.S. Treasury Notes, 1.750% due6-30-22 (valued at $34,768,978) $ 34,087,000 34,087,000

Repurchase Agreement with State StreetCorp. dated 12-31-20 at 0.000% to berepurchased at $18,762,000 on 1-4-21,collateralized by $19,159,600U.S. Treasury Bills, 0.000% due12-30-21 (valued at $19,137,317) 18,762,000 18,762,000

TOTAL SHORT-TERM INVESTMENTS (Cost $52,849,000) $ 52,849,000Total Investments (Fundamental All Cap Core Trust)


Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.



Fundamental Large Cap Value TrustShares orPrincipalAmount Value

COMMON STOCKS – 97.7%Communication services – 9.7%Entertainment – 1.7%Liberty Media Corp.-Liberty Formula One,

Series C (A) 268,767 $ 11,449,474Interactive media and services – 2.1%Alphabet, Inc., Class A (A) 8,201 14,373,401Media – 5.9%Comcast Corp., Class A 518,912 27,190,988Fox Corp., Class A 82,058 2,389,529Fox Corp., Class B 353,979 10,222,914

39,803,43165,626,306

Consumer discretionary – 8.7%Hotels, restaurants and leisure – 1.1%Sodexo SA 82,436 6,971,917Household durables – 2.9%Lennar Corp., A Shares 258,815 19,729,467Internet and direct marketing retail – 2.3%eBay, Inc. 312,304 15,693,276Multiline retail – 0.9%Dollar Tree, Inc. (A) 54,570 5,895,743Specialty retail – 1.5%Group 1 Automotive, Inc. 78,702 10,320,980

58,611,383Consumer staples – 8.8%Beverages – 3.9%Anheuser-Busch InBev SA/NV, ADR 216,761 15,153,762Heineken Holding NV 122,566 11,500,649

26,654,411Food and staples retailing – 1.0%Walmart, Inc. 46,091 6,644,018Food products – 3.9%Danone SA 146,444 9,636,915Post Holdings, Inc. (A) 165,539 16,721,094

26,358,00959,656,438

Energy – 9.9%Energy equipment and services – 1.6%Baker Hughes Company 151,433 3,157,378ChampionX Corp. (A) 502,733 7,691,815

10,849,193Oil, gas and consumable fuels – 8.3%Cheniere Energy, Inc. (A) 337,307 20,248,539Chevron Corp. 144,281 12,184,530Kinder Morgan, Inc. 441,084 6,029,618Suncor Energy, Inc. 528,950 8,875,781Valero Energy Corp. 149,103 8,434,757

55,773,22566,622,418

Financials – 24.9%Banks – 11.0%Bank of America Corp. 579,020 17,550,096Citigroup, Inc. 355,634 21,928,392JPMorgan Chase & Co. 166,908 21,209,000Wells Fargo & Company 452,544 13,657,778

74,345,266Capital markets – 7.4%KKR & Company, Inc. 309,381 12,526,837Morgan Stanley 212,626 14,571,260Nasdaq, Inc. 75,262 9,990,278

Fundamental Large Cap Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Capital markets (continued)The Goldman Sachs Group, Inc. 49,965 $ 13,176,270

50,264,645Consumer finance – 2.9%American Express Company 161,212 19,492,143Diversified financial services – 3.6%Berkshire Hathaway, Inc., Class B (A) 103,569 24,014,544

168,116,598Health care – 12.0%Biotechnology – 2.1%Alexion Pharmaceuticals, Inc. (A) 61,012 9,532,515Gilead Sciences, Inc. 79,905 4,655,265

14,187,780Health care equipment and supplies – 3.1%Danaher Corp. 56,725 12,600,892Hologic, Inc. (A) 110,861 8,074,007

20,674,899Health care providers and services – 5.1%Anthem, Inc. 36,193 11,621,210HCA Healthcare, Inc. 44,131 7,257,784UnitedHealth Group, Inc. 44,788 15,706,256

34,585,250Pharmaceuticals – 1.7%Merck & Company, Inc. 143,023 11,699,281

81,147,210Industrials – 12.6%Aerospace and defense – 5.0%General Dynamics Corp. 86,387 12,856,113L3Harris Technologies, Inc. 36,642 6,926,071Raytheon Technologies Corp. 194,519 13,910,054

33,692,238Electrical equipment – 0.8%Sensata Technologies Holding PLC (A) 105,146 5,545,400Industrial conglomerates – 1.0%Roper Technologies, Inc. 15,670 6,755,180Machinery – 2.6%Parker-Hannifin Corp. 65,617 17,874,727Road and rail – 0.8%Union Pacific Corp. 25,271 5,261,928Trading companies and distributors – 2.4%United Rentals, Inc. (A) 69,814 16,190,565

85,320,038Information technology – 9.2%Electronic equipment, instruments and components – 0.7%Vontier Corp. (A) 144,263 4,818,384IT services – 1.8%Cognizant Technology Solutions Corp.,

Class A 146,528 12,007,970Software – 4.9%Microsoft Corp. 87,443 19,449,072Oracle Corp. 212,159 13,724,566

33,173,638Technology hardware, storage and peripherals – 1.8%Samsung Electronics Company, Ltd. 158,181 11,812,240

61,812,232Materials – 1.0%Chemicals – 1.0%LyondellBasell Industries NV, Class A 69,770 6,395,118Real estate – 0.9%



Fundamental Large Cap Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Equity real estate investment trusts – 0.9%American Tower Corp. 26,049 $ 5,846,959TOTAL COMMON STOCKS (Cost $501,428,276) $ 659,154,700

SHORT-TERM INVESTMENTS – 2.7%Repurchase agreement – 2.7%Barclays Tri-Party Repurchase Agreement

dated 12-31-20 at 0.050% to berepurchased at $11,637,065 on 1-4-21,collateralized by $11,525,100U.S. Treasury Notes, 1.625% due11-15-22 (valued at $11,869,872) $ 11,637,000 11,637,000

Repurchase Agreement with State StreetCorp. dated 12-31-20 at 0.000% to berepurchased at $6,404,000 on 1-4-21,collateralized by $6,539,700U.S. Treasury Bills, 0.000% due12-30-21 (valued at $6,532,094) 6,404,000 6,404,000

TOTAL SHORT-TERM INVESTMENTS (Cost $18,041,000) $ 18,041,000Total Investments (Fundamental Large Cap Value Trust)


Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.

Global TrustShares orPrincipalAmount Value

COMMON STOCKS - 96.1%France - 10.3%Capgemini SE 44,792 $ 6,967,460Cie Generale des Etablissements

Michelin SCA 76,616 9,864,774Danone SA 140,402 9,239,261Sanofi 52,394 5,078,154TOTAL SE 76,215 3,289,590

34,439,239Ireland - 3.6%Accenture PLC, Class A 10,123 2,644,229CRH PLC 225,260 9,579,480

12,223,709Japan - 2.6%FANUC Corp. 18,871 4,658,290Mitsubishi Estate Company, Ltd. 252,369 4,056,287

8,714,577Netherlands - 10.8%Akzo Nobel NV 48,540 5,209,990Heineken NV 76,989 8,569,564Koninklijke Ahold Delhaize NV 383,645 10,823,072Koninklijke Philips NV (A) 126,373 6,807,362Wolters Kluwer NV 57,207 4,821,119

36,231,107Switzerland - 6.2%Chubb, Ltd. 31,877 4,906,508Novartis AG 99,151 9,335,855Roche Holding AG 19,259 6,707,882

20,950,245United Kingdom - 11.3%Amcor PLC, CHESS Depositary Interest 561,293 6,665,484

Global Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)United Kingdom (continued)Associated British Foods PLC (A) 189,888 $ 5,862,744Direct Line Insurance Group PLC 811,077 3,547,420Ferguson PLC 37,331 4,535,739Tesco PLC 2,101,394 6,631,521Unilever PLC 176,194 10,668,673

37,911,581United States - 51.3%Alphabet, Inc., Class A (A) 8,463 14,832,588Apple, Inc. 101,343 13,447,203Applied Materials, Inc. 63,378 5,469,521Arthur J. Gallagher & Company 52,022 6,435,642AutoZone, Inc. (A) 7,954 9,428,990Colgate-Palmolive Company 29,371 2,511,514Comcast Corp., Class A 189,479 9,928,700Electronic Arts, Inc. 28,490 4,091,164F5 Networks, Inc. (A) 14,321 2,519,637Fortune Brands Home & Security, Inc. 43,362 3,716,991Intel Corp. 80,302 4,000,646Johnson & Johnson 74,470 11,720,089Johnson Controls International PLC 77,055 3,589,992JPMorgan Chase & Co. 36,712 4,664,994Kimberly-Clark Corp. 21,473 2,895,205Merck & Company, Inc. 85,966 7,032,019Microsoft Corp. 66,369 14,761,793Northrop Grumman Corp. 18,476 5,630,007Oracle Corp. 167,162 10,813,710Otis Worldwide Corp. 37,381 2,525,087Philip Morris International, Inc. 84,590 7,003,206Stanley Black & Decker, Inc. 15,134 2,702,327Starbucks Corp. 37,480 4,009,610The Home Depot, Inc. 16,695 4,434,526Verizon Communications, Inc. 191,778 11,266,958Waste Management, Inc. 27,595 3,254,278


PREFERRED SECURITIES - 3.6%South Korea - 3.6%Samsung Electronics Company, Ltd. 179,970 12,208,618TOTAL PREFERRED SECURITIES (Cost $7,074,746) $ 12,208,618

ESCROW CERTIFICATES - 0.0%Texas Competitive Electric Holdings

Company LLC11.500%, 10/01/2020 (A)(B) $ 7,466,240 11,199

TOTAL ESCROW CERTIFICATES (Cost $0) $ 11,199

SHORT-TERM INVESTMENTS - 0.6%Short-term funds - 0.6%Federated Government Obligations Fund,

Institutional Class, 0.0100% (C) 2,029,576 2,029,576TOTAL SHORT-TERM INVESTMENTS (Cost $2,029,576) $ 2,029,576Total Investments (Global Trust)


Security Abbreviations and Legend(A) Non-income producing security.(B) Security is valued using significant unobservable inputs and is


(C) The rate shown is the annualized seven-day yield as of 12-31-20.



Global Trust (continued)DERIVATIVES

FORWARD FOREIGN CURRENCY CONTRACTS



dateUnrealized


depreciation

USD 9,774,973 EUR 8,101,171 SSB 1/27/2021 — $(127,175)USD 11,412,415 EUR 9,633,038 TD 1/27/2021 — (362,151)

— $(489,326)

Derivatives Currency AbbreviationsEUR EuroUSD U.S. Dollar

Derivatives AbbreviationsOTC Over-the-counterSSB State Street Bank and Trust CompanyTD The Toronto-Dominion Bank


Health Sciences TrustShares orPrincipalAmount Value

COMMON STOCKS – 98.4%Consumer discretionary – 0.1%Specialty retail – 0.1%JAND, Inc., Class A (A)(B)(C) 14,867 $ 384,758Financials – 0.3%Capital markets – 0.3%BCLS Acquisition Corp., Class A (C) 12,029 132,620CM Life Sciences, Inc. (C) 14,588 169,221Eucrates Biomedical Acquisition Corp. (C) 11,914 123,429Health Sciences Acquisitions Corp. 2 (C) 13,354 171,065Helix Acquisition Corp., Class A (C) 12,247 132,635Therapeutics Acquisition Corp.,

Class A (C) 14,551 202,986931,956

Health care – 97.9%Biotechnology – 36.4%4D Molecular Therapeutics, Inc. (C) 8,184 339,227AbbVie, Inc. 52,794 5,656,877Abcam PLC 38,266 806,564ACADIA Pharmaceuticals, Inc. (C) 38,308 2,047,946Acceleron Pharma, Inc. (C) 28,207 3,608,804Acerta Pharma BV, Class B (A)(B)(C) 4,276,305 523,420ADC Therapeutics SA (C) 13,326 426,565Adverum Biotechnologies, Inc. (C) 14,506 157,245Agios Pharmaceuticals, Inc. (C) 9,437 408,905Akero Therapeutics, Inc. (C) 4,936 127,349Akouos, Inc. (C) 8,414 166,850Alector, Inc. (C) 16,204 245,167Alexion Pharmaceuticals, Inc. (C) 6,596 1,030,559Alkermes PLC (C) 3,287 65,576Allogene Therapeutics, Inc. (C) 19,856 501,165Alnylam Pharmaceuticals, Inc. (C) 18,674 2,427,060Amarin Corp. PLC, ADR (C) 28,714 140,411Amgen, Inc. 17,508 4,025,439Annexon, Inc. (C) 8,751 219,038Apellis Pharmaceuticals, Inc. (C) 18,572 1,062,318Arcturus Therapeutics Holdings, Inc. (C) 9,549 414,236Ardelyx, Inc. (C) 22,814 147,607Argenx SE, ADR (C) 14,188 4,172,549Ascendis Pharma A/S, ADR (C) 17,096 2,851,271Avidity Biosciences, Inc. (C) 4,804 122,598BeiGene, Ltd., ADR (C) 7,365 1,903,042Biogen, Inc. (C) 12,285 3,008,105

Health Sciences Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Biotechnology (continued)BioMarin Pharmaceutical, Inc. (C) 8,774 $ 769,392BioNTech SE, ADR (C) 22,542 1,837,624Bluebird Bio, Inc. (C) 5,504 238,158Blueprint Medicines Corp. (C) 11,214 1,257,650Burning Rock Biotech, Ltd., ADR (C) 12,445 287,480C4 Therapeutics, Inc. (C) 16,356 541,874Cardiff Oncology, Inc. (C) 8,574 154,246Celldex Therapeutics, Inc. (C) 6,300 110,376Cerevel Therapeutics Holdings, Inc. (C) 11,246 186,459Constellation Pharmaceuticals, Inc. (C) 5,100 146,880CRISPR Therapeutics AG (C) 7,552 1,156,287CureVac NV (C) 7,477 606,160Deciphera Pharmaceuticals, Inc. (C) 5,618 320,619Denali Therapeutics, Inc. (C) 34,130 2,858,729Dicerna Pharmaceuticals, Inc. (C) 14,778 325,559Dyne Therapeutics, Inc. (C) 7,650 160,650Enanta Pharmaceuticals, Inc. (C) 5,254 221,193Epizyme, Inc. (C) 9,713 105,483Exact Sciences Corp. (C) 25,393 3,364,319Exelixis, Inc. (C) 99,496 1,996,885Fate Therapeutics, Inc. (C) 22,603 2,055,291FibroGen, Inc. (C) 23,547 873,358Five Prime Therapeutics, Inc. (C) 12,600 214,326G1 Therapeutics, Inc. (C) 2,707 48,699Generation Bio Company (C) 19,716 558,949Genmab A/S (C) 2,464 999,137Global Blood Therapeutics, Inc. (C) 10,432 451,810Homology Medicines, Inc. (C) 6,272 70,811Ideaya Biosciences, Inc. (C) 6,100 85,400IGM Biosciences, Inc. (C) 4,882 431,032Immunic, Inc. (C) 6,508 99,507Immunovant, Inc. (C) 4,517 208,640Incyte Corp. (C) 48,961 4,258,628Insmed, Inc. (C) 33,464 1,114,017Intellia Therapeutics, Inc. (C) 10,092 549,005Invitae Corp. (C) 15,000 627,150Ionis Pharmaceuticals, Inc. (C) 32,170 1,818,892Iovance Biotherapeutics, Inc. (C) 47,436 2,201,030IVERIC bio, Inc. (C) 37,581 259,685Karuna Therapeutics, Inc. (C) 7,747 787,018Karyopharm Therapeutics, Inc. (C) 8,871 137,323Kodiak Sciences, Inc. (C) 21,443 3,150,191




COMMON STOCKS (continued)Biotechnology (continued)Kronos Bio, Inc. (C) 7,495 $ 223,876Kymera Therapeutics, Inc. (C) 6,331 392,522Legend Biotech Corp., ADR (C) 3,497 98,476Madrigal Pharmaceuticals, Inc. (C) 1,400 155,638MeiraGTx Holdings PLC (C) 10,086 152,702Mersana Therapeutics, Inc. (C) 22,688 603,728Mirati Therapeutics, Inc. (C) 9,293 2,041,115Moderna, Inc. (C) 18,896 1,974,065MorphoSys AG (C) 4,770 557,706Neurocrine Biosciences, Inc. (C) 20,015 1,918,438Nkarta, Inc. (C) 5,244 322,349Novavax, Inc. (C) 4,846 540,377Nurix Therapeutics, Inc. (C) 11,040 362,995Prelude Therapeutics, Inc. (C) 6,216 444,755Progenics Pharmaceuticals, Inc. (B)(C) 21,900 986Protagonist Therapeutics, Inc. (C) 12,266 247,283Protara Therapeutics, Inc. (C) 6,963 168,574PTC Therapeutics, Inc. (C) 9,074 553,786Radius Health, Inc. (C) 4,391 78,423RAPT Therapeutics, Inc. (C) 12,795 252,701Regeneron Pharmaceuticals, Inc. (C) 9,456 4,568,288REGENXBIO, Inc. (C) 4,700 213,192Relay Therapeutics, Inc. (C) 5,385 223,801Replimune Group, Inc. (C) 16,481 628,750Rocket Pharmaceuticals, Inc. (C) 21,741 1,192,276Sage Therapeutics, Inc. (C) 14,312 1,238,131Sarepta Therapeutics, Inc. (C) 9,168 1,563,052Scholar Rock Holding Corp. (C) 13,162 638,752Seagen, Inc. (C) 22,743 3,983,209Seres Therapeutics, Inc. (C) 9,002 220,549SpringWorks Therapeutics, Inc. (C) 5,481 397,482Stoke Therapeutics, Inc. (C) 7,927 490,919Syndax Pharmaceuticals, Inc. (C) 2,500 55,600TG Therapeutics, Inc. (C) 5,171 268,995Translate Bio, Inc. (C) 16,693 307,652Turning Point Therapeutics, Inc. (C) 8,840 1,077,154Twist Bioscience Corp. (C) 8,438 1,192,205Ultragenyx Pharmaceutical, Inc. (C) 25,313 3,504,079UniQure NV (C) 10,600 382,978United Therapeutics Corp. (C) 2,700 409,833Vaxart, Inc. (C) 18,600 106,206Vertex Pharmaceuticals, Inc. (C) 35,646 8,424,576Xencor, Inc. (C) 19,055 831,370Zai Lab, Ltd., ADR (C) 5,409 732,054Zeneca, Inc. (B)(C) 13,151 8,088Zentalis Pharmaceuticals, Inc. (C) 5,348 277,775Zymeworks, Inc. (C) 6,823 322,455

118,601,731Health care equipment and supplies – 21.1%Alcon, Inc. (C) 12,946 859,564Alphatec Holdings, Inc. (C) 18,288 265,542AtriCure, Inc. (C) 8,662 482,214Becton, Dickinson and Company 24,328 6,087,352Danaher Corp. 38,972 8,657,240DexCom, Inc. (C) 6,873 2,541,086DiaSorin SpA 4,447 928,492Envista Holdings Corp. (C) 53,904 1,818,182GenMark Diagnostics, Inc. (C) 27,332 399,047Hologic, Inc. (C) 54,712 3,984,675ICU Medical, Inc. (C) 3,225 691,730Inari Medical, Inc. (C) 3,430 299,405Insulet Corp. (C) 6,700 1,712,721Intuitive Surgical, Inc. (C) 14,682 12,011,344iRhythm Technologies, Inc. (C) 6,982 1,656,200Lantheus Holdings, Inc. (C) 29,133 393,004


COMMON STOCKS (continued)Health care equipment and supplies (continued)Nevro Corp. (C) 10,540 $ 1,824,474Novocure, Ltd. (C) 8,076 1,397,471Outset Medical, Inc. (C) 18,326 1,041,650Penumbra, Inc. (C) 10,676 1,868,300Pulmonx Corp. (C) 3,467 239,292Quidel Corp. (C) 9,984 1,793,626Shockwave Medical, Inc. (C) 8,231 853,719Stryker Corp. 32,419 7,943,952Tandem Diabetes Care, Inc. (C) 8,900 851,552Teleflex, Inc. 5,980 2,461,189The Cooper Companies, Inc. 4,458 1,619,681West Pharmaceutical Services, Inc. 10,461 2,963,706Zimmer Biomet Holdings, Inc. 6,050 932,245

68,578,655Health care providers and services – 16.0%Amedisys, Inc. (C) 3,907 1,146,040Anthem, Inc. 15,795 5,071,617Centene Corp. (C) 87,315 5,241,519Cigna Corp. 28,090 5,847,776Guardant Health, Inc. (C) 10,294 1,326,691HCA Healthcare, Inc. 25,371 4,172,515Humana, Inc. 14,957 6,136,408Molina Healthcare, Inc. (C) 12,338 2,624,046Oak Street Health, Inc. (C) 4,998 305,678Option Care Health, Inc. (C) 21,167 331,052The Pennant Group, Inc. (C) 10,535 611,662UnitedHealth Group, Inc. 54,936 19,264,949

52,079,953Health care technology – 1.5%Accolade, Inc. (C) 4,270 185,745Certara, Inc. (C) 10,869 366,503Multiplan Corp. (C) 32,800 262,072Phreesia, Inc. (C) 12,066 654,701Schrodinger, Inc. (C) 4,954 392,258Teladoc Health, Inc. (C) 3,864 772,645Veeva Systems, Inc., Class A (C) 7,778 2,117,561

4,751,485Life sciences tools and services – 9.9%10X Genomics, Inc., Class A (C) 7,961 1,127,278Adaptive Biotechnologies Corp. (C) 12,472 737,469Agilent Technologies, Inc. 42,444 5,029,190Avantor, Inc. (C) 67,842 1,909,752Berkeley Lights, Inc. (C) 5,231 467,704Bio-Techne Corp. 2,500 793,875Bruker Corp. 35,931 1,944,945Codexis, Inc. (C) 10,735 234,345Evotec SE (C) 21,866 807,990Lonza Group AG 1,486 957,231Mettler-Toledo International, Inc. (C) 999 1,138,540Pacific Biosciences of California, Inc. (C) 51,594 1,338,348PPD, Inc. (C) 13,858 474,221PRA Health Sciences, Inc. (C) 7,908 991,980Quanterix Corp. (C) 15,636 727,074Repligen Corp. (C) 1,226 234,938Seer, Inc. (C) 5,198 291,816Thermo Fisher Scientific, Inc. 26,427 12,309,168Wuxi Biologics Cayman, Inc. (C)(D) 64,500 855,356

32,371,220Pharmaceuticals – 13.0%Arvinas, Inc. (C) 11,423 970,155Astellas Pharma, Inc. 53,700 831,478AstraZeneca PLC, ADR 95,860 4,792,041Atea Pharmaceuticals, Inc. (C) 3,959 165,407Athira Pharma, Inc. (C) 11,226 384,491




COMMON STOCKS (continued)Pharmaceuticals (continued)Axsome Therapeutics, Inc. (C) 7,621 $ 620,883BioAtla, Inc. (C) 6,118 208,073Cara Therapeutics, Inc. (C) 14,333 216,858Catalent, Inc. (C) 14,481 1,507,038Chugai Pharmaceutical Company, Ltd. 17,500 933,715Daiichi Sankyo Company, Ltd. 56,200 1,925,984Eisai Company, Ltd. 9,300 665,072Elanco Animal Health, Inc. (C) 24,808 760,861Eli Lilly & Company 51,637 8,718,391GW Pharmaceuticals PLC, ADR (C) 3,877 447,445Ipsen SA 4,248 351,259Kinnate Biopharma, Inc. (C) 9,888 393,345Merck & Company, Inc. 112,876 9,233,257Merck KGaA 10,442 1,790,952Milestone Pharmaceuticals, Inc. (C) 6,904 46,257Reata Pharmaceuticals, Inc., Class A (C) 3,824 472,723Roche Holding AG 10,189 3,548,813Royalty Pharma PLC, Class A 37,249 1,864,312Sanofi 16,005 1,551,253WaVe Life Sciences, Ltd. (C) 13,514 106,355

42,506,418318,889,462

Information technology – 0.1%Electronic equipment, instruments and components – 0.1%908 Devices, Inc. (C) 3,759 214,075TOTAL COMMON STOCKS (Cost $206,072,180) $ 320,420,251

PREFERRED SECURITIES – 1.1%Consumer discretionary – 0.3%Specialty retail – 0.3%JAND, Inc., Series D (A)(B)(C) 33,198 859,164Health care – 0.5%Health care equipment and supplies – 0.5%Sartorius AG 4,254 1,791,697Information technology – 0.3%Software – 0.3%Doximity, Inc. (A)(B)(C) 31,611 862,348TOTAL PREFERRED SECURITIES (Cost $1,168,265) $ 3,513,209

RIGHTS – 0.0%Bristol-Myers Squibb Company

(Expiration Date: 3-31-21) (C)(E) 98,196 67,765TOTAL RIGHTS (Cost $263,381) $ 67,765

WARRANTS – 0.0%Cerevel Therapeutics Holdings, Inc.

(Expiration Date: 10-27-25; Strike Price:$11.50) (C) 3,748 21,176

TOTAL WARRANTS (Cost $7,214) $ 21,176

SHORT-TERM INVESTMENTS – 0.4%Short-term funds – 0.4%State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (F) 615,266 615,266

T. Rowe Price Government Reserve Fund,0.0753% (F) 793,778 793,778

TOTAL SHORT-TERM INVESTMENTS (Cost $1,409,044) $ 1,409,044Total Investments (Health Sciences Trust)

(Cost $208,920,084) – 99.9% $ 325,431,445Other assets and liabilities, net – 0.1% 165,249TOTAL NET ASSETS – 100.0% $ 325,596,694

Health Sciences Trust (continued)Security Abbreviations and LegendADR American Depositary Receipt(A) Restricted security as to resale, excluding 144A securities. For more

information on this security refer to the Notes to financialstatements.

(B) Security is valued using significant unobservable inputs and isclassified as Level 3 in the fair value hierarchy. Refer to Note 2 tothe financial statements.

(C) Non-income producing security.(D) These securities are exempt from registration under Rule 144A of


(E) Strike price and/or expiration date not available.(F) The rate shown is the annualized seven-day yield as of 12-31-20.

International Equity Index TrustShares orPrincipalAmount Value

COMMON STOCKS - 97.2%Argentina - 0.0%Globant SA (A) 1,200 $ 261,132YPF SA, ADR (A) 6,300 29,610

290,742Australia - 4.6%Afterpay, Ltd. (A) 7,435 675,884AGL Energy, Ltd. 24,640 227,437AMP, Ltd. 145,968 175,413Ampol, Ltd. 9,411 206,370APA Group 44,410 330,432Aristocrat Leisure, Ltd. 21,036 505,095ASX, Ltd. 6,626 367,724Aurizon Holdings, Ltd. 76,706 230,458AusNet Services 84,537 114,572Australia & New Zealand Banking

Group, Ltd. 97,066 1,703,328BHP Group PLC 71,227 1,880,708BHP Group, Ltd. 99,346 3,246,090BlueScope Steel, Ltd. 20,070 271,041Brambles, Ltd. 57,919 475,069CIMIC Group, Ltd. (A)(B) 3,702 69,635Coca-Cola Amatil, Ltd. 21,130 210,542Cochlear, Ltd. 2,361 344,507Coles Group, Ltd. 45,471 635,295Commonwealth Bank of Australia 60,585 3,850,908Computershare, Ltd. 16,916 190,358Crown Resorts, Ltd. 14,067 104,693CSL, Ltd. 15,539 3,395,158Dexus 39,487 286,397Evolution Mining, Ltd. 56,369 216,929Fortescue Metals Group, Ltd. 54,593 986,081Goodman Group 57,212 836,295Insurance Australia Group, Ltd. 79,094 287,038Lendlease Corp., Ltd. 20,344 205,695Macquarie Group, Ltd. 11,522 1,229,852Magellan Financial Group, Ltd. 4,432 183,566Medibank Pvt., Ltd. 99,625 230,746Mirvac Group 141,329 287,036National Australia Bank, Ltd. 110,955 1,934,373Newcrest Mining, Ltd. 28,639 571,571Northern Star Resources, Ltd. 25,763 251,807Oil Search, Ltd. 55,389 158,742Orica, Ltd. 13,519 158,116Origin Energy, Ltd. 71,385 262,081Qantas Airways, Ltd. (A) 26,994 101,221QBE Insurance Group, Ltd. (B) 49,235 320,935Ramsay Health Care, Ltd. 6,659 319,970REA Group, Ltd. 2,146 245,819



International Equity Index Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Australia (continued)Rio Tinto, Ltd. 12,705 $ 1,117,298Santos, Ltd. 64,049 310,171Scentre Group 177,637 381,563SEEK, Ltd. 11,910 261,125Sonic Healthcare, Ltd. 16,282 403,417South32, Ltd. 112,851 215,677South32, Ltd. (London Stock Exchange) 74,597 141,046Stockland 87,409 282,206Suncorp Group, Ltd. 43,155 324,762Sydney Airport (A) 47,614 235,681Tabcorp Holdings, Ltd. 82,609 248,714Telstra Corp., Ltd. 142,464 327,184The GPT Group 79,169 275,376TPG Telecom, Ltd. (A)(B) 13,013 72,274Transurban Group 93,607 986,414Treasury Wine Estates, Ltd. 26,341 190,547Vicinity Centres 127,154 157,222Washington H. Soul Pattinson &

Company, Ltd. (B) 3,863 89,861Wesfarmers, Ltd. 38,805 1,508,240Westpac Banking Corp. 125,539 1,868,187WiseTech Global, Ltd. 5,291 125,742Woodside Petroleum, Ltd. 32,185 564,707Woolworths Group, Ltd. 43,228 1,310,261

39,682,662Austria - 0.1%Erste Group Bank AG 11,010 335,393OMV AG 5,543 221,403Raiffeisen Bank International AG (A) 4,926 100,104Verbund AG 2,442 207,464voestalpine AG 4,357 155,503

1,019,867Belgium - 0.6%Ageas SA/NV 6,383 338,981Anheuser-Busch InBev SA/NV 26,526 1,850,622Elia Group SA/NV 1,076 128,431Etablissements Franz Colruyt NV 2,769 163,565Galapagos NV (A) 1,603 158,655Groupe Bruxelles Lambert SA 3,809 383,922KBC Group NV (A) 8,597 601,624Proximus SADP 5,996 118,440Sofina SA 537 181,653Solvay SA 2,881 339,767UCB SA 4,152 428,888Umicore SA (B) 6,530 313,863

5,008,411Brazil - 1.1%Ambev SA 161,630 488,629Atacadao SA 13,900 51,829B2W Cia Digital (A) 8,038 117,054B3 SA - Brasil Bolsa Balcao 73,407 878,886Banco Bradesco SA 42,418 198,839Banco BTG Pactual SA 8,837 159,718Banco do Brasil SA 30,113 226,380Banco Santander Brasil SA 14,000 121,572BB Seguridade Participacoes SA 24,400 139,643Bradespar SA 7,600 93,510BRF SA (A) 19,720 83,916CCR SA 40,100 104,320Centrais Eletricas Brasileiras SA 9,400 66,919Centrais Eletricas Brasileiras SA, ADR 1,429 9,489Cia Brasileira de Distribuicao 4,938 71,397Cia Brasileira de Distribuicao, ADR 628 8,993


COMMON STOCKS (continued)Brazil (continued)Cia de Saneamento Basico do Estado de

Sao Paulo 11,270 $ 97,154Cia Siderurgica Nacional SA, ADR 11,800 70,210Cosan SA 5,611 81,949Energisa SA 6,100 61,836Engie Brasil Energia SA 7,275 61,798Equatorial Energia SA 30,700 137,550Hypera SA 10,908 72,138JBS SA 34,073 155,294Klabin SA 24,000 121,991Localiza Rent a Car SA 21,027 280,235Lojas Renner SA 25,927 218,008Magazine Luiza SA 92,108 441,673Multiplan Empreendimentos

Imobiliarios SA 9,975 45,350Natura & Company Holding SA (A) 26,929 273,374Notre Dame Intermedica Participacoes SA 17,255 261,562Petrobras Distribuidora SA 25,000 106,688Petroleo Brasileiro SA 133,029 734,888Raia Drogasil SA 40,500 194,687Rumo SA (A) 45,451 168,094Sul America SA 10,493 89,857Suzano SA (A) 22,263 250,015Suzano SA, ADR (A) 3,164 35,374Telefonica Brasil SA 9,652 86,780Telefonica Brasil SA, ADR 6,017 53,250Tim SA 28,020 79,405TOTVS SA 16,600 91,968Ultrapar Participacoes SA 25,400 116,277Vale SA 128,797 2,167,815Via Varejo SA (A) 44,400 138,323WEG SA 30,058 438,992

9,953,629Canada - 6.3%Agnico Eagle Mines, Ltd. 8,384 590,088Air Canada (A) 4,700 84,075Algonquin Power & Utilities Corp. (B) 19,850 326,701Alimentation Couche-Tard, Inc., Class B 29,500 1,005,350AltaGas, Ltd. 11,500 169,126Atco, Ltd., Class I 3,400 97,467B2Gold Corp. 36,100 202,210Bank of Montreal 21,998 1,672,532Barrick Gold Corp. 40,477 922,172Barrick Gold Corp. (London

Stock Exchange) 20,657 482,502BCE, Inc. 5,524 236,210BlackBerry, Ltd. (A) 21,000 139,241Brookfield Asset Management, Inc.,

Class A (B) 43,372 1,792,941CAE, Inc. 10,400 288,167Cameco Corp. (B) 16,300 218,332Canadian Apartment Properties REIT 2,900 113,890Canadian Imperial Bank of Commerce 15,700 1,340,957Canadian National Railway Company 24,400 2,682,486Canadian Natural Resources, Ltd. 41,660 1,001,162Canadian Pacific Railway, Ltd. 4,700 1,630,286Canadian Tire Corp., Ltd., Class A (B) 2,100 276,057Canadian Utilities, Ltd., Class A 4,600 112,353Canopy Growth Corp. (A)(B) 8,000 196,842CCL Industries, Inc., Class B 6,000 272,402Cenovus Energy, Inc. (B) 40,300 245,365CGI, Inc. (A) 7,900 626,774CI Financial Corp. 6,700 83,059Constellation Software, Inc. 700 908,983Dollarama, Inc. 10,100 411,649




COMMON STOCKS (continued)Canada (continued)Emera, Inc. 8,200 $ 348,511Empire Company, Ltd., Class A 6,200 169,454Enbridge, Inc. 69,600 2,225,953Fairfax Financial Holdings, Ltd. 1,000 340,836First Quantum Minerals, Ltd. 20,154 361,787FirstService Corp. 1,300 177,929Fortis, Inc. 15,335 626,459Franco-Nevada Corp. 6,796 852,103George Weston, Ltd. 2,799 209,073Gfl Environmental, Inc. (B) 6,400 186,585Gildan Activewear, Inc. (B) 8,400 234,862Great-West Lifeco, Inc. 9,900 236,048Hydro One, Ltd. (C) 10,900 245,333iA Financial Corp., Inc. 3,400 147,389IGM Financial, Inc. (B) 3,000 81,334Imperial Oil, Ltd. (B) 8,630 163,800Intact Financial Corp. 5,000 592,034Inter Pipeline, Ltd. (B) 15,900 148,270Keyera Corp. (B) 8,500 151,049Kinross Gold Corp. 41,629 305,456Kirkland Lake Gold, Ltd. (B) 8,100 334,716Loblaw Companies, Ltd. 6,140 302,972Lundin Mining Corp. 26,800 237,913Magna International, Inc. 9,800 693,753Manulife Financial Corp. (D) 68,800 1,224,228Metro, Inc. 9,357 417,533National Bank of Canada 11,500 647,231Northland Power, Inc. 6,400 229,624Nutrien, Ltd. (B) 20,490 985,786Onex Corp. 3,500 200,888Open Text Corp. 9,700 440,764Pan American Silver Corp. 7,300 251,764Parkland Corp. 5,400 171,346Pembina Pipeline Corp. (B) 18,998 449,242Power Corp. of Canada (B) 19,412 445,764Quebecor, Inc., Class B 6,400 164,714Restaurant Brands International, Inc. 9,046 553,107RioCan Real Estate Investment Trust 6,300 82,901Ritchie Bros Auctioneers, Inc. 3,800 264,140Rogers Communications, Inc., Class B 12,200 567,972Royal Bank of Canada 48,000 3,944,002Saputo, Inc. 9,100 254,720Shaw Communications, Inc., Class B 16,926 297,059Shopify, Inc., Class A (A) 3,700 4,177,928SSR Mining, Inc. (A)(B) 7,400 148,593Sun Life Financial, Inc. 20,700 920,434Suncor Energy, Inc. 54,435 913,023TC Energy Corp. 32,297 1,313,041Teck Resources, Ltd., Class B 16,161 293,282TELUS Corp. 15,991 316,704The Bank of Nova Scotia (B) 41,700 2,253,877The Toronto-Dominion Bank 60,772 3,433,673Thomson Reuters Corp. 5,954 487,303TMX Group, Ltd. 2,000 199,764Topicus.com, Inc. (A)(E) 1,302 4,922Toromont Industries, Ltd. (B) 2,800 196,213Wheaton Precious Metals Corp. 16,184 675,891WSP Global, Inc. 3,800 359,998Yamana Gold, Inc. 33,100 189,046

54,979,475Chile - 0.1%Antofagasta PLC 16,040 314,692Banco Santander Chile, ADR 4,908 93,203Cencosud SA 61,383 109,376Cia Cervecerias Unidas SA, ADR 1,518 22,315


COMMON STOCKS (continued)Chile (continued)Enel Americas SA, ADR 24,015 $ 197,403Enel Chile SA, ADR 14,822 57,658Sociedad Quimica y Minera de

Chile SA, ADR 3,144 154,339948,986

China - 10.4%3SBio, Inc. (A)(C) 40,500 36,97351job, Inc., ADR (A) 900 63,000AAC Technologies Holdings, Inc. 27,342 151,554AECC Aviation Power Company, Ltd.,

Class A 3,600 32,722Agile Group Holdings, Ltd. 54,000 71,875Agricultural Bank of China, Ltd., Class A 165,700 79,604Agricultural Bank of China, Ltd., H Shares 934,000 342,070Aier Eye Hospital Group Company, Ltd.,

Class A 8,944 102,485Air China, Ltd., H Shares 84,534 66,643Airtac International Group 4,000 128,563Alibaba Group Holding, Ltd., ADR (A) 63,900 14,871,447Aluminum Corp. of China, Ltd., A

Shares (A) 29,100 16,170Aluminum Corp. of China, Ltd., H

Shares (A) 185,220 65,209Anhui Conch Cement Company, Ltd.,

Class A 8,900 70,353Anhui Conch Cement Company, Ltd.,

H Shares 44,290 277,568Anhui Gujing Distillery Company, Ltd.,

Class A 900 37,466ANTA Sports Products, Ltd. 37,000 587,083Autohome, Inc., ADR 2,100 209,202Avic Capital Company, Ltd., Class A 20,000 13,401AVIC Jonhon Optronic Technology

Company, Ltd., Class A 2,300 27,581AVIC Xi’an Aircraft Industry Group

Company, Ltd., Class A 6,200 34,821AviChina Industry & Technology

Company, Ltd., H Shares 72,000 50,335Baidu, Inc., ADR (A) 9,200 1,989,408Bank of Beijing Company, Ltd., Class A 47,000 34,798Bank of China, Ltd., Class A 78,100 37,988Bank of China, Ltd., H Shares 2,682,563 907,924Bank of Communications Company, Ltd.,

Class A 87,300 59,829Bank of Communications Company, Ltd.,

H Shares 337,527 178,539Bank of Hangzhou Company, Ltd., Class A 11,400 26,033Bank of Jiangsu Company, Ltd., Class A 25,700 21,469Bank of Nanjing Company, Ltd., Class A 13,600 16,808Bank of Ningbo Company, Ltd., Class A 12,500 67,580Bank of Shanghai Company, Ltd., Class A 31,610 37,924Baoshan Iron & Steel Company, Ltd.,

Class A 41,300 37,606Baozun, Inc., ADR (A) 1,300 44,655BeiGene, Ltd., ADR (A) 1,500 387,585Beijing Capital International Airport

Company, Ltd., H Shares 52,789 44,061Beijing Shunxin Agriculture

Company, Ltd., Class A 1,700 18,884Bilibili, Inc., ADR (A) 3,400 291,448BOE Technology Group Company, Ltd.,

Class A 75,300 69,218BYD Company, Ltd., Class A 4,000 119,148BYD Company, Ltd., H Shares 21,605 568,822




COMMON STOCKS (continued)China (continued)BYD Electronic International

Company, Ltd. (B) 13,500 $ 70,825CGN Power Company, Ltd., H Shares (C) 446,000 96,179Changchun High & New Technology

Industry Group, Inc., Class A 800 54,920China Aoyuan Group, Ltd. 64,000 62,271China Cinda Asset Management

Company, Ltd., H Shares 304,800 57,834China CITIC Bank Corp., Ltd., H Shares 310,800 132,023China Communications

Construction Company, Ltd., H Shares 122,335 52,908China Communications Services Corp.,

Ltd., H Shares 129,600 57,252China Conch Venture Holdings, Ltd. 57,900 281,745China Construction Bank Corp., Class A 15,400 14,794China Construction Bank Corp., H Shares 3,293,914 2,484,530China Eastern Airlines Corp., Ltd., Class A 15,800 11,331China Everbright Bank Company, Ltd.,

Class A 88,600 54,097China Everbright Bank Company, Ltd.,

H Shares 120,000 45,766China Evergrande Group (B) 65,959 126,778China Feihe, Ltd. (C) 39,000 91,511China Fortune Land Development

Company, Ltd., Class A 8,710 17,229China Galaxy Securities Company, Ltd.,

H Shares 129,500 81,247China Greatwall Technology Group

Company, Ltd., Class A 6,500 18,906China Hongqiao Group, Ltd. 34,500 31,630China Huarong Asset Management

Company, Ltd., H Shares (C) 351,700 39,043China Huishan Dairy Holdings

Company, Ltd. (A)(E) 225,000 0China International Capital Corp., Ltd., H

Shares (A)(C) 36,800 99,774China Life Insurance Company, Ltd.,

Class A 4,500 26,417China Life Insurance Company, Ltd.,

H Shares 265,624 584,766China Literature, Ltd. (A)(B)(C) 6,400 50,314China Longyuan Power Group Corp., Ltd.,

H Shares 99,000 99,545China Medical System Holdings, Ltd. 48,300 53,960China Meidong Auto Holdings, Ltd. 18,000 73,271China Merchants Bank Company, Ltd.,

Class A 45,900 308,757China Merchants Bank Company, Ltd.,

H Shares 131,823 833,918China Merchants Securities Company, Ltd.,

Class A 16,510 58,961China Merchants Shekou Industrial Zone

Holdings Company, Ltd., Class A 17,600 35,739China Minsheng Banking Corp., Ltd.,

Class A 78,880 62,741China Minsheng Banking Corp., Ltd.,

H Shares 242,496 138,234China Molybdenum Company, Ltd.,

Class A 28,400 27,196China Molybdenum Company, Ltd.,

H Shares 129,000 84,404China National Building Material

Company, Ltd., H Shares 138,000 166,109China National Nuclear Power

Company, Ltd., Class A 20,900 15,729


COMMON STOCKS (continued)China (continued)China Oilfield Services, Ltd., H Shares 56,000 $ 47,468China Pacific Insurance Group

Company, Ltd., Class A 14,000 82,263China Pacific Insurance Group

Company, Ltd., H Shares 94,100 367,929China Petroleum & Chemical Corp.,

Class A 56,700 34,967China Petroleum & Chemical Corp.,

H Shares 819,361 364,894China Railway Construction Corp., Ltd.,

Class A 20,500 24,788China Railway Construction Corp., Ltd.,

H Shares 54,000 29,593China Railway Group, Ltd., Class A 30,000 24,197China Railway Group, Ltd., H Shares 179,000 78,994China Resources Pharmaceutical

Group, Ltd. (C) 66,000 33,938China Shenhua Energy Company, Ltd.,

Class A 9,800 27,021China Shenhua Energy Company, Ltd.,

H Shares 127,500 240,336China Shipbuilding Industry

Company, Ltd., Class A (A) 50,900 32,605China Southern Airlines Company, Ltd.,

Class A (A) 13,800 12,606China Southern Airlines Company, Ltd., H

Shares (A) 64,000 38,254China State Construction Engineering

Corp., Ltd., Class A 93,340 70,979China Telecom Corp., Ltd., H Shares 481,604 132,855China Tourism Group Duty Free Corp.,

Ltd., Class A 4,300 186,115China Tower Corp., Ltd., H Shares (C) 1,496,000 220,124China United Network

Communications, Ltd., Class A 69,100 47,173China Vanke Company, Ltd., Class A 21,600 94,805China Vanke Company, Ltd., H Shares 63,600 219,561China Yangtze Power Company, Ltd.,

Class A 48,900 143,238Chongqing Rural Commercial Bank

Company, Ltd., H Shares 88,000 35,892Chongqing Zhifei Biological Products

Company, Ltd., Class A 2,100 47,466CIFI Holdings Group Company, Ltd. 133,487 113,118CITIC Securities Company, Ltd., Class A 21,900 98,425CITIC Securities Company, Ltd., H Shares 75,500 170,365CITIC, Ltd. 207,967 147,247CNOOC, Ltd. 636,258 583,717Contemporary Amperex Technology

Company, Ltd., Class A 4,900 263,744COSCO SHIPPING Holdings

Company, Ltd., H Shares (A) 92,000 110,297Country Garden Holdings Company, Ltd. 260,777 359,944Country Garden Services Holdings

Company, Ltd. 47,000 317,981CRRC Corp., Ltd., Class A 43,300 35,186CRRC Corp., Ltd., H Shares 131,150 45,194CSC Financial Company, Ltd., Class A 6,200 39,824CSPC Pharmaceutical Group, Ltd. 303,120 308,619Dali Foods Group Company, Ltd. (C) 73,000 41,724Daqin Railway Company, Ltd., Class A 33,100 32,706Dongfeng Motor Group Company, Ltd.,

H Shares 123,220 143,986East Money Information Company, Ltd.,

Class A 17,880 84,717




COMMON STOCKS (continued)China (continued)ENN Energy Holdings, Ltd. 26,600 $ 390,480Eve Energy Company, Ltd., Class A 4,181 52,179Everbright Securities Company, Ltd.,

Class A 8,700 24,652Focus Media Information Technology

Company, Ltd., Class A 32,700 49,409Foshan Haitian Flavouring & Food

Company, Ltd., Class A 6,000 184,232Fosun International, Ltd. 102,500 160,982Founder Securities Company, Ltd.,

Class A (A) 13,200 20,943Foxconn Industrial Internet Company, Ltd.,

Class A 6,400 13,416Fuyao Glass Industry Group

Company, Ltd., Class A 4,500 33,103Fuyao Glass Industry Group

Company, Ltd., H Shares (C) 16,800 92,472GDS Holdings, Ltd., ADR (A) 2,100 196,644Gemdale Corp., Class A 7,300 15,063Genscript Biotech Corp. (A) 28,000 40,739GF Securities Company, Ltd., Class A 13,200 32,878GF Securities Company, Ltd., H Shares 47,800 67,584Gigadevice Semiconductor Beijing, Inc.,

Class A 980 29,632Glodon Company, Ltd., Class A 2,500 30,138GoerTek, Inc., Class A 5,200 29,718GOME Retail Holdings, Ltd. (A) 386,127 46,363Great Wall Motor Company, Ltd.,

H Shares 104,500 359,542Greenland Holdings Corp., Ltd., Class A 13,100 11,671Greentown Service Group Company, Ltd. 22,000 27,197GSX Techedu, Inc., ADR (A)(B) 2,700 139,617Guangdong Haid Group Company, Ltd.,

Class A 3,500 35,060Guangzhou Automobile Group

Company, Ltd., H Shares 100,310 111,872Guangzhou Baiyunshan Pharmaceutical

Holdings Company, Ltd., Class A 2,300 10,302Guangzhou R&F Properties

Company, Ltd., H Shares 43,600 56,154Guosen Securities Company, Ltd., Class A 6,600 13,764Guotai Junan Securities Company, Ltd.,

Class A 16,700 44,763Haidilao International Holding, Ltd. (C) 19,000 146,521Haier Smart Home Company, Ltd., Class A 13,600 60,888Haier Smart Home Company, Ltd., H

Shares (A) 72,000 260,976Haitian International Holdings, Ltd. 29,000 100,270Haitong Securities Company, Ltd., Class A 18,000 35,418Haitong Securities Company, Ltd.,

H Shares 113,200 101,163Hangzhou Hikvision Digital Technology

Company, Ltd., Class A 16,600 123,193Hangzhou Tigermed Consulting

Company, Ltd., A Shares 1,700 41,977Hansoh Pharmaceutical Group

Company, Ltd. (A)(C) 40,000 193,850Henan Shuanghui Investment &

Development Company, Ltd., Class A 4,400 31,622Hengan International Group Company, Ltd. 25,000 177,015Hengli Petrochemical Company, Ltd.,

Class A 9,500 40,651Hithink RoyalFlush Information Network

Company, Ltd., Class A 900 17,087Hua Hong Semiconductor, Ltd. (A)(C) 9,000 51,239


COMMON STOCKS (continued)China (continued)Huadong Medicine Company, Ltd.,

Class A 2,800 $ 11,376Hualan Biological Engineering, Inc.,

Class A 4,030 26,055Huaneng Power International, Inc.,

H Shares 149,436 54,549Huatai Securities Company, Ltd., Class A 16,400 45,180Huatai Securities Company, Ltd., H

Shares (C) 65,400 102,970Huaxia Bank Company, Ltd., Class A 28,500 27,253Huayu Automotive Systems

Company, Ltd., Class A 5,100 22,521Huazhu Group, Ltd., ADR 4,700 211,641Hundsun Technologies, Inc., Class A 1,690 27,137Iflytek Company, Ltd., Class A 3,500 21,897Industrial & Commercial Bank of

China, Ltd., Class A 120,000 91,599Industrial & Commercial Bank of

China, Ltd., H Shares 2,051,735 1,318,219Industrial Bank Company, Ltd., Class A 46,200 147,553Industrial Securities Company, Ltd.,

Class A 14,900 19,790Inner Mongolia BaoTou Steel Union

Company, Ltd., Class A (A) 48,800 8,737Inner Mongolia Yili Industrial Group

Company, Ltd., Class A 13,600 92,289Innovent Biologics, Inc. (A)(C) 33,000 348,484Inspur Electronic Information Industry

Company, Ltd., Class A 3,248 13,382iQIYI, Inc., ADR (A) 4,500 78,660JD.com, Inc., ADR (A) 29,100 2,557,890Jiangsu Expressway Company, Ltd.,

H Shares 41,145 46,021Jiangsu Hengli Hydraulic Company, Ltd.,

Class A 2,960 51,213Jiangsu Hengrui Medicine Company, Ltd.,

Class A 11,832 201,586Jiangsu King’s Luck Brewery JSC, Ltd.,

Class A 2,800 24,586Jiangsu Yanghe Brewery Joint-Stock

Company, Ltd., Class A 3,400 122,770Jiangxi Copper Company, Ltd., H Shares 54,075 85,121JOYY, Inc., ADR 2,000 159,960Kaisa Group Holdings, Ltd. (A) 49,000 24,232KE Holdings, Inc., ADR (A) 3,100 190,774Kingdee International Software Group

Company, Ltd. (A) 70,000 285,779Kingsoft Corp., Ltd. 29,000 187,507Kweichow Moutai Company, Ltd., Class A 2,500 763,997KWG Group Holdings, Ltd. 45,000 61,482Lenovo Group, Ltd. 257,436 243,378Lens Technology Company, Ltd., Class A 7,300 34,145Lepu Medical Technology Beijing

Company, Ltd., Class A 4,000 16,626Li Ning Company, Ltd. 70,500 485,121Lingyi iTech Guangdong Company,

Class A 12,700 23,326Logan Group Company, Ltd. 48,000 78,633Longfor Group Holdings, Ltd. (C) 64,100 374,951LONGi Green Energy Technology

Company, Ltd., Class A 8,100 114,364Lufax Holding, Ltd., ADR (A)(B) 5,800 82,360Luxshare Precision Industry

Company, Ltd., Class A 15,495 133,169Luye Pharma Group, Ltd. (C) 23,000 10,699




COMMON STOCKS (continued)China (continued)Luzhou Laojiao Company, Ltd., Class A 3,300 $ 114,171Mango Excellent Media Company, Ltd.,

Class A 3,300 36,622Meinian Onehealth Healthcare Holdings

Company, Ltd., Class A (A) 8,300 14,398Meituan, Class B (A) 121,400 4,569,916Metallurgical Corp. of China, Ltd.,

A Shares 28,700 11,992Microport Scientific Corp. 25,000 134,955Minth Group, Ltd. 26,000 137,558Momo, Inc., ADR 5,200 72,592Muyuan Foods Company, Ltd., Class A 6,630 78,188NARI Technology Company, Ltd., Class A 10,300 41,923NetEase, Inc., ADR 14,000 1,340,780New China Life Insurance Company, Ltd.,

Class A 4,600 40,792New China Life Insurance Company, Ltd.,

H Shares 29,500 115,072New Hope Liuhe Company, Ltd., Class A 6,800 23,324New Oriental Education & Technology

Group, Inc., ADR (A) 5,100 947,631NIO, Inc., ADR (A) 36,000 1,754,640Noah Holdings, Ltd., ADR (A) 1,000 47,810Orient Securities Company, Ltd., Class A 9,600 17,075Perfect World Company, Ltd., Class A 4,350 19,638PetroChina Company, Ltd., Class A 36,000 22,853PetroChina Company, Ltd., H Shares 712,261 220,547PICC Property & Casualty Company, Ltd.,

H Shares 252,363 190,917Pinduoduo, Inc., ADR (A) 12,800 2,274,176Ping An Bank Company, Ltd., Class A 38,200 113,039Ping An Healthcare and Technology

Company, Ltd. (A)(C) 17,400 211,327Ping An Insurance Group Company of

China, Ltd., Class A 24,100 320,677Ping An Insurance Group Company of

China, Ltd., H Shares 198,790 2,419,198Poly Developments and Holdings Group

Company, Ltd., Class A 26,500 64,020Postal Savings Bank of China

Company, Ltd., H Shares (C) 285,000 161,042Power Construction Corp. of China, Ltd.,

Class A 20,500 12,172Rongsheng Petro Chemical Company, Ltd.,

Class A 9,300 39,332SAIC Motor Corp., Ltd., Class A 17,300 64,735Sanan Optoelectronics Company, Ltd.,

Class A 6,600 27,285Sangfor Technologies, Inc., Class A 700 26,549Sany Heavy Industry Company, Ltd.,

Class A 18,600 99,696SDIC Capital Company, Ltd., Class A 7,800 16,508SDIC Power Holdings Company, Ltd.,

Class A 10,900 14,401Seazen Group, Ltd. (A) 64,000 53,461Seazen Holdings Company, Ltd., Class A 5,000 26,614Semiconductor Manufacturing International

Corp. (A) 108,900 305,384SF Holding Company, Ltd., Class A 3,600 48,575Shaanxi Coal Industry Company, Ltd.,

Class A 13,400 19,160Shandong Gold Mining Company, Ltd.,

Class A 5,880 21,271Shandong Weigao Group Medical Polymer

Company, Ltd., H Shares 80,000 180,993


COMMON STOCKS (continued)China (continued)Shanghai Fosun Pharmaceutical Group

Company, Ltd., Class A 3,200 $ 26,470Shanghai Fosun Pharmaceutical Group

Company, Ltd., H Shares (B) 17,500 83,650Shanghai International Airport

Company, Ltd., Class A 1,600 18,526Shanghai International Port Group

Company, Ltd., Class A 13,700 9,576Shanghai Lujiazui Finance & Trade Zone

Development Company, Ltd., B Shares 39,240 30,701Shanghai M&G Stationery, Inc., Class A 2,000 27,113Shanghai Pharmaceuticals Holding

Company, Ltd., H Shares 31,100 54,715Shanghai Pudong Development Bank

Company, Ltd., Class A 65,300 96,688Shanxi Xinghuacun Fen Wine Factory

Company, Ltd., Class A 1,400 80,426Shengyi Technology Company, Ltd.,

Class A 5,100 22,007Shennan Circuits Company, Ltd., Class A 1,120 18,539Shenwan Hongyuan Group Company, Ltd.,

Class A 36,200 29,237Shenzhen Goodix Technology

Company, Ltd., Class A 800 19,057Shenzhen Inovance Technology

Company, Ltd., Class A 3,700 52,840Shenzhen Kangtai Biological Products

Company, Ltd., Class A 1,400 37,347Shenzhen Mindray Bio-Medical

Electronics Company, Ltd., Class A 700 45,536Shenzhen Overseas Chinese Town

Company, Ltd., Class A 13,200 14,321Shenzhen Sunway Communication

Company, Ltd., Class A 2,200 12,090Shenzhou International Group

Holdings, Ltd. 27,000 529,153Sichuan Chuantou Energy Company, Ltd.,

Class A 9,800 15,068Silergy Corp. 3,000 258,185SINA Corp. (A)(B) 2,300 97,474Sinopharm Group Company, Ltd.,

H Shares 42,800 103,825Sinotruk Hong Kong, Ltd. 24,500 62,758Smoore International Holdings, Ltd. (A)(C) 16,000 123,988Songcheng Performance Development

Company, Ltd., Class A 5,760 15,619Spring Airlines Company, Ltd., Class A 2,000 17,000Sunac China Holdings, Ltd. 87,000 321,593Suning.com Company, Ltd., Class A 20,700 24,435Sunny Optical Technology Group

Company, Ltd. 25,400 554,952TAL Education Group, ADR (A) 12,800 915,328TCL Technology Group Corp., Class A 21,800 23,616Tencent Holdings, Ltd. 193,900 13,951,841Tencent Music Entertainment Group,

ADR (A) 12,400 238,576The People’s Insurance Company Group of

China, Ltd., H Shares 265,000 84,104Tingyi Cayman Islands Holding Corp. 76,000 129,999Tongwei Company, Ltd., Class A 6,200 36,463TravelSky Technology, Ltd., H Shares 31,000 74,893Trip.com Group, Ltd., ADR (A) 16,000 539,680Tsingtao Brewery Company, Ltd.,

H Shares 12,000 125,723Uni-President China Holdings, Ltd. 46,000 46,841




COMMON STOCKS (continued)China (continued)Unisplendour Corp., Ltd., Class A 5,320 $ 16,657Vipshop Holdings, Ltd., ADR (A) 15,300 430,083Walvax Biotechnology Company, Ltd.,

Class A 3,400 20,021Wanhua Chemical Group Company, Ltd.,

Class A 7,000 97,537Want Want China Holdings, Ltd. 218,000 157,610Weibo Corp., ADR (A)(B) 1,890 77,471Weichai Power Company, Ltd., Class A 9,600 23,201Weichai Power Company, Ltd., H Shares 78,720 158,284Wens Foodstuffs Group Company, Ltd.,

Class A 14,160 39,513Will Semiconductor, Ltd., Class A 1,300 46,020Wuhu Sanqi Interactive Entertainment

Network Technology GroupCompany, Ltd., Class A 4,700 22,465

Wuliangye Yibin Company, Ltd., Class A 8,600 384,079WUS Printed Circuit Kunshan

Company, Ltd., Class A 3,800 10,938WuXi AppTec Company, Ltd., Class A 4,620 95,132WuXi AppTec Company, Ltd., H

Shares (C) 11,172 219,164Wuxi Biologics Cayman, Inc. (A)(C) 94,500 1,253,197Xiaomi Corp., Class B (A)(C) 416,400 1,769,816Xinjiang Goldwind Science & Technology

Company Ltd. 7,700 16,811Xinjiang Goldwind Science & Technology

Company, Ltd., H Shares 22,200 44,735Xinyi Solar Holdings, Ltd. 137,007 359,261XPeng, Inc., ADR (A)(B) 3,500 149,905Yanzhou Coal Mining Company, Ltd.,

H Shares 85,990 68,916Yihai International Holding, Ltd. (A) 16,000 237,613Yonghui Superstores Company, Ltd.,

Class A 10,200 11,207Yonyou Network Technology

Company, Ltd., Class A 5,200 34,918Yum China Holdings, Inc. 12,700 725,043Yunda Holding Company, Ltd., Class A 3,120 7,502Yunnan Baiyao Group Company, Ltd.,

Class A 2,800 48,663Zai Lab, Ltd., ADR (A) 2,300 311,282Zhangzhou Pientzehuang Pharmaceutical

Company, Ltd., Class A 1,000 40,938Zhaojin Mining Industry Company, Ltd.,

H Shares 37,500 44,688Zhejiang Chint Electrics Company, Ltd.,

Class A 4,800 28,770Zhejiang Dahua Technology

Company, Ltd., Class A 4,800 14,606Zhejiang Expressway Company, Ltd.,

H Shares 49,718 42,039Zhejiang Longsheng Group Company, Ltd.,

Class A 7,200 15,010Zhejiang NHU Company, Ltd., Class A 4,800 24,759Zhejiang Sanhua Intelligent Controls

Company, Ltd., Class A 8,060 30,395Zhejiang Supor Company, Ltd., Class A 1,200 14,328ZhongAn Online P&C Insurance

Company, Ltd., H Shares (A)(B)(C) 5,900 27,495Zhongsheng Group Holdings, Ltd. 20,000 142,867Zhuzhou CRRC Times Electric

Company, Ltd., H Shares 18,000 78,653Zijin Mining Group Company, Ltd.,

Class A 27,800 39,572


COMMON STOCKS (continued)China (continued)Zijin Mining Group Company, Ltd.,

H Shares 193,469 $ 219,195Zoomlion Heavy Industry Science and

Technology Company, Ltd., Class A 14,300 21,679ZTE Corp., Class A 7,600 39,129ZTE Corp., H Shares 25,887 65,200ZTO Express Cayman, Inc., ADR 11,400 332,424

90,666,535Colombia - 0.0%Bancolombia SA, ADR 3,447 138,500Ecopetrol SA, ADR (B) 8,500 109,735

248,235Czech Republic - 0.0%CEZ AS 6,817 163,500Komercni banka AS (A) 3,440 105,179Moneta Money Bank AS (A)(C) 22,079 69,952

338,631Denmark - 1.6%A.P. Moller - Maersk A/S, Series A 107 221,039A.P. Moller - Maersk A/S, Series B (B) 207 460,627Ambu A/S, Class B 5,684 244,181Carlsberg A/S, Class B 3,581 574,079Chr. Hansen Holding A/S (A) 3,557 367,515Coloplast A/S, B Shares 4,136 632,514Danske Bank A/S (A) 26,235 433,597Demant A/S (A) 5,000 197,628DSV Panalpina A/S 7,363 1,237,439Genmab A/S (A) 2,265 918,444GN Store Nord A/S 4,458 355,366H Lundbeck A/S 2,300 78,738Novo Nordisk A/S, B Shares 58,071 4,050,985Novozymes A/S, B Shares 7,019 399,802Orsted A/S (C) 6,586 1,347,531Pandora A/S 3,372 377,387Rockwool International A/S, B Shares 272 101,798Tryg A/S 4,500 141,530Vestas Wind Systems A/S 6,846 1,617,227

13,757,427Egypt - 0.0%Commercial International Bank Egypt SAE 51,581 194,853Finland - 0.8%Elisa OYJ 5,862 321,349Fortum OYJ 16,798 405,840Kesko OYJ, B Shares 9,211 236,414Kone OYJ, B Shares 11,833 964,149Neste OYJ (B) 14,709 1,067,922Nokia OYJ (A) 140,582 542,970Nokia OYJ (Euronext Paris Exchange) (A) 56,247 216,602Nordea Bank ABP 113,451 929,775Nordea Bank ABP 1,569 12,815Orion OYJ, Class B 3,379 155,213Sampo OYJ, A Shares 15,885 679,136Stora Enso OYJ, R Shares 20,482 392,181UPM-Kymmene OYJ 19,972 744,784Wartsila OYJ ABP 15,222 152,347

6,821,497France - 6.8%Accor SA (A) 7,381 267,787Aeroports de Paris (A) 1,190 153,957Air Liquide SA 16,360 2,682,155Airbus SE (A) 19,831 2,176,324Alstom SA (A)(B) 8,418 479,479Amundi SA (A)(C) 2,415 196,826




COMMON STOCKS (continued)France (continued)Arkema SA 2,540 $ 290,630Atos SE (A) 3,698 337,683AXA SA 66,841 1,602,994BioMerieux 1,432 201,545BNP Paribas SA (A) 37,933 2,002,554Bollore SA 32,561 134,807Bouygues SA 8,158 335,520Bureau Veritas SA (A) 10,297 274,874Capgemini SE 5,840 908,420Carrefour SA 23,837 408,192Cie de Saint-Gobain 18,075 831,308Cie Generale des Etablissements

Michelin SCA 5,963 767,772CNP Assurances (A) 6,491 105,459Covivio 2,169 199,030Credit Agricole SA (A) 43,230 546,507Danone SA 21,340 1,404,295Dassault Aviation SA (A)(B) 98 106,714Dassault Systemes SE 4,566 926,069Edenred (B) 8,562 486,244Eiffage SA (A) 3,075 297,234Electricite de France SA (A) 23,423 370,651Engie SA (A) 63,119 967,609EssilorLuxottica SA 9,828 1,531,531Eurazeo SE (A) 1,144 77,734Faurecia SE (A) 2,970 152,172Gecina SA 1,814 282,075Getlink SE (A)(B) 18,178 314,499Hermes International 1,094 1,176,347Iliad SA 724 148,611Ipsen SA 1,496 123,701Kering SA 2,634 1,911,572Klepierre SA 8,046 181,468La Francaise des Jeux SAEM (C) 2,992 137,141Legrand SA 9,225 825,232L’Oreal SA 8,487 3,238,214LVMH Moet Hennessy Louis Vuitton

SE (B) 9,362 5,860,590Natixis SA (A) 35,715 122,377Orange SA 68,945 820,787Orpea SA (A)(B) 1,800 236,036Pernod Ricard SA 7,338 1,409,229Peugeot SA (A) 21,593 591,335Publicis Groupe SA 7,306 363,116Remy Cointreau SA 930 173,589Renault SA (A) 7,048 308,503Safran SA (A) 11,141 1,579,048Sanofi 38,211 3,703,503Sartorius Stedim Biotech 961 342,569Schneider Electric SE 17,545 2,535,718Schneider Electric SE (Euronext

London Exchange) 623 91,930SCOR SE (A) 6,432 208,631SEB SA 927 168,559Societe Generale SA (A) 30,012 623,904Sodexo SA 3,211 271,565Suez SA 11,179 221,558Teleperformance 2,029 673,586Thales SA 4,046 370,178TOTAL SE 85,421 3,686,939Ubisoft Entertainment SA (A) 3,042 293,151Unibail-Rodamco-Westfield (Euronext

Amsterdam Exchange) 3,595 279,994Unibail-Rodamco-Westfield, CHESS

Depositary Interest (B) 27,093 105,810


COMMON STOCKS (continued)France (continued)Valeo SA 9,342 $ 368,486Veolia Environnement SA 20,459 504,461Vinci SA 17,915 1,784,492Vivendi SA (B) 28,678 924,988Wendel SE (B) 1,176 140,343Worldline SA (A)(C) 8,074 784,369

59,112,280Germany - 5.5%adidas AG (A) 6,334 2,304,327Allianz SE 14,252 3,501,310BASF SE 30,975 2,448,332Bayer AG 34,135 2,010,922Bayerische Motoren Werke AG 11,166 985,467Bechtle AG 921 202,242Beiersdorf AG 3,796 436,384Brenntag AG 5,855 455,291Carl Zeiss Meditec AG, Bearer Shares 1,435 190,306Commerzbank AG (A) 37,723 243,782Continental AG 3,710 552,176Covestro AG (C) 7,081 436,282Daimler AG 29,795 2,111,836Delivery Hero SE (A)(B)(C) 3,834 599,592Deutsche Bank AG (A) 66,215 728,293Deutsche Boerse AG 6,408 1,091,098Deutsche Lufthansa AG (A) 9,032 119,509Deutsche Post AG 34,392 1,703,624Deutsche Telekom AG 112,403 2,051,635Deutsche Wohnen SE 12,352 659,034E.ON SE 78,119 865,025Evonik Industries AG 6,743 220,391Fresenius Medical Care AG &

Company KGaA 7,798 650,251Fresenius SE & Company KGaA 15,294 707,218GEA Group AG 7,004 250,512Hannover Rueck SE 2,322 370,023HeidelbergCement AG 5,549 413,151HelloFresh SE (A)(B) 4,984 385,521Henkel AG & Company KGaA 3,884 374,262HOCHTIEF AG 894 86,996Infineon Technologies AG 42,737 1,632,057KION Group AG (B) 2,693 233,541Knorr-Bremse AG 2,071 282,903LANXESS AG 3,216 244,577LEG Immobilien AG 2,475 383,981Merck KGaA 4,441 761,691MTU Aero Engines AG 1,791 466,856Muenchener

Rueckversicherungs-Gesellschaft AG 4,871 1,447,293Nemetschek SE 2,010 149,379Puma SE (A)(B) 3,000 337,579Rational AG 173 160,778RWE AG 21,604 914,001SAP SE 35,216 4,561,106Scout24 AG (B)(C) 3,746 306,098Siemens AG 26,136 3,764,776Siemens Energy AG (A) 13,485 497,895Siemens Healthineers AG (C) 9,063 466,391Symrise AG 4,417 587,208TeamViewer AG (A)(B)(C) 4,526 243,124Telefonica Deutschland Holding AG (B) 32,281 88,910Uniper SE (B) 7,281 252,284United Internet AG 4,503 189,553Volkswagen AG 1,264 263,547Vonovia SE 18,519 1,352,510




COMMON STOCKS (continued)Germany (continued)Zalando SE (A)(B)(C) 5,780 $ 642,914

47,385,744Greece - 0.0%FF Group (A)(E) 1,869 3,425Hellenic Telecommunications

Organization SA 8,503 136,733JUMBO SA 5,651 97,451OPAP SA 9,294 124,260

361,869Hong Kong - 2.9%AIA Group, Ltd. 407,800 4,969,501Alibaba Health Information

Technology, Ltd. (A) 122,000 361,122Alibaba Pictures Group, Ltd. (A)(B) 500,000 62,018ASM Pacific Technology, Ltd. 10,700 141,311Beijing Enterprises Holdings, Ltd. 19,786 64,616Beijing Enterprises Water Group, Ltd. (A) 198,000 79,658BOC Hong Kong Holdings, Ltd. 132,328 401,116Bosideng International Holdings, Ltd. 168,000 85,664Brilliance China Automotive

Holdings, Ltd. 108,000 98,590Budweiser Brewing Company

APAC, Ltd. (C) 42,500 140,392China Common Rich Renewable Energy

Investments, Ltd. (A)(E) 428,695 11,889China Education Group Holdings, Ltd. 12,000 23,146China Everbright Environment Group, Ltd. 117,851 66,571China Everbright, Ltd. 32,216 43,145China Gas Holdings, Ltd. 74,000 293,240China Jinmao Holdings Group, Ltd. 224,000 103,177China Mengniu Dairy Company, Ltd. (A) 93,004 560,735China Merchants Port Holdings

Company, Ltd. 47,564 58,222China Mobile, Ltd. 207,030 1,180,165China Overseas Land & Investment, Ltd. 142,882 310,411China Power International

Development, Ltd. 88,000 18,854China Resources Beer Holdings

Company, Ltd. 49,979 459,598China Resources Cement Holdings, Ltd. 88,000 98,290China Resources Gas Group, Ltd. 36,000 191,356China Resources Land, Ltd. 110,964 457,270China Resources Power Holdings

Company, Ltd. 68,244 73,462China State Construction International

Holdings, Ltd. 71,250 40,680China Taiping Insurance Holdings

Company, Ltd. 60,500 109,168China Traditional Chinese Medicine

Holdings Company, Ltd. 80,000 39,604China Unicom Hong Kong, Ltd. 215,982 123,212China Youzan Ltd. (A)(B) 464,000 138,575CK Asset Holdings, Ltd. 92,165 471,599CK Hutchison Holdings, Ltd. 96,663 674,885CK Infrastructure Holdings, Ltd. 24,772 133,036CLP Holdings, Ltd. 58,900 544,627COSCO SHIPPING Ports, Ltd. 105,511 73,390ESR Cayman, Ltd. (A)(C) 56,800 203,892Far East Horizon, Ltd. 89,000 91,739Galaxy Entertainment Group, Ltd. 77,000 599,410Geely Automobile Holdings, Ltd. 179,000 612,915Guangdong Investment, Ltd. 99,220 178,863Hang Lung Properties, Ltd. 74,326 195,868Hang Seng Bank, Ltd. 27,319 471,473


COMMON STOCKS (continued)Hong Kong (continued)Henderson Land Development

Company, Ltd. 55,324 $ 214,915HK Electric Investments & HK Electric

Investments, Ltd. 88,500 87,101HKT Trust & HKT, Ltd. 145,233 188,357Hong Kong & China Gas Company, Ltd. 381,278 570,433Hong Kong Exchanges & Clearing, Ltd. 41,314 2,266,144Hongkong Land Holdings, Ltd. 44,100 182,140Hutchison China MediTech, Ltd., ADR (A) 1,900 60,838Jardine Matheson Holdings, Ltd. 7,400 413,942Jardine Strategic Holdings, Ltd. 8,100 201,341Kingboard Holdings, Ltd. 22,500 94,932Kingboard Laminates Holdings, Ltd. 21,500 35,129Kunlun Energy Company, Ltd. 118,000 102,269Lee & Man Paper Manufacturing, Ltd. 56,000 45,951Link REIT (B) 76,537 695,092Melco Resorts & Entertainment, Ltd., ADR 9,485 175,947MTR Corp., Ltd. 62,605 350,127New World Development Company, Ltd. 57,618 268,063Nine Dragons Paper Holdings, Ltd. 81,000 115,145PCCW, Ltd. 164,763 99,220Power Assets Holdings, Ltd. 56,082 303,720Shenzhen International Holdings, Ltd. 35,084 56,685Shenzhen Investment, Ltd. 124,008 42,553Shimao Group Holdings, Ltd. 51,000 162,451Sino Biopharmaceutical, Ltd. 373,500 360,200Sino Land Company, Ltd. 128,364 167,042SJM Holdings, Ltd. 83,000 93,058SSY Group, Ltd. (B) 54,000 30,641Sun Art Retail Group, Ltd. 86,000 87,495Sun Hung Kai Properties, Ltd. 45,630 583,561Swire Pacific, Ltd., Class A (B) 18,163 100,049Swire Properties, Ltd. 43,628 126,845Techtronic Industries Company, Ltd. 47,500 678,938The Bank of East Asia, Ltd. 59,561 127,417The Wharf Holdings, Ltd. 51,876 139,343WH Group, Ltd. (C) 387,803 325,193Wharf Real Estate Investment

Company, Ltd. 56,876 295,591Xinyi Glass Holdings, Ltd. 62,000 173,417Yuexiu Property Company, Ltd. 244,000 49,095

25,126,835Hungary - 0.1%MOL Hungarian Oil & Gas PLC (A) 12,392 91,361OTP Bank NYRT (A) 7,225 325,592Richter Gedeon NYRT 4,794 120,308

537,261India - 2.6%Adani Green Energy, Ltd. (A) 13,172 189,615Adani Ports & Special Economic

Zone, Ltd. 28,084 185,138Ambuja Cements, Ltd. 22,913 78,062Apollo Hospitals Enterprise, Ltd. 3,055 100,521Asian Paints, Ltd. 12,960 490,202Aurobindo Pharma, Ltd. 9,153 115,098Avenue Supermarts, Ltd. (A)(C) 4,471 169,168Axis Bank, Ltd. (A) 80,176 680,857Bajaj Auto, Ltd. 2,923 137,597Bajaj Finance, Ltd. 9,135 662,285Bajaj Finserv, Ltd. 1,261 153,598Bharat Forge, Ltd. 9,316 67,036Bharat Petroleum Corp., Ltd. 27,177 142,113Bharti Airtel, Ltd. 43,607 304,415Britannia Industries, Ltd. 2,012 98,555Cipla, Ltd. 12,134 136,110




COMMON STOCKS (continued)India (continued)Coal India, Ltd. 24,417 $ 45,355Dabur India, Ltd. 17,709 129,354Divi’s Laboratories, Ltd. 2,856 150,051Dr. Reddy’s Laboratories, Ltd., ADR 3,359 239,463Eicher Motors, Ltd. 4,250 147,148GAIL India, Ltd., GDR 9,954 99,433Godrej Consumer Products, Ltd. 11,997 121,962Grasim Industries, Ltd. 10,574 133,745Havells India, Ltd. 11,177 140,353HCL Technologies, Ltd. 37,954 492,732Hero MotoCorp, Ltd. 4,200 178,773Hindalco Industries, Ltd. 41,886 137,601Hindustan Petroleum Corp., Ltd. 20,412 61,418Hindustan Unilever, Ltd. 25,024 821,034Housing Development Finance Corp., Ltd. 57,256 1,999,198ICICI Bank, Ltd. (A) 82,343 604,312ICICI Bank, Ltd., ADR (A) 47,107 700,010ICICI Lombard General Insurance

Company, Ltd. (A)(C) 4,861 101,518Indian Oil Corp., Ltd. 38,494 47,997Indus Towers, Ltd. 15,904 50,191Info Edge India, Ltd. 2,389 156,859Infosys, Ltd., ADR 133,708 2,266,351ITC, Ltd. 113,026 323,842JSW Steel, Ltd. 33,031 175,014Jubilant Foodworks, Ltd. 2,527 96,850Kotak Mahindra Bank, Ltd. (A) 18,671 510,240Larsen & Toubro, Ltd. 23,240 410,677Lupin, Ltd. 7,740 103,684Mahindra & Mahindra, Ltd., GDR 23,120 225,052Marico, Ltd. 14,917 82,513Maruti Suzuki India, Ltd. 4,592 482,063Motherson Sumi Systems, Ltd. 37,306 84,546Nestle India, Ltd. 1,140 287,103NTPC, Ltd. 146,266 199,358Oil & Natural Gas Corp., Ltd. 90,136 115,057Page Industries, Ltd. 194 73,340Petronet LNG, Ltd. 21,320 72,296Pidilite Industries, Ltd. 4,359 105,357Piramal Enterprises, Ltd. 3,012 58,696Power Grid Corp. of India, Ltd. 55,842 144,142REC, Ltd. 22,831 42,014Reliance Capital, Ltd., GDR (A)(C) 4,327 710Reliance Industries, Ltd. 7,646 207,673Reliance Industries, Ltd., GDR (C) 44,280 2,414,164Shree Cement, Ltd. 276 90,718Shriram Transport Finance Company, Ltd. 5,520 79,185State Bank of India, GDR (A) 5,224 196,183Sun Pharmaceutical Industries, Ltd. 29,344 237,478Tata Consultancy Services, Ltd. 31,310 1,230,336Tata Consumer Products, Ltd. 15,079 122,153Tata Motors, Ltd., ADR (A) 8,581 108,121Tata Steel, Ltd., GDR 11,000 94,969Tech Mahindra, Ltd. 18,378 245,833Titan Company, Ltd. 10,263 219,504Torrent Pharmaceuticals, Ltd. 1,767 67,738UltraTech Cement, Ltd. 2,054 148,663UltraTech Cement, Ltd., GDR 1,026 74,255United Spirits, Ltd. (A) 10,125 80,172UPL, Ltd. 15,099 96,614Vedanta, Ltd., ADR (B) 13,934 122,341Wipro, Ltd., ADR 30,298 171,184Zee Entertainment Enterprises, Ltd. 20,071 61,661

22,196,727


COMMON STOCKS (continued)Indonesia - 0.4%Adaro Energy Tbk PT 315,000 $ 32,102Astra International Tbk PT 679,000 291,849Bank Central Asia Tbk PT 360,900 869,960Bank Mandiri Persero Tbk PT 715,674 322,947Bank Negara Indonesia Persero Tbk PT 276,500 121,753Bank Rakyat Indonesia Persero Tbk PT 1,930,000 573,796Charoen Pokphand Indonesia Tbk PT 276,000 128,358Gudang Garam Tbk PT (A) 26,000 75,893Indah Kiat Pulp & Paper Corp. Tbk PT 97,300 72,299Indocement Tunggal Prakarsa Tbk PT 53,500 55,161Indofood CBP Sukses Makmur Tbk PT 114,400 77,995Indofood Sukses Makmur Tbk PT 147,500 71,942Kalbe Farma Tbk PT 855,000 90,080Perusahaan Gas Negara Tbk PT 480,500 56,678Semen Indonesia Persero Tbk PT 111,000 98,253Telekomunikasi Indonesia Persero Tbk

PT, ADR 358 8,420Telkom Indonesia Persero Tbk PT 1,600,100 377,248Unilever Indonesia Tbk PT 332,500 174,032United Tractors Tbk PT 55,279 104,770

3,603,536Ireland - 0.7%CRH PLC 27,337 1,162,542DCC PLC 3,819 270,242Experian PLC 31,530 1,197,784Flutter Entertainment PLC (A) 5,220 1,061,403James Hardie Industries PLC, CHESS

Depositary Interest (A) 15,679 464,679Kerry Group PLC, Class A (London

Stock Exchange) 5,738 827,907Kingspan Group PLC (A) 5,492 384,857Smurfit Kappa Group PLC 8,017 375,890

5,745,304Isle of Man - 0.0%Entain PLC (A) 22,751 352,887Israel - 0.4%Azrieli Group, Ltd. 1,424 90,505Bank Hapoalim BM (A) 35,772 245,691Bank Leumi Le-Israel BM 54,437 321,329Check Point Software

Technologies, Ltd. (A) 4,016 533,767CyberArk Software, Ltd. (A) 1,300 210,067Elbit Systems, Ltd. 787 103,745ICL Group, Ltd. 16,931 86,428Israel Discount Bank, Ltd., Class A 41,515 160,292Mizrahi Tefahot Bank, Ltd. 5,543 128,584Nice, Ltd. (A) 1,954 552,821Teva Pharmaceutical

Industries, Ltd. (A)(B) 33,126 320,034Wix.com, Ltd. (A) 1,600 399,936

3,153,199Italy - 1.3%Amplifon SpA (A) 4,199 174,535Assicurazioni Generali SpA 37,206 651,413Atlantia SpA (A)(B) 19,839 358,250Davide Campari-Milano NV 19,587 224,511DiaSorin SpA 876 182,900Enel SpA 277,869 2,827,227Eni SpA (B) 89,209 931,311Ferrari NV 4,317 1,001,286FinecoBank Banca Fineco SpA (A)(B) 20,557 339,024Infrastrutture Wireless Italiane SpA (B)(C) 8,355 101,283Intesa Sanpaolo SpA (A) 577,542 1,365,139




COMMON STOCKS (continued)Italy (continued)Mediobanca Banca di Credito Finanziario

SpA (A) 22,013 $ 203,769Moncler SpA (A) 6,366 391,383Nexi SpA (A)(C) 10,927 217,436Poste Italiane SpA (C) 21,903 224,039Prysmian SpA 8,366 297,766Recordati Industria Chimica e

Farmaceutica SpA 4,564 253,797Snam SpA 68,005 384,062Telecom Italia SpA 387,741 179,969Telecom Italia SpA, Savings Shares 233,394 121,613Terna Rete Elettrica Nazionale SpA 47,449 364,604UniCredit SpA (A) 71,677 671,566

11,466,883Japan - 15.9%ABC-Mart, Inc. 1,400 77,843Acom Company, Ltd. 18,200 77,710Advantest Corp. 6,700 501,842Aeon Company, Ltd. 22,700 744,704Aeon Mall Company, Ltd. 3,300 54,502AGC, Inc. 6,500 227,299Air Water, Inc. 5,000 88,966Aisin Seiki Company, Ltd. 6,200 185,933Ajinomoto Company, Inc. 16,300 369,354Alfresa Holdings Corp. 6,700 122,806Amada Company, Ltd. 12,000 132,050ANA Holdings, Inc. (A) 4,100 90,592Asahi Group Holdings, Ltd. 13,400 551,842Asahi Intecc Company, Ltd. 7,000 255,677Asahi Kasei Corp. 43,300 443,831Astellas Pharma, Inc. 64,600 1,000,251Azbil Corp. 4,200 229,749Bandai Namco Holdings, Inc. 6,899 597,459Bridgestone Corp. 18,700 613,283Brother Industries, Ltd. 8,700 179,598Calbee, Inc. 2,900 87,419Canon, Inc. (B) 33,800 654,792Capcom Company, Ltd. 3,000 194,558Casio Computer Company, Ltd. 6,700 122,613Central Japan Railway Company 5,100 721,157Chubu Electric Power Company, Inc. 22,000 265,496Chugai Pharmaceutical Company, Ltd. 23,300 1,243,175Coca-Cola Bottlers Japan Holdings, Inc. 4,700 73,415Concordia Financial Group, Ltd. 39,100 137,928Cosmos Pharmaceutical Corp. 300 48,443CyberAgent, Inc. 3,600 248,345Dai Nippon Printing Company, Ltd. 8,400 151,096Daifuku Company, Ltd. 3,500 433,110Dai-ichi Life Holdings, Inc. 37,400 563,446Daiichi Sankyo Company, Ltd. 57,500 1,970,536Daikin Industries, Ltd. 8,400 1,868,724Daito Trust Construction Company, Ltd. 2,300 214,946Daiwa House Industry Company, Ltd. 19,700 585,734Daiwa House REIT Investment Corp. 78 192,962Daiwa Securities Group, Inc. 54,400 247,783Denso Corp. 15,000 892,812Dentsu Group, Inc. 7,500 223,214Disco Corp. 1,000 337,033East Japan Railway Company 10,400 693,840Eisai Company, Ltd. 8,800 629,316ENEOS Holdings, Inc. 109,211 392,253FANUC Corp. 6,500 1,604,519Fast Retailing Company, Ltd. 2,000 1,793,360Fuji Electric Company, Ltd. 4,600 166,042FUJIFILM Holdings Corp. 12,500 659,400


COMMON STOCKS (continued)Japan (continued)Fujitsu, Ltd. 6,800 $ 982,841Fukuoka Financial Group, Inc. 5,800 103,385GLP J-REIT 127 200,408GMO Payment Gateway, Inc. 1,500 201,575Hakuhodo DY Holdings, Inc. 9,300 127,790Hamamatsu Photonics KK 4,800 274,626Hankyu Hanshin Holdings, Inc. 8,400 279,402Harmonic Drive Systems, Inc. 1,300 116,333Hikari Tsushin, Inc. 800 187,707Hino Motors, Ltd. 10,000 85,368Hirose Electric Company, Ltd. 1,223 185,616Hisamitsu Pharmaceutical Company, Inc. 2,000 118,882Hitachi Construction Machinery

Company, Ltd. 4,100 116,577Hitachi Metals, Ltd. 7,400 112,509Hitachi, Ltd. 32,700 1,290,647Honda Motor Company, Ltd. 55,100 1,554,718Hoshizaki Corp. 1,900 174,466Hoya Corp. 12,700 1,758,884Hulic Company, Ltd. (B) 10,700 117,702Ibiden Company, Ltd. 3,600 168,290Idemitsu Kosan Company, Ltd. 7,206 158,654Iida Group Holdings Company, Ltd. 5,000 101,091Inpex Corp. 36,700 197,898Isuzu Motors, Ltd. 19,000 180,873Ito En, Ltd. 1,900 120,312ITOCHU Corp. 46,500 1,337,345Itochu Techno-Solutions Corp. 3,400 121,407Japan Airlines Company, Ltd. (A) 4,000 77,137Japan Airport Terminal Company, Ltd. 1,500 91,030Japan Exchange Group, Inc. 18,100 462,488Japan Post Bank Company, Ltd. 14,000 115,075Japan Post Holdings Company, Ltd. 54,300 422,950Japan Post Insurance Company, Ltd. 8,300 170,184Japan Real Estate Investment Corp. 47 271,582Japan Retail Fund Investment Corp. 93 169,255Japan Tobacco, Inc. 40,500 825,680JFE Holdings, Inc. (A) 18,300 175,704JSR Corp. 6,500 181,237Kajima Corp. 16,500 221,348Kakaku.com, Inc. 5,000 136,867Kansai Paint Company, Ltd. 7,000 215,778Kao Corp. 16,300 1,259,276KDDI Corp. 54,500 1,615,939Keihan Holdings Company, Ltd. 3,400 163,007Keikyu Corp. 8,900 152,685Keio Corp. 3,700 287,065Keisei Electric Railway Company, Ltd. 4,800 162,480Keyence Corp. 6,196 3,485,356Kikkoman Corp. 5,200 361,904Kintetsu Group Holdings Company, Ltd. 6,200 271,717Kirin Holdings Company, Ltd. (B) 27,800 656,441Kobayashi Pharmaceutical Company, Ltd. 1,800 220,007Kobe Bussan Company, Ltd. 4,200 129,045Koei Tecmo Holdings Company, Ltd. 1,500 91,573Koito Manufacturing Company, Ltd. 4,000 272,224Komatsu, Ltd. 30,600 844,508Konami Holdings Corp. 3,700 208,185Kose Corp. 1,200 205,056Kubota Corp. 35,000 764,667Kuraray Company, Ltd. 11,000 117,119Kurita Water Industries, Ltd. 3,500 133,786Kyocera Corp. 10,800 662,887Kyowa Kirin Company, Ltd. 9,473 258,689Kyushu Electric Power Company, Inc. 13,100 113,012




COMMON STOCKS (continued)Japan (continued)Kyushu Railway Company 5,700 $ 122,966Lasertec Corp. 2,600 305,170Lawson, Inc. 1,900 88,418Lion Corp. 8,000 193,798Lixil Corp. 9,000 195,180M3, Inc. 14,900 1,407,563Makita Corp. 7,800 391,226Marubeni Corp. 57,400 382,422Marui Group Company, Ltd. 7,600 133,836Mazda Motor Corp. 20,300 135,886McDonald’s Holdings Company

Japan, Ltd. (B) 2,600 125,999Medipal Holdings Corp. 6,090 114,524MEIJI Holdings Company, Ltd. 4,100 288,557Mercari, Inc. (A) 3,000 132,986MINEBEA MITSUMI, Inc. 12,500 248,685MISUMI Group, Inc. 9,800 321,708Mitsubishi Chemical Holdings Corp. 46,900 284,136Mitsubishi Corp. 46,400 1,143,845Mitsubishi Electric Corp. 63,000 952,160Mitsubishi Estate Company, Ltd. 41,300 663,808Mitsubishi Gas Chemical Company, Inc. 5,814 133,695Mitsubishi Heavy Industries, Ltd. 11,700 358,325Mitsubishi UFJ Financial Group, Inc. 412,200 1,825,065Mitsubishi UFJ Lease & Finance

Company, Ltd. 17,600 84,513Mitsui & Company, Ltd. 56,600 1,037,721Mitsui Chemicals, Inc. 6,800 199,752Mitsui Fudosan Company, Ltd. 31,400 657,502Miura Company, Ltd. 3,100 173,067Mizuho Financial Group, Inc. 83,210 1,056,117MonotaRO Company, Ltd. 4,500 228,550MS&AD Insurance Group Holdings, Inc. 15,500 471,588Murata Manufacturing Company, Ltd. 19,400 1,756,273Nabtesco Corp. 3,900 171,182Nagoya Railroad Company, Ltd. 6,700 176,785NEC Corp. 8,800 472,645Nexon Company, Ltd. 16,800 518,362NGK Insulators, Ltd. 9,000 139,066NGK Spark Plug Company, Ltd. 6,300 107,585NH Foods, Ltd. 3,119 137,375Nidec Corp. 15,100 1,910,270Nihon M&A Center, Inc. 5,200 347,741Nintendo Company, Ltd. 3,800 2,439,377Nippon Building Fund, Inc. 48 278,386Nippon Express Company, Ltd. 2,500 168,167Nippon Paint Holdings Company, Ltd. 4,900 538,424Nippon Prologis REIT, Inc. 66 206,188Nippon Sanso Holdings Corp. 4,600 85,567Nippon Shinyaku Company, Ltd. 1,700 111,588Nippon Steel Corp. (A) 27,900 359,831Nippon Telegraph & Telephone Corp. 44,400 1,139,260Nippon Yusen KK 5,500 128,319Nissan Chemical Corp. 4,600 288,441Nissan Motor Company, Ltd. (A) 85,000 460,735Nisshin Seifun Group, Inc. 7,400 117,880Nissin Foods Holdings Company, Ltd. 2,200 188,574Nitori Holdings Company, Ltd. 2,800 585,484Nitto Denko Corp. 5,400 483,732Nomura Holdings, Inc. 109,800 580,520Nomura Real Estate Holdings, Inc. 4,500 99,781Nomura Real Estate Master Fund, Inc. 151 216,088Nomura Research Institute, Ltd. 11,146 398,732NSK, Ltd. 13,215 115,005NTT Data Corp. 22,500 307,987


COMMON STOCKS (continued)Japan (continued)Obayashi Corp. 22,500 $ 194,278Obic Company, Ltd. 2,200 442,151Odakyu Electric Railway Company, Ltd. 10,900 342,349Oji Holdings Corp. 30,000 170,793Olympus Corp. 40,700 891,082Omron Corp. 6,600 589,191Ono Pharmaceutical Company, Ltd. 12,500 376,685Oracle Corp. Japan 1,500 195,532Oriental Land Company, Ltd. 6,900 1,140,096ORIX Corp. 45,600 701,516Orix JREIT, Inc. 97 160,470Osaka Gas Company, Ltd. 13,800 282,867Otsuka Corp. 3,800 200,439Otsuka Holdings Company, Ltd. 13,600 582,711Pan Pacific International Holdings Corp. 15,000 346,556Panasonic Corp. 77,100 898,773PeptiDream, Inc. (A) 3,300 167,861Persol Holdings Company, Ltd. 6,200 112,014Pigeon Corp. (B) 4,100 169,218Pola Orbis Holdings, Inc. (B) 3,200 64,981Rakuten, Inc. 29,700 285,798Recruit Holdings Company, Ltd. 43,000 1,806,127Renesas Electronics Corp. (A) 26,200 274,235Resona Holdings, Inc. 78,000 273,060Ricoh Company, Ltd. 24,000 157,821Rinnai Corp. 1,200 139,491Rohm Company, Ltd. 3,000 290,822Ryohin Keikaku Company, Ltd. 9,000 184,181Santen Pharmaceutical Company, Ltd. 12,500 203,016SBI Holdings, Inc. 8,213 195,380SCSK Corp. 1,800 102,934Secom Company, Ltd. 7,300 673,438Sega Sammy Holdings, Inc. 6,900 108,923Seibu Holdings, Inc. 7,100 69,647Seiko Epson Corp. 9,600 142,657Sekisui Chemical Company, Ltd. 13,400 254,082Sekisui House, Ltd. 21,400 435,957Seven & i Holdings Company, Ltd. 26,000 920,675SG Holdings Company, Ltd. 10,200 278,116Sharp Corp. 7,400 112,439Shimadzu Corp. 8,000 310,960Shimamura Company, Ltd. 700 73,552Shimano, Inc. 2,600 608,605Shimizu Corp. 21,600 157,233Shin-Etsu Chemical Company, Ltd. 11,900 2,088,639Shinsei Bank, Ltd. 6,900 85,242Shionogi & Company, Ltd. 9,200 502,978Shiseido Company, Ltd. (B) 13,500 934,527SMC Corp. 1,900 1,160,401Softbank Corp. 97,600 1,225,075SoftBank Group Corp. 52,900 4,106,896Sohgo Security Services Company, Ltd. 2,900 150,438Sompo Holdings, Inc. 11,600 470,297Sony Corp. 42,500 4,282,644Square Enix Holdings Company, Ltd. 3,400 206,144Stanley Electric Company, Ltd. 5,300 170,975Subaru Corp. 21,200 424,189SUMCO Corp. 8,200 180,058Sumitomo Chemical Company, Ltd. 56,000 225,724Sumitomo Corp. 41,300 547,347Sumitomo Dainippon Pharma

Company, Ltd. 5,300 78,331Sumitomo Electric Industries, Ltd. 26,200 347,171Sumitomo Metal Mining Company, Ltd. 8,500 378,089Sumitomo Mitsui Financial Group, Inc. 44,100 1,367,019




COMMON STOCKS (continued)Japan (continued)Sumitomo Mitsui Trust Holdings, Inc. 11,000 $ 339,402Sumitomo Realty & Development

Company, Ltd. 10,700 330,339Sundrug Company, Ltd. 2,400 95,921Suntory Beverage & Food, Ltd. (B) 5,000 177,097Suzuken Company, Ltd. 2,640 95,499Suzuki Motor Corp. 12,800 593,351Sysmex Corp. 5,800 697,894T&D Holdings, Inc. 19,900 235,394Taiheiyo Cement Corp. 4,200 105,206Taisei Corp. 6,600 227,690Taisho Pharmaceutical Holdings

Company, Ltd. 1,200 80,918Takeda Pharmaceutical Company, Ltd. 53,876 1,949,739TDK Corp. 4,500 678,976Teijin, Ltd. 6,400 120,436Terumo Corp. 22,300 933,172The Bank of Kyoto, Ltd. 1,900 99,063The Chiba Bank, Ltd. 21,600 119,195The Chugoku Electric Power

Company, Inc. 10,000 117,355The Kansai Electric Power Company, Inc. 24,300 229,831The Shizuoka Bank, Ltd. 17,000 124,785THK Company, Ltd. 4,200 135,832TIS, Inc. 7,800 159,896Tobu Railway Company, Ltd. 6,800 202,750Toho Company, Ltd. 4,067 171,541Toho Gas Company, Ltd. 2,800 185,501Tohoku Electric Power Company, Inc. 16,600 137,003Tokio Marine Holdings, Inc. 21,900 1,128,322Tokyo Century Corp. 1,500 119,038Tokyo Electric Power Company

Holdings, Inc. (A) 50,400 133,126Tokyo Electron, Ltd. 5,000 1,867,814Tokyo Gas Company, Ltd. 13,900 321,718Tokyu Corp. 17,900 222,406Tokyu Fudosan Holdings Corp. 19,400 103,627Toppan Printing Company, Ltd. 10,300 145,452Toray Industries, Inc. 50,800 301,315Toshiba Corp. 13,400 375,313Tosoh Corp. 9,300 145,305TOTO, Ltd. 4,800 288,905Toyo Suisan Kaisha, Ltd. 3,100 150,868Toyoda Gosei Company, Ltd. 2,466 71,549Toyota Industries Corp. 5,200 413,146Toyota Motor Corp. 71,480 5,516,120Toyota Tsusho Corp. 7,900 319,686Trend Micro, Inc. (B) 4,600 264,836Tsuruha Holdings, Inc. 1,300 184,865Unicharm Corp. 14,000 663,964United Urban Investment Corp. 114 141,134USS Company, Ltd. 7,770 157,117Welcia Holdings Company, Ltd. 3,400 128,256West Japan Railway Company 6,000 314,161Yakult Honsha Company, Ltd. 4,243 213,983Yamada Holdings Company, Ltd. 22,400 119,012Yamaha Corp. 4,700 276,944Yamaha Motor Company, Ltd. 10,100 206,151Yamato Holdings Company, Ltd. 11,000 280,860Yamazaki Baking Company, Ltd. (B) 4,000 66,806Yaskawa Electric Corp. 8,300 413,800Yokogawa Electric Corp. 7,886 157,288Z Holdings Corp. 94,400 571,237ZOZO, Inc. 2,800 68,976

138,422,907


COMMON STOCKS (continued)Jordan - 0.0%Hikma Pharmaceuticals PLC 5,062 $ 173,984Luxembourg - 0.2%ArcelorMittal SA (A) 24,275 555,165Aroundtown SA 37,519 279,738Eurofins Scientific SE (A) 4,300 362,686Reinet Investments SCA 5,229 98,051SES SA 14,498 136,066Tenaris SA (B) 16,418 133,046

1,564,752Macau - 0.1%Sands China, Ltd. 89,600 391,319Wynn Macau, Ltd. (A) 61,415 103,328

494,647Malaysia - 0.5%AMMB Holdings BHD 59,087 53,698Axiata Group BHD 101,690 94,635CIMB Group Holdings BHD 188,437 201,752Dialog Group BHD 166,000 142,538DiGi.Com BHD 110,800 114,113Gamuda BHD 73,538 71,279Genting BHD 72,900 80,972Genting Malaysia BHD 105,700 70,866Genting Plantations BHD 15,000 36,767HAP Seng Consolidated BHD 30,200 64,629Hartalega Holdings BHD 60,200 182,210Hong Leong Bank BHD 23,269 105,398Hong Leong Financial Group BHD 6,104 27,465IHH Healthcare BHD 108,100 148,008IOI Corp. BHD 114,466 124,374Kuala Lumpur Kepong BHD 17,415 102,581Malayan Banking BHD 122,385 257,644Malaysia Airports Holdings BHD 34,427 50,763Maxis BHD 67,200 84,434MISC BHD 26,280 44,955Nestle Malaysia BHD 2,800 96,810Petronas Chemicals Group BHD 99,800 184,837Petronas Dagangan BHD 12,200 64,996Petronas Gas BHD 21,200 90,614PPB Group BHD 21,240 97,844Press Metal Aluminium Holdings BHD 60,400 126,188Public Bank BHD 97,378 499,315RHB Bank BHD 29,167 39,580Sime Darby BHD 108,224 62,292Sime Darby Plantation BHD 108,224 134,521Supermax Corp. BHD (A) 53,154 79,857Telekom Malaysia BHD 42,705 57,509Tenaga Nasional BHD 101,250 262,649Top Glove Corp. BHD 164,400 251,189

4,107,282Mexico - 0.5%Alfa SAB de CV, Class A 108,680 78,208America Movil SAB de CV, Series L (B) 1,171,132 852,770Arca Continental SAB de CV 16,000 76,512Cemex SAB de CV, Series CPO (A) 521,849 269,847Coca-Cola Femsa SAB de CV 15,212 70,061Controladora Nemak SAB de CV (A) 56,480 7,493Fibra Uno Administracion SA de CV (B) 90,200 102,033Fomento Economico Mexicano SAB de

CV (B) 66,720 506,045Fresnillo PLC 6,213 95,964Gruma SAB de CV, Class B 7,685 91,593Grupo Aeroportuario del Pacifico SAB de

CV, B Shares (A) 9,700 108,214




COMMON STOCKS (continued)Mexico (continued)Grupo Aeroportuario del Sureste SAB de

CV, B Shares (A)(B) 5,780 $ 95,791Grupo Bimbo SAB de CV, Series A (B) 58,984 127,901Grupo Carso SAB de CV, Series A1 (A)(B) 9,477 31,408Grupo Financiero Banorte SAB de CV,

Series O (A) 92,962 512,238Grupo Financiero Inbursa SAB de CV,

Series O (A) 86,738 87,263Grupo Mexico SAB de CV, Series B 115,366 489,245Grupo Televisa SAB, Series CPO (A) 87,126 142,820Industrias Penoles SAB de CV (A) 4,883 83,013Infraestructura Energetica Nova SAB de

CV (A) 18,000 70,600Kimberly-Clark de Mexico SAB de CV,

Class A 43,778 74,732Orbia Advance Corp. SAB de CV (B) 37,631 88,482Promotora y Operadora de Infraestructura

SAB de CV 5,800 51,426Wal-Mart de Mexico SAB de CV 186,488 523,866

4,637,525Netherlands - 3.0%ABN AMRO Bank NV (C) 15,368 150,589Adyen NV (A)(C) 629 1,461,499Aegon NV 75,157 299,790Akzo Nobel NV 6,507 698,422Altice Europe NV (A)(B) 24,935 161,496Argenx SE (A) 1,553 457,637ASML Holding NV 14,355 6,950,322EXOR NV 3,992 324,257Heineken Holding NV 4,217 395,689Heineken NV 9,090 1,011,798ING Groep NV (A) 127,050 1,181,284JDE Peet’s NV (A) 2,528 114,670Just Eat Takeaway.com NV (A)(B)(C) 4,000 451,009Koninklijke Ahold Delhaize NV 37,121 1,047,227Koninklijke DSM NV 6,138 1,055,553Koninklijke KPN NV 120,476 366,160Koninklijke Philips NV (A) 29,320 1,579,387Koninklijke Vopak NV 2,830 148,459NN Group NV 9,891 427,588Prosus NV (A) 15,743 1,699,898QIAGEN NV (A)(B) 8,350 432,959Randstad NV (A) 4,395 284,499Royal Dutch Shell PLC, A Shares 138,310 2,425,463Royal Dutch Shell PLC, B Shares 128,654 2,180,524Wolters Kluwer NV 9,207 775,920

26,082,099New Zealand - 0.2%a2 Milk Company, Ltd. (A) 26,028 226,379Auckland International Airport, Ltd. (A) 36,599 200,146Fisher & Paykel Healthcare Corp., Ltd. 19,921 473,100Mercury NZ, Ltd. 22,971 108,106Meridian Energy, Ltd. 43,320 232,006Ryman Healthcare, Ltd. 12,940 141,966Spark New Zealand, Ltd. 65,374 221,436Xero, Ltd. (A) 4,095 464,780

2,067,919Norway - 0.4%Adevinta ASA (A) 8,335 140,112DNB ASA 35,015 686,140Equinor ASA 35,722 602,862Gjensidige Forsikring ASA 6,934 154,762Mowi ASA 14,928 333,300Norsk Hydro ASA 48,185 224,257


COMMON STOCKS (continued)Norway (continued)Orkla ASA 29,206 $ 296,512Schibsted ASA, B Shares (A) 3,512 130,367Schibsted ASA, Class A (A) 2,550 108,681Telenor ASA 26,898 456,587Yara International ASA 6,981 289,611

3,423,191Peru - 0.1%Cia de Minas Buenaventura SAA,

ADR (A) 8,064 98,300Credicorp, Ltd. 2,434 399,225Southern Copper Corp. 2,874 187,155

684,680Philippines - 0.2%Aboitiz Equity Ventures, Inc. 85,070 83,633Aboitiz Power Corp. 72,200 39,975Ayala Corp. 8,920 153,479Ayala Land, Inc. 253,800 216,264Bank of the Philippine Islands 34,118 57,737BDO Unibank, Inc. 77,140 171,749Globe Telecom, Inc. 970 41,047GT Capital Holdings, Inc. 3,464 42,212International Container Terminal

Services, Inc. 33,760 86,831JG Summit Holdings, Inc. 89,355 133,417Jollibee Foods Corp. 18,900 76,893Manila Electric Company 8,090 49,244Megaworld Corp. 564,000 47,902Metro Pacific Investments Corp. 509,100 45,446Metropolitan Bank & Trust Company 65,642 67,063PLDT, Inc. 3,730 104,150SM Investments Corp. 8,302 181,445SM Prime Holdings, Inc. 311,044 249,406Universal Robina Corp. 30,280 96,104

1,943,997Poland - 0.2%Allegro.eu SA (A)(C) 8,627 195,601Bank Polska Kasa Opieki SA (A) 5,522 90,701CD Projekt SA (A)(B) 2,349 173,216Cyfrowy Polsat SA 6,360 51,855Dino Polska SA (A)(C) 1,719 133,315KGHM Polska Miedz SA (A) 5,681 279,849LPP SA (A) 42 93,501Orange Polska SA (A) 26,179 46,407PGE Polska Grupa Energetyczna SA (A) 26,654 46,581Polski Koncern Naftowy ORLEN SA 11,432 176,983Polskie Gornictwo Naftowe i

Gazownictwo SA 62,946 93,991Powszechna Kasa Oszczednosci Bank

Polski SA (A) 32,873 253,760Powszechny Zaklad Ubezpieczen SA (A) 23,000 199,819Santander Bank Polska SA (A) 1,219 60,632

1,896,211Portugal - 0.1%EDP - Energias de Portugal SA 91,820 576,305Galp Energia SGPS SA 18,673 197,865Jeronimo Martins SGPS SA 7,332 123,248

897,418Romania - 0.0%NEPI Rockcastle PLC 15,018 94,981Russia - 0.8%Gazprom PJSC, ADR 251,662 1,409,307Gazprom PJSC, ADR 3,680 20,546LUKOIL PJSC, ADR 23,756 1,623,960




COMMON STOCKS (continued)Russia (continued)MMC Norilsk Nickel PJSC, ADR 39,185 $ 1,233,544Mobile TeleSystems PJSC, ADR 20,264 181,363Novatek PJSC, GDR 3,057 497,825Rosneft Oil Company PJSC, GDR 9,131 51,486Rosneft Oil Company PJSC, GDR 30,000 169,159Sberbank of Russia PJSC, ADR 40,000 580,000Sberbank of Russia PJSC, ADR (London

Stock Exchange) 34,900 520,493Severstal PAO, GDR 4,250 74,697Surgutneftegas PJSC, ADR 22,274 122,676Surgutneftegas PJSC, ADR (London

Stock Exchange) 23,070 106,572Tatneft PJSC, ADR 7,986 323,433VTB Bank PJSC, GDR 50,760 48,431

6,963,492Saudi Arabia - 0.7%Advanced Petrochemical Company 3,771 67,383Al Rajhi Bank 43,550 854,815Alinma Bank (A) 34,699 149,620Almarai Company JSC 8,852 129,706Arab National Bank 21,244 113,899Bank AlBilad 13,065 98,766Bank Al-Jazira 14,284 51,997Banque Saudi Fransi 19,205 161,856Bupa Arabia for Cooperative Insurance

Company (A) 981 31,887Dar Al Arkan Real Estate Development

Company (A) 18,814 43,331Emaar Economic City (A) 13,598 33,373Etihad Etisalat Company (A) 13,413 102,415Jarir Marketing Company 2,090 96,627National Commercial Bank 42,661 492,902National Industrialization Company (A) 11,652 42,519Rabigh Refining & Petrochemical

Company (A) 7,786 28,699Riyad Bank 42,488 228,917Sahara International

Petrochemical Company 12,775 58,989Samba Financial Group 34,840 283,813Saudi Airlines Catering Company 1,428 29,352Saudi Arabian Fertilizer Company 5,901 126,810Saudi Arabian Mining Company (A) 15,250 164,778Saudi Arabian Oil Company (C) 76,487 713,802Saudi Basic Industries Corp. 26,663 721,018Saudi Cement Company 2,665 43,633Saudi Electricity Company 29,505 167,634Saudi Industrial Investment Group 7,839 57,293Saudi Kayan Petrochemical Company (A) 26,130 99,700Saudi Telecom Company 20,888 590,508The Company for Cooperative

Insurance (A) 2,178 46,265The Saudi British Bank 25,464 167,678The Savola Group 9,302 105,435Yanbu National Petrochemical Company 7,999 136,229

6,241,649Singapore - 0.7%Ascendas Real Estate Investment Trust 117,802 265,933BOC Aviation, Ltd. (C) 7,400 64,051CapitaLand Integrated Commercial Trust 150,007 245,326CapitaLand, Ltd. 93,902 232,996City Developments, Ltd. 16,600 100,067DBS Group Holdings, Ltd. 61,000 1,155,995Genting Singapore, Ltd. 226,200 145,682Keppel Corp., Ltd. 55,069 224,262Mapletree Commercial Trust 74,500 120,092


COMMON STOCKS (continued)Singapore (continued)Mapletree Logistics Trust 94,359 $ 143,611Oversea-Chinese Banking Corp., Ltd. 111,516 849,807Singapore Airlines, Ltd. (A) 57,850 187,707Singapore Exchange, Ltd. 28,000 196,672Singapore Technologies Engineering, Ltd. 54,000 156,280Singapore Telecommunications, Ltd. 294,940 515,007Suntec Real Estate Investment Trust 103,300 116,503United Overseas Bank, Ltd. 40,908 697,253UOL Group, Ltd. 20,239 118,015Venture Corp., Ltd. 9,700 142,627Wilmar International, Ltd. 72,000 253,500

5,931,386South Africa - 1.1%Absa Group, Ltd. 25,092 205,131Anglo American Platinum, Ltd. 1,548 152,326AngloGold Ashanti, Ltd. 14,430 332,589Aspen Pharmacare Holdings, Ltd. (A) 14,246 121,813Bid Corp., Ltd. 11,078 199,077Capitec Bank Holdings, Ltd. (A) 1,928 188,549Clicks Group, Ltd. 9,143 157,028Discovery, Ltd. 16,606 173,603Exxaro Resources, Ltd. 8,997 85,367FirstRand, Ltd. 178,134 620,692Gold Fields, Ltd. 29,492 273,777Growthpoint Properties, Ltd. 109,582 93,872Harmony Gold Mining Company, Ltd. (A) 18,873 90,207Impala Platinum Holdings, Ltd. 29,527 406,413Kumba Iron Ore, Ltd. 2,928 124,556Mr. Price Group, Ltd. 8,969 104,086MTN Group, Ltd. 59,164 244,180MultiChoice Group 15,717 143,470Naspers, Ltd., N Shares 14,944 3,060,153Nedbank Group, Ltd. 13,031 115,077Northam Platinum, Ltd. (A) 12,034 172,149Old Mutual, Ltd. (B) 182,601 147,940Rand Merchant Investment Holdings, Ltd. 32,688 71,188Remgro, Ltd. 20,519 134,790Sanlam, Ltd. 63,976 255,352Sasol, Ltd. (A) 19,396 176,409Shoprite Holdings, Ltd. 16,492 156,845Sibanye Stillwater, Ltd. 83,867 338,010Standard Bank Group, Ltd. 46,838 405,662The Bidvest Group, Ltd. 11,166 119,558The SPAR Group, Ltd. 5,706 73,475Tiger Brands, Ltd. 6,286 89,357Vodacom Group, Ltd. 19,298 162,992Woolworths Holdings, Ltd. 33,746 90,862

9,286,555South Korea - 3.8%Alteogen, Inc. (A) 633 104,893Amorepacific Corp. (A) 1,100 208,869AMOREPACIFIC Group (A) 770 38,960BGF retail Company, Ltd. (A) 279 34,853Celltrion Healthcare Company, Ltd. (A) 1,543 232,060Celltrion Pharm, Inc. (A) 554 121,850Celltrion, Inc. (A) 3,255 1,077,338Cheil Worldwide, Inc. (A) 1,346 25,573CJ CheilJedang Corp. (A) 285 100,098CJ Corp. (A) 456 38,711CJ ENM Company, Ltd. (A) 398 51,254CJ Logistics Corp. (A) 312 47,591Coway Company, Ltd. (A) 1,652 110,709DB Insurance Company, Ltd. (A) 1,810 72,944Doosan Bobcat, Inc. (A) 1,853 50,736




COMMON STOCKS (continued)South Korea (continued)Doosan Heavy Industries & Construction

Company, Ltd. (A) 6,498 $ 81,113E-MART, Inc. (A) 672 93,839Fila Holdings Corp. (A) 1,753 70,695GS Engineering & Construction Corp. (A) 1,468 51,162GS Holdings Corp. (A) 1,749 60,514GS Retail Company, Ltd. (A) 966 30,673Hana Financial Group, Inc. 10,276 327,304Hankook Tire & Technology

Company, Ltd. (A) 2,560 93,005Hanmi Pharm Company, Ltd. (A) 232 78,242Hanon Systems 4,656 69,707Hanwha Corp. (A) 1,420 37,084Hanwha Solutions Corp. (A) 3,579 158,220HLB, Inc. (A) 1,351 115,213Hotel Shilla Company, Ltd. (A) 1,060 80,417Hyundai Engineering & Construction

Company, Ltd. (A) 2,649 91,472Hyundai Glovis Company, Ltd. (A) 539 91,459Hyundai Heavy Industries Holdings

Company, Ltd. (A) 311 81,315Hyundai Marine & Fire Insurance

Company, Ltd. (A) 2,142 44,911Hyundai Mobis Company, Ltd. (A) 2,277 535,929Hyundai Motor Company 5,051 895,305Hyundai Steel Company (A) 2,875 105,076Industrial Bank of Korea 9,029 73,628Kakao Corp. 1,792 643,006Kangwon Land, Inc. (A) 3,612 78,264KB Financial Group, Inc. 13,089 519,856KB Financial Group, Inc., ADR 430 17,028Kia Motors Corp. (A) 8,934 514,748Korea Aerospace Industries, Ltd. (A) 1,710 40,673Korea Electric Power Corp. 6,370 160,780Korea Electric Power Corp., ADR 4,277 52,479Korea Gas Corp. (A) 1,166 33,217Korea Investment Holdings

Company, Ltd. (A) 1,170 85,256Korea Shipbuilding & Offshore

Engineering Company, Ltd. (A) 1,332 133,402Korea Zinc Company, Ltd. (A) 293 108,504Korean Air Lines Company, Ltd. (A) 2,241 56,248KT&G Corp. 4,020 307,794Kumho Petrochemical Company, Ltd. (A) 614 82,148LG Chem, Ltd. (A) 1,550 1,178,646LG Corp. (A) 3,205 258,621LG Display Company, Ltd. 6,751 115,396LG Display Company, Ltd., ADR 2,417 20,399LG Electronics, Inc. 3,460 430,845LG Household & Health Care, Ltd. (A) 316 471,638LG Innotek Company, Ltd. (A) 505 85,062LG Uplus Corp. (A) 3,050 33,026Lotte Chemical Corp. (A) 562 143,098Lotte Corp. (A) 819 26,643Lotte Shopping Company, Ltd. (A) 366 34,615Meritz Securities Company, Ltd. (A) 10,983 37,133Mirae Asset Daewoo Company, Ltd. (A) 10,204 88,851NAVER Corp. (A) 4,160 1,121,408NCSoft Corp. (A) 565 485,081Netmarble Corp. (A)(C) 739 89,591NH Investment & Securities

Company, Ltd. (A) 3,944 41,101Orion Corp. (A) 817 93,304Ottogi Corp. (A) 43 22,866Pan Ocean Company, Ltd. (A) 9,148 42,337


COMMON STOCKS (continued)South Korea (continued)Pearl Abyss Corp. (A) 204 $ 48,916POSCO 2,503 625,448POSCO Chemical Company, Ltd. 847 81,329S-1 Corp. (A) 608 47,607Samsung Biologics Company, Ltd. (A)(C) 550 418,753Samsung C&T Corp. (A) 2,732 347,768Samsung Card Company, Ltd. (A) 998 29,867Samsung Electro-Mechanics

Company, Ltd. (A) 1,863 305,948Samsung Electronics Company, Ltd. 161,060 12,027,239Samsung Engineering Company, Ltd. (A) 5,618 68,689Samsung Fire & Marine

Insurance Company, Ltd. (A) 1,040 179,658Samsung Heavy Industries

Company, Ltd. (A) 15,521 100,816Samsung Life Insurance

Company, Ltd. (A) 2,349 171,410Samsung SDI Company, Ltd. 1,858 1,076,800Samsung SDS Company, Ltd. (A) 1,176 193,562Samsung Securities Company, Ltd. (A) 2,224 82,976Seegene, Inc. 638 113,543Shin Poong Pharmaceutical

Company, Ltd. (A) 983 112,226Shinhan Financial Group Company, Ltd. 14,823 439,844Shinhan Financial Group

Company, Ltd., ADR 350 10,416Shinsegae, Inc. (A) 197 43,512Sk Biopharmaceuticals Company Ltd. (A) 528 82,309SK Chemicals Company, Ltd. (A) 257 93,145SK Holdings Company, Ltd. 1,160 257,357SK Hynix, Inc. 18,439 2,014,064SK Innovation Company, Ltd. (A) 1,818 318,878SK Telecom Company, Ltd. 1,334 293,167S-Oil Corp. (A) 1,541 98,248Woori Financial Group, Inc. 16,990 152,437Yuhan Corp. (A) 1,754 121,418

33,193,136Spain - 1.6%ACS Actividades de Construccion y

Servicios SA 10,443 346,947Aena SME SA (A)(C) 2,276 395,679Amadeus IT Group SA 15,014 1,108,286Banco Bilbao Vizcaya Argentaria SA 228,360 1,131,884Banco Santander SA (A) 555,964 1,733,674Banco Santander SA (Mexican Stock

Exchange) (A)(B) 21,905 64,682Banco Santander SA, Interim Shares (A) 25,124 78,346CaixaBank SA 144,982 372,642Cellnex Telecom SA (A)(C) 11,283 677,574Enagas SA 7,812 171,861Endesa SA 12,378 339,513Ferrovial SA 16,646 460,267Grifols SA (B) 10,824 316,021Iberdrola SA 206,797 2,971,716Industria de Diseno Textil SA 37,975 1,205,313Naturgy Energy Group SA 12,174 283,094Red Electrica Corp. SA 15,612 320,529Repsol SA 52,171 525,574Siemens Gamesa Renewable Energy SA 9,848 399,889Telefonica SA 180,178 716,677

13,620,168Sweden - 2.1%Alfa Laval AB (A) 11,168 308,421Assa Abloy AB, B Shares 35,582 879,303Atlas Copco AB, A Shares 23,839 1,225,239




COMMON STOCKS (continued)Sweden (continued)Atlas Copco AB, B Shares 13,853 $ 621,826Boliden AB 10,826 384,078Electrolux AB, Series B 9,396 218,616Epiroc AB, A Shares 24,463 444,609Epiroc AB, B Shares 13,732 231,820EQT AB (B) 8,294 210,532Essity AB, B Shares 21,531 693,711Evolution Gaming Group AB (B)(C) 4,426 444,966Fastighets AB Balder, B Shares (A) 3,415 178,312Hennes & Mauritz AB, B Shares (A)(B) 28,520 598,694Hexagon AB, B Shares 9,339 856,219Husqvarna AB, B Shares (B) 18,793 243,894ICA Gruppen AB 3,982 199,182Industrivarden AB, A Shares (A) 3,603 120,042Industrivarden AB, C Shares (A) 6,375 206,055Investment AB Latour, B Shares 5,154 124,844Investor AB, B Shares 16,170 1,176,907Kinnevik AB, B Shares (A) 8,775 440,826L E Lundbergforetagen AB, B

Shares (A)(B) 2,546 136,590Lundin Energy AB (B) 7,867 213,217Nibe Industrier AB, B Shares 10,856 356,010Sandvik AB (A) 40,078 988,466Securitas AB, B Shares (B) 10,739 173,259Skandinaviska Enskilda Banken AB, A

Shares (A) 57,777 594,958Skanska AB, B Shares 13,244 337,511SKF AB, B Shares 14,059 365,805Svenska Cellulosa AB SCA, B Shares (A) 21,092 368,775Svenska Handelsbanken AB, A Shares (A) 55,216 556,579Swedbank AB, A Shares (A) 33,187 582,113Swedish Match AB 6,033 469,493Tele2 AB, B Shares 17,728 234,506Telefonaktiebolaget LM Ericsson, B Shares 101,477 1,207,115Telia Company AB 82,751 341,750Volvo AB, B Shares (A) 48,024 1,136,877

17,871,120Switzerland - 6.3%ABB, Ltd. 64,073 1,797,197Adecco Group AG 6,058 403,483Alcon, Inc. (A) 16,200 1,075,618Baloise Holding AG 1,882 334,379Banque Cantonale Vaudoise 1,016 110,590Barry Callebaut AG 92 219,248Chocoladefabriken Lindt & Spruengli AG 4 401,763Chocoladefabriken Lindt & Spruengli AG,

Participation Certificates 42 409,384Cie Financiere Richemont SA, A Shares 17,877 1,615,044Clariant AG 8,258 175,202Coca-Cola HBC AG (A) 8,067 261,235Credit Suisse Group AG 84,422 1,089,962EMS-Chemie Holding AG 321 308,790Geberit AG 1,249 781,838Givaudan SA 311 1,315,786Glencore PLC (A) 346,900 1,101,685Julius Baer Group, Ltd. 8,601 495,517Kuehne + Nagel International AG 2,065 468,587LafargeHolcim, Ltd. (A) 10,906 598,606LafargeHolcim, Ltd. (Euronext Paris

Exchange) (A) 6,750 366,268Logitech International SA 5,725 555,869Lonza Group AG 2,550 1,642,625Nestle SA 97,159 11,485,293Novartis AG 74,879 7,050,453Partners Group Holding AG 650 763,777


COMMON STOCKS (continued)Switzerland (continued)Roche Holding AG 23,693 $ 8,252,238Schindler Holding AG 806 217,857Schindler Holding AG,

Participation Certificates 1,582 427,833SGS SA 203 611,917Sika AG 4,781 1,303,268Sonova Holding AG (A) 1,846 480,133STMicroelectronics NV 22,367 827,479Straumann Holding AG (B) 401 469,740Swiss Life Holding AG 1,026 478,599Swiss Prime Site AG 3,037 297,722Swiss Re AG 9,637 907,932Swisscom AG 989 532,614Temenos AG 2,330 324,638The Swatch Group AG 2,395 126,389The Swatch Group AG, Bearer Shares 1,191 323,765UBS Group AG 127,628 1,796,982Vifor Pharma AG 1,821 286,211Zurich Insurance Group AG 5,231 2,204,455

54,697,971Taiwan - 3.8%Accton Technology Corp. 17,000 191,670Acer, Inc. 58,018 48,953Advantech Company, Ltd. 13,296 165,979ASE Technology Holding Company, Ltd. 111,338 322,972Asia Cement Corp. 36,863 56,775Asustek Computer, Inc. 24,952 222,839AU Optronics Corp. (A) 163,827 81,970Catcher Technology Company, Ltd. 22,184 163,119Cathay Financial Holding Company, Ltd. 268,839 404,813Chailease Holding Company, Ltd. 37,148 222,350Chang Hwa Commercial Bank, Ltd. 113,718 72,682Cheng Shin Rubber Industry

Company, Ltd. 43,680 68,582China Development Financial

Holding Corp. 438,153 145,088China Life Insurance Company, Ltd. 111,303 88,093China Steel Corp. 363,388 320,355Chunghwa Telecom Company, Ltd. 131,148 508,769Compal Electronics, Inc. 79,764 58,863CTBC Financial Holding Company, Ltd. 604,465 424,257Delta Electronics, Inc. 66,866 627,066E.Sun Financial Holding Company, Ltd. 322,114 293,182Eclat Textile Company, Ltd. 6,259 94,274Evergreen Marine Corp. Taiwan, Ltd. (A) 11,566 16,793Far Eastern New Century Corp. 64,875 66,957Far EasTone Telecommunications

Company, Ltd. 45,159 98,452Feng TAY Enterprise Company, Ltd. 14,520 103,290First Financial Holding Company, Ltd. 378,552 288,066Formosa Chemicals & Fibre Corp. 121,212 365,740Formosa Petrochemical Corp. 39,720 141,268Formosa Plastics Corp. 131,086 450,245Foxconn Technology Company, Ltd. 15,513 29,552Fubon Financial Holding Company, Ltd. 211,112 351,576Giant Manufacturing Company, Ltd. 11,000 107,786Globalwafers Company, Ltd. 8,000 202,095Highwealth Construction Corp. 29,700 48,491Hiwin Technologies Corp. 9,303 127,717Hon Hai Precision Industry Company, Ltd. 429,368 1,407,874Hotai Motor Company, Ltd. 9,000 206,535Hua Nan Financial Holdings

Company, Ltd. 302,117 196,396Innolux Corp. (A) 297,841 149,896Inventec Corp. 25,899 22,154




COMMON STOCKS (continued)Taiwan (continued)Largan Precision Company, Ltd. 3,143 $ 358,183Lite-On Technology Corp. 39,626 70,306MediaTek, Inc. 52,340 1,395,765Mega Financial Holding Company, Ltd. 375,134 398,162Micro-Star International Company, Ltd. 23,000 108,716Nan Ya Plastics Corp. 177,992 455,998Nanya Technology Corp. 37,000 114,711Novatek Microelectronics Corp. 20,361 267,916Pegatron Corp. 66,989 160,826Pou Chen Corp. 36,641 40,991Powertech Technology, Inc. 13,149 44,542President Chain Store Corp. 19,496 185,019Quanta Computer, Inc. 92,771 267,683Realtek Semiconductor Corp. 16,999 236,820Shin Kong Financial Holding

Company, Ltd. 389,836 122,597SinoPac Financial Holdings Company, Ltd. 349,762 142,673Synnex Technology International Corp. 24,928 41,767Taishin Financial Holding Company, Ltd. 326,730 154,320Taiwan Business Bank 193,450 67,082Taiwan Cement Corp. 167,824 258,381Taiwan Cooperative Financial Holding

Company, Ltd. 290,321 210,506Taiwan High Speed Rail Corp. 71,000 80,241Taiwan Mobile Company, Ltd. 57,257 201,540Taiwan Semiconductor Manufacturing

Company, Ltd. 831,227 15,724,752The Shanghai Commercial & Savings

Bank, Ltd. 118,937 174,227Unimicron Technology Corp. 41,000 128,091Uni-President Enterprises Corp. 166,487 400,431United Microelectronics Corp. 396,313 666,504Vanguard International

Semiconductor Corp. 31,000 128,264Walsin Technology Corp. 11,000 90,511Win Semiconductors Corp. 12,000 148,121Winbond Electronics Corp. 102,000 105,802Wistron Corp. 42,598 47,133WPG Holdings, Ltd. 47,840 73,142Ya Hsin Industrial Company, Ltd. (A)(E) 36,000 0Yageo Corp. 9,584 177,398Yuanta Financial Holding Company, Ltd. 352,837 258,485Zhen Ding Technology Holding, Ltd. 19,000 77,318

32,548,458Thailand - 0.5%Advanced Info Service PCL 48,400 284,484Airports of Thailand PCL 163,100 338,453Bangkok Bank PCL 11,700 46,500Bangkok Bank PCL, NVDR 2,700 10,676Bangkok Dusit Medical Services

PCL, NVDR 387,300 268,248Bangkok Expressway & Metro

PCL, NVDR 354,600 98,144Berli Jucker PCL, NVDR 21,300 24,674BTS Group Holdings PCL, NVDR 301,600 93,642Bumrungrad Hospital PCL, NVDR 15,600 62,448Central Pattana PCL, NVDR 64,400 102,537Central Retail Corp. PCL (A) 45,441 46,694Charoen Pokphand Foods PCL 136,200 121,602CP ALL PCL (A) 184,600 358,765CP ALL PCL, NVDR 12,300 23,905Electricity Generating PCL 7,600 48,782Electricity Generating PCL, NVDR 1,400 8,986Energy Absolute PCL 56,900 93,093Gulf Energy Development PCL, NVDR 79,150 90,347


COMMON STOCKS (continued)Thailand (continued)Home Product Center PCL 204,400 $ 93,112Indorama Ventures PCL, NVDR 54,900 67,784Intouch Holdings PCL, NVDR 96,400 180,889Kasikornbank PCL 45,000 171,267Kasikornbank PCL, NVDR 27,100 102,183Krung Thai Bank PCL 164,375 60,852Land & Houses PCL, NVDR 393,400 104,459Minor International PCL, NVDR (A) 127,100 109,091Muangthai Capital PCL, NVDR 11,300 22,193PTT Exploration & Production PCL 60,147 197,249PTT Global Chemical PCL 87,373 170,672PTT PCL 391,000 555,109PTT PCL, NVDR 10,500 14,907Ratch Group PCL, NVDR 12,800 22,606Thai Oil PCL 46,900 81,333Thai Union Group PCL, Class F 95,900 43,566The Siam Cement PCL 12,000 151,380The Siam Cement PCL, NVDR 14,300 180,394The Siam Commercial Bank PCL 23,348 68,136Total Access Communication PCL, NVDR 12,500 13,862True Corp. PCL 448,802 51,513

4,584,537Turkey - 0.1%Akbank T.A.S. (A) 100,286 93,016Aselsan Elektronik Sanayi Ve Ticaret AS 14,026 34,389BIM Birlesik Magazalar AS 16,428 166,161Eregli Demir ve Celik Fabrikalari TAS 49,091 98,519Ford Otomotiv Sanayi AS 4,572 77,576Haci Omer Sabanci Holding AS 31,762 48,923KOC Holding AS 25,423 72,149Turk Hava Yollari AO (A) 25,366 44,072Turkcell Iletisim Hizmetleri AS 38,572 83,326Turkiye Garanti Bankasi AS (A) 86,216 120,229Turkiye Is Bankasi AS, Class C (A) 60,572 56,976Turkiye Petrol Rafinerileri AS (A) 4,998 72,544

967,880United Arab Emirates - 0.0%NMC Health PLC (A) 4,471 928United Kingdom - 7.9%3i Group PLC 36,926 584,057Admiral Group PLC 6,635 262,361Anglo American PLC 41,371 1,366,165Ashtead Group PLC 15,597 734,636Associated British Foods PLC (A) 13,623 420,607AstraZeneca PLC 44,832 4,470,354Auto Trader Group PLC (C) 37,238 303,108AVEVA Group PLC 4,243 185,244Aviva PLC 143,921 640,167BAE Systems PLC 111,616 744,343Barclays PLC 601,849 1,207,368Barratt Developments PLC (A) 39,643 362,421BP PLC 683,369 2,358,135British American Tobacco PLC 77,371 2,873,322BT Group PLC (A) 308,640 556,312Bunzl PLC 11,691 390,339Burberry Group PLC (A) 15,796 385,741CNH Industrial NV (A) 37,712 474,053Coca-Cola European Partners PLC 6,887 333,039Compass Group PLC 58,290 1,087,190Croda International PLC 4,474 402,347Diageo PLC 78,828 3,119,133Direct Line Insurance Group PLC 53,358 233,373Evraz PLC 18,017 115,145Ferguson PLC 7,801 947,826




COMMON STOCKS (continued)United Kingdom (continued)Fiat Chrysler Automobiles NV (A) 37,161 $ 671,349GlaxoSmithKline PLC 169,205 3,096,113Halma PLC 13,950 467,190Hargreaves Lansdown PLC 11,129 231,729HSBC Holdings PLC 686,857 3,547,789Imperial Brands PLC 35,031 734,762Informa PLC (A) 47,610 355,998InterContinental Hotels Group PLC (A) 6,599 427,715Intertek Group PLC 5,603 432,778J Sainsbury PLC 71,585 220,032JD Sports Fashion PLC (A) 16,184 190,134Johnson Matthey PLC 7,531 249,507Kingfisher PLC (A) 84,019 310,463Land Securities Group PLC 25,882 239,047Legal & General Group PLC 219,159 798,708Lloyds Banking Group PLC (A) 2,483,735 1,238,289London Stock Exchange Group PLC 10,980 1,355,336M&G PLC 94,053 253,866Melrose Industries PLC (A) 185,187 451,189Mondi PLC 13,861 324,790Mondi PLC (Johannesburg

Stock Exchange) 4,137 97,057National Grid PLC 123,534 1,459,857Natwest Group PLC (A) 181,551 415,024Next PLC (A) 4,895 472,007Ocado Group PLC (A) 15,026 469,866Pearson PLC 30,415 279,157Persimmon PLC 12,211 460,878Phoenix Group Holdings PLC 18,532 177,593Prudential PLC 87,981 1,617,795Reckitt Benckiser Group PLC 24,661 2,201,102RELX PLC 40,612 993,673RELX PLC (Euronext

Amsterdam Exchange) 24,534 599,524Rentokil Initial PLC (A) 67,951 473,767Rio Tinto PLC 37,839 2,848,264Rolls-Royce Holdings PLC (A) 275,192 416,484RSA Insurance Group PLC 40,468 375,093Schroders PLC 4,962 226,248Segro PLC 40,814 529,593Severn Trent PLC 7,990 249,433Smith & Nephew PLC 32,136 667,545Smiths Group PLC 15,498 318,779Spirax-Sarco Engineering PLC 2,625 405,206SSE PLC 38,128 780,984St. James’s Place PLC 20,193 312,469Standard Chartered PLC (A) 93,128 591,359Standard Life Aberdeen PLC 88,164 337,934Taylor Wimpey PLC (A) 125,790 284,533Tesco PLC 339,966 1,072,855The Berkeley Group Holdings PLC 4,387 283,785The British Land Company PLC 35,353 236,778The Sage Group PLC 41,847 332,275Unilever PLC 39,481 2,367,825Unilever PLC 49,466 2,995,202United Utilities Group PLC 26,873 328,684Vodafone Group PLC 904,612 1,485,818Whitbread PLC (A) 7,168 303,613Wm Morrison Supermarkets PLC 89,522 216,617WPP PLC 42,535 460,910

68,299,156United States - 0.1%Bausch Health Companies, Inc. (A) 12,400 257,274


COMMON STOCKS (continued)United States (continued)Brookfield Renewable Corp., Class A 4,050 $ 236,274


PREFERRED SECURITIES - 1.0%Brazil - 0.4%Banco Bradesco SA 153,125 805,379Centrais Eletricas Brasileiras SA, B Shares 5,700 40,904Cia Energetica de Minas Gerais 32,546 91,766Gerdau SA 36,200 170,807Itau Unibanco Holding SA 168,689 1,032,394Itausa SA 147,723 335,232Lojas Americanas SA 27,368 138,531Petroleo Brasileiro SA 150,151 815,149

3,430,162Germany - 0.4%Bayerische Motoren Werke AG 2,090 140,792FUCHS PETROLUB SE 2,735 154,315Henkel AG & Company KGaA 6,138 692,083Porsche Automobil Holding SE 5,695 393,390Sartorius AG (B) 1,201 505,834Volkswagen AG 6,259 1,169,699

3,056,113South Korea - 0.2%Hyundai Motor Company 705 57,590Hyundai Motor Company, 2nd Preferred 1,197 99,021LG Chem, Ltd. 162 57,030LG Household & Health Care, Ltd. 48 31,753Samsung Electronics Company, Ltd. 27,790 1,885,189

2,130,583TOTAL PREFERRED SECURITIES (Cost $6,883,197) $ 8,616,858

RIGHTS - 0.0%POSCO Chemical Company, Ltd.

(Expiration Date: 1-15-21; StrikePrice: KRW 71,500.00) (A) 201 5,634

Repsol SA (Expiration Date: 1-13-21;Strike Price: EUR 0.29) (A) 52,171 17,890

TOTAL RIGHTS (Cost $18,424) $ 23,524

WARRANTS - 0.0%BTS Group Holdings PCL (Expiration

Date: 2-16-21; Strike Price: THB14.00) (A) 30,160 10

Cie Financiere Richemont SA (ExpirationDate: 11-22-23; Strike Price: CHF67.00) (A) 35,754 9,289

TOTAL WARRANTS (Cost $0) $ 9,299

SHORT-TERM INVESTMENTS - 3.1%Short-term funds - 3.1%Fidelity Institutional Money Market

Government Portfolio, InstitutionalClass, 0.0100% (F) 5,708,689 5,708,689

John Hancock Collateral Trust,0.1386% (F)(G) 2,093,873 20,951,501

TOTAL SHORT-TERM INVESTMENTS (Cost $26,662,312) $ 26,660,190Total Investments (International Equity Index Trust)


Currency AbbreviationsCHF Swiss Franc



International Equity Index Trust (continued)EUR EuroKRW Korean WonTHB Thai BhatSecurity Abbreviations and LegendADR American Depositary ReceiptGDR Global Depositary ReceiptNVDR Non-Voting Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) These securities are exempt from registration under Rule 144A of


International Equity Index Trust (continued)(D) Investment is an affiliate of the fund, the advisor and/or subadvisor.(E) Security is valued using significant unobservable inputs and is


(F) The rate shown is the annualized seven-day yield as of 12-31-20.(G) Investment is an affiliate of the fund, the advisor and/or subadvisor.


DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)Mini MSCI EAFE Index Futures 1 Long Mar 2021 $104,178 $106,570 $2,392Mini MSCI Emerging Markets Index Futures 286 Long Mar 2021 17,807,074 18,416,970 609,896

$612,288



International Small Company TrustShares orPrincipalAmount Value

COMMON STOCKS - 98.2%Australia - 6.9%A2B Australia, Ltd. 9,047 $ 8,359Accent Group, Ltd. 24,907 44,411Adbri, Ltd. 19,036 49,237Ainsworth Game Technology, Ltd. (A) 10,192 3,772Alkane Resources, Ltd. (A) 4,753 3,512ALS, Ltd. 16,888 124,663Altium, Ltd. 3,451 90,625AMA Group, Ltd. (A) 24,887 15,434Amaysim Australia, Ltd. (A)(B) 11,607 6,807Ansell, Ltd. 4,178 111,687Appen, Ltd. 2,202 42,043ARB Corp., Ltd. 3,753 89,281Ardent Leisure Group, Ltd. (A)(B) 39,016 20,652Asaleo Care, Ltd. 30,182 31,470AUB Group, Ltd. 4,946 61,881Aurelia Metals, Ltd. 85,331 28,348Austal, Ltd. 23,155 47,774Australian Agricultural Company, Ltd. (A) 28,065 23,815Australian Pharmaceutical Industries, Ltd. 26,584 25,206Australian Strategic Materials, Ltd. (A)(B) 950 4,706Auswide Bank, Ltd. 607 2,782Bank of Queensland, Ltd. 21,179 126,524Bapcor, Ltd. 15,610 93,873Base Resources, Ltd. 32,069 7,041Beach Energy, Ltd. 60,312 84,130Bega Cheese, Ltd. 19,632 77,395Bendigo & Adelaide Bank, Ltd. 12,518 90,182Bingo Industries, Ltd. 8,137 15,241Blackmores, Ltd. (A) 400 23,283Blue Sky Alternative

Investments, Ltd. (A)(C) 2,049 248Bravura Solutions, Ltd. 17,286 43,048Breville Group, Ltd. 5,143 101,228Brickworks, Ltd. 3,876 57,566

International Small Company Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Australia (continued)BWX, Ltd. 7,767 $ 24,668Cardno, Ltd. (A) 15,086 3,907carsales.com, Ltd. 7,654 118,224Cash Converters International, Ltd. (A) 14,501 2,584Cedar Woods Properties, Ltd. 2,584 12,480Challenger, Ltd. 14,740 73,245Champion Iron, Ltd. (A) 5,546 20,382Cleanaway Waste Management, Ltd. 55,222 99,957Clinuvel Pharmaceuticals, Ltd. (B) 2,335 40,165Codan, Ltd. 5,320 45,934Collins Foods, Ltd. 5,764 42,921Cooper Energy, Ltd. (A)(B) 98,256 29,571Corporate Travel Management, Ltd. 3,238 44,002Costa Group Holdings, Ltd. 12,590 39,637Credit Corp. Group, Ltd. 3,047 69,867CSR, Ltd. 25,551 103,493Data#3, Ltd. 9,073 39,354Decmil Group, Ltd. (A) 1,519 744Deterra Royalties, Ltd. (A) 16,722 61,881Domain Holdings Australia, Ltd. 17,171 59,407Downer EDI, Ltd. 20,016 82,248Eagers Automotive, Ltd. 9,653 98,952Eclipx Group, Ltd. (A) 16,681 22,837Elders, Ltd. 8,609 65,491EQT Holdings, Ltd. 716 14,609Estia Health, Ltd. 11,708 15,983EVENT Hospitality and

Entertainment, Ltd. 4,397 32,215FAR, Ltd. (A)(B)(C) 313,905 2,662Finbar Group, Ltd. 8,370 5,290Fleetwood, Ltd. 8,058 12,087Flight Centre Travel Group, Ltd. (A)(B) 2,908 35,684Freedom Foods Group, Ltd. (C) 6,482 12,786G8 Education, Ltd. 51,376 46,781




COMMON STOCKS (continued)Australia (continued)Galaxy Resources, Ltd. (A)(B) 37,250 $ 64,301Genworth Mortgage Insurance

Australia, Ltd. 18,245 33,519Gold Road Resources, Ltd. (A) 43,849 44,798GrainCorp., Ltd., Class A 13,614 43,992GUD Holdings, Ltd. 3,640 32,899GWA Group, Ltd. (B) 12,195 32,917Hansen Technologies, Ltd. 11,735 33,645Healius, Ltd. 36,714 105,334HT&E, Ltd. 20,357 29,111HUB24, Ltd. (B) 3,277 54,031Humm Group, Ltd. 26,650 23,092IGO, Ltd. 27,706 136,547Iluka Resources, Ltd. 16,722 83,969Imdex, Ltd. 20,483 27,279Incitec Pivot, Ltd. (A) 53,588 94,260Infomedia, Ltd. 17,584 26,166Inghams Group, Ltd. 11,981 28,782Intega Group, Ltd. (A) 15,086 3,188Integral Diagnostics, Ltd. 6,781 22,649Integrated Research, Ltd. (B) 3,367 6,914InvoCare, Ltd. 8,212 72,523IOOF Holdings, Ltd. 30,144 81,735IPH, Ltd. 9,953 49,290IRESS, Ltd. 8,152 66,963IVE Group, Ltd. (A) 11,452 12,599Japara Healthcare, Ltd. 17,906 8,575Jumbo Interactive, Ltd. 2,253 24,454Jupiter Mines, Ltd. 116,266 27,367Karoon Energy, Ltd. (A) 14,552 11,933Kogan.com, Ltd. 1,926 28,257Lifestyle Communities, Ltd. 3,310 32,644Link Administration Holdings, Ltd. 18,381 78,527Lovisa Holdings, Ltd. 3,846 33,801MACA, Ltd. 23,711 22,281Macmahon Holdings, Ltd. 112,440 23,034Mayne Pharma Group, Ltd. (A) 99,135 26,351McMillan Shakespeare, Ltd. 3,346 31,902McPherson’s, Ltd. 9,168 9,615Medusa Mining, Ltd. (A) 8,127 4,826Mesoblast, Ltd. (A)(B) 11,677 20,158Metals X, Ltd. (A)(B) 48,765 5,268Metcash, Ltd. 51,856 135,267Mineral Resources, Ltd. 6,073 175,589Moelis Australia, Ltd. 3,830 14,079Monadelphous Group, Ltd. 6,360 65,888Monash IVF Group, Ltd. 21,798 13,224Money3 Corp., Ltd. 8,682 19,469Mortgage Choice, Ltd. 6,422 7,118Mount Gibson Iron, Ltd. 49,184 34,907Myer Holdings, Ltd. (A)(B) 63,302 14,175MyState, Ltd. 4,337 16,533Navigator Global Investments, Ltd. 10,160 13,621Nearmap, Ltd. (A)(B) 5,127 8,768Netwealth Group, Ltd. 3,669 45,264New Energy Solar, Ltd. 16,176 10,786New Hope Corp., Ltd. 24,235 26,504nib holdings, Ltd. 21,443 98,391Nick Scali, Ltd. (B) 5,272 39,275Nine Entertainment Company

Holdings, Ltd. 72,050 128,987NRW Holdings, Ltd. 25,786 57,982Nufarm, Ltd. (A) 12,991 41,081OceanaGold Corp. (A) 31,900 61,650OFX Group, Ltd. 14,134 13,341


COMMON STOCKS (continued)Australia (continued)Omni Bridgeway, Ltd. 15,737 $ 51,905oOh!media, Ltd. 31,712 40,618Orora, Ltd. 40,091 83,394OZ Minerals, Ltd. 17,975 262,587Pacific Current Group, Ltd. 1,717 8,139Pact Group Holdings, Ltd. (B) 11,275 23,033Peet, Ltd. 13,800 12,715Pendal Group, Ltd. 11,153 56,167Perenti Global, Ltd. 35,432 37,591Perpetual, Ltd. 2,914 78,149Perseus Mining, Ltd. (A) 68,083 68,253Platinum Asset Management, Ltd. 14,631 46,048Praemium, Ltd. (A) 28,131 14,314Premier Investments, Ltd. 4,691 85,103Pro Medicus, Ltd. 1,815 47,842Qube Holdings, Ltd. 4,839 10,956Ramelius Resources, Ltd. 29,377 38,242Regis Healthcare, Ltd. 9,267 13,463Regis Resources, Ltd. 24,003 69,266Resolute Mining, Ltd. (A)(B) 43,558 26,730Ridley Corp., Ltd. 19,540 13,771Sandfire Resources, Ltd. 8,336 34,455SeaLink Travel Group, Ltd. 2,432 12,589Select Harvests, Ltd. 6,901 27,751Senex Energy, Ltd. (A) 87,382 21,320Servcorp, Ltd. 3,171 7,360Service Stream, Ltd. 18,170 25,250Seven West Media, Ltd. (A)(B) 85,038 21,750SG Fleet Group, Ltd. 7,879 15,014Sigma Healthcare, Ltd. (A) 86,903 41,191Silver Lake Resources, Ltd. (A) 29,625 40,884SmartGroup Corp., Ltd. 4,591 24,213Southern Cross Media Group, Ltd. (A) 17,291 29,804Spark Infrastructure Group 73,030 118,736SpeedCast International, Ltd. (A)(B)(C) 17,245 10,503St. Barbara, Ltd. 32,139 58,463Steadfast Group, Ltd. 37,803 116,322Super Retail Group, Ltd. 7,649 62,162Superloop, Ltd. (A) 17,732 14,495Syrah Resources, Ltd. (A) 36,700 27,272Tassal Group, Ltd. 15,770 40,787Technology One, Ltd. 12,347 78,151The Reject Shop, Ltd. (A) 2,561 13,639The Star Entertainment Group, Ltd. 37,406 106,167Tiger Resources, Ltd. (A)(C) 92,816 2,633United Malt Grp, Ltd. 15,585 49,256Virgin Australia Holdings, Ltd. (A)(C) 359,466 0Virtus Health, Ltd. 8,064 33,142Viva Energy Group, Ltd. (D) 8,148 12,058Vocus Group, Ltd. (A) 35,249 109,552Webjet, Ltd. (B) 21,997 86,153Western Areas, Ltd. 18,885 38,389Westgold Resources, Ltd. (A) 16,604 33,862Whitehaven Coal, Ltd. (B) 27,507 34,958WPP AUNZ, Ltd. (A) 25,254 13,526

8,027,760Austria - 1.8%Agrana Beteiligungs AG 724 14,281ams AG (A) 11,999 261,451ANDRITZ AG 3,423 156,913AT&S Austria Technologie &

Systemtechnik AG 2,410 76,620BAWAG Group AG (D) 1,568 72,932CA Immobilien Anlagen AG 3,287 125,265DO & Company AG (A)(B) 278 22,731




COMMON STOCKS (continued)Austria (continued)EVN AG 2,457 $ 53,245FACC AG (A) 1,116 11,600Flughafen Wien AG (A) 265 9,700IMMOFINANZ AG (A)(B) 4,356 89,801Kapsch TrafficCom AG (A) 191 3,055Lenzing AG (A)(B) 693 69,814Mayr Melnhof Karton AG 439 88,352Oesterreichische Post AG (B) 1,786 62,477Palfinger AG 1,137 35,769POLYTEC Holding AG (A)(B) 995 9,083Porr AG (A)(B) 648 10,218Raiffeisen Bank International AG (A) 2,771 56,311Rhi Magnesita NV 1,095 52,733Rhi Magnesita NV (London

Stock Exchange) 545 26,120Rosenbauer International AG (B) 174 7,719S IMMO AG 2,772 57,486S&T AG (A)(B) 1,838 43,372Schoeller-Bleckmann Oilfield

Equipment AG 710 26,922Semperit AG Holding (A) 822 24,223Strabag SE, Bearer Shares 893 30,959Telekom Austria AG 7,836 60,752UBM Development AG 411 17,970UNIQA Insurance Group AG 7,877 61,880Vienna Insurance Group AG 2,545 64,621voestalpine AG 4,895 174,705Wienerberger AG 6,968 222,195Zumtobel Group AG (A) 2,545 18,847

2,120,122Belgium - 1.4%Ackermans & van Haaren NV 1,132 170,024AGFA-Gevaert NV (A) 6,780 32,368Akka Technologies (A) 603 18,996Atenor 211 14,718Banque Nationale de Belgique 12 25,750Barco NV 3,168 68,915Bekaert SA 2,225 73,581Biocartis Group NV (A)(B)(D) 2,587 14,734bpost SA (A) 4,236 43,785Celyad Oncology SA (A) 493 4,024Cie d’Entreprises CFE (A) 416 42,706D’ieteren SA/NV 1,085 89,642Econocom Group SA/NV 6,435 19,387Elia Group SA/NV (B) 1,281 152,900Etablissements Franz Colruyt NV 1,159 68,462Euronav NV 8,334 67,429EVS Broadcast Equipment SA (A) 811 16,541Exmar NV (A)(B) 1,567 5,290Fagron 2,165 50,347Gimv NV 1,197 73,126Immobel SA 209 17,455Ion Beam Applications 1,305 19,594Kinepolis Group NV (A)(B) 585 24,809Lotus Bakeries NV 13 58,477Melexis NV 987 96,202Ontex Group NV (A) 3,927 52,794Orange Belgium SA 805 21,457Oxurion NV (A)(B) 1,612 5,016Picanol 88 6,495Proximus SADP 1,937 38,262Recticel SA 2,296 30,004Sioen Industries NV (A) 374 10,043Sipef NV (A) 420 22,174Telenet Group Holding NV 1,717 73,438


COMMON STOCKS (continued)Belgium (continued)Tessenderlo Group SA (A) 1,141 $ 45,497Van de Velde NV 377 10,510VGP NV 51 7,643Viohalco SA 7,173 32,421

1,625,016Bermuda - 0.1%Hiscox, Ltd. (A) 8,333 113,477Cambodia - 0.0%NagaCorp, Ltd. 8,000 10,508Canada - 10.3%5N Plus, Inc. (A) 3,515 8,146Absolute Software Corp. (B) 3,900 46,418Advantage Oil & Gas, Ltd. (A)(B) 11,500 15,449Aecon Group, Inc. 4,500 57,836Africa Oil Corp. (A)(B) 34,602 30,717Ag Growth International, Inc. 1,100 25,761AGF Management, Ltd., Class B 4,298 20,529Aimia, Inc. (A) 7,777 25,233AirBoss of America Corp. 1,500 18,572Alamos Gold, Inc., Class A 21,806 190,496Alaris Equity Partners Income 2,229 26,459Alcanna, Inc. (A) 1,500 6,976Algoma Central Corp. 700 7,655AltaGas, Ltd. (B) 7,106 104,505Altius Minerals Corp. (B) 3,100 33,340Altus Group, Ltd. 1,818 70,183Andrew Peller, Ltd., Class A 2,300 18,936ARC Resources, Ltd. 16,428 77,436Aritzia, Inc. (A)(B) 3,100 62,809Atco, Ltd., Class I 1,054 30,215Athabasca Oil Corp. (A)(B) 42,135 5,627ATS Automation Tooling Systems, Inc. (A) 3,547 62,279AutoCanada, Inc. 1,985 36,818Badger Daylighting, Ltd. 1,522 45,472Baytex Energy Corp. (A) 35,400 19,189Birch Mountain Resources, Ltd. (A)(C) 9,200 1Birchcliff Energy, Ltd. 15,733 21,877Bird Construction, Inc. 4,995 31,393Black Diamond Group, Ltd. (A) 2,750 5,876BlackBerry, Ltd. (A) 11,689 77,504BlackBerry, Ltd. (New York Stock

Exchange) (A)(B) 14,111 93,556BMTC Group, Inc. 500 4,871Boralex, Inc., Class A 4,277 158,728BRP, Inc. 1,679 110,918Cameco Corp. 8,472 113,479Cameco Corp. (New York

Stock Exchange) 6,280 84,152Canaccord Genuity Group, Inc. 3,431 30,081Canacol Energy, Ltd. (B) 7,565 22,287Canada Goose Holdings, Inc. (A) 2,213 65,787Canadian Western Bank (B) 4,515 101,516Canfor Corp. (A) 4,300 77,629Canfor Pulp Products, Inc. 2,715 17,447CanWel Building Materials Group, Ltd. 3,600 21,692Capital Power Corp. 5,927 162,877Capstone Mining Corp. (A) 29,467 55,096Cardinal Energy, Ltd. (B) 5,530 3,562Cascades, Inc. 5,723 65,417Celestica, Inc. (A) 5,019 40,494Celestica, Inc. (New York Stock

Exchange) (A) 3,200 25,824Centerra Gold, Inc. 12,177 141,008CES Energy Solutions Corp. 18,429 18,532




COMMON STOCKS (continued)Canada (continued)China Gold International Resources Corp.,

Ltd. (A)(B) 18,050 $ 25,808CI Financial Corp. 7,400 91,737Cineplex, Inc. (B) 3,000 21,848Clearwater Seafoods, Inc. 1,500 9,675Cogeco Communications, Inc. 263 20,219Cogeco, Inc. 445 28,660Colliers International Group, Inc. (B) 1,400 124,591Computer Modelling Group, Ltd. 4,420 16,945Copper Mountain Mining Corp. (A) 8,800 12,513Corby Spirit and Wine, Ltd. 700 9,294Corus Entertainment, Inc., B Shares 11,806 39,697Crescent Point Energy Corp. (B) 9,519 22,210Crescent Point Energy Corp. (New York

Stock Exchange) 16,800 39,312Crew Energy, Inc. (A) 11,300 4,971CRH Medical Corp. (A) 5,500 12,876Cronos Group, Inc. (A)(B) 4,196 29,120Denison Mines Corp. (A) 33,028 21,796Dexterra Group, Inc. 1,621 8,265DIRTT Environmental Solutions (A)(B) 3,000 7,330Dorel Industries, Inc., Class B (A) 2,900 34,014DREAM Unlimited Corp., Class A 2,250 37,562Dundee Precious Metals, Inc. 11,187 80,416ECN Capital Corp. 18,600 94,542E-L Financial Corp., Ltd. 100 59,903Eldorado Gold Corp. (A) 9,374 124,236Element Fleet Management Corp. 16,142 169,676Endeavour Silver Corp. (A)(B) 10,900 55,061Enerflex, Ltd. 6,400 32,983Enerplus Corp. (B) 11,735 36,692Enghouse Systems, Ltd. 1,800 87,179Ensign Energy Services, Inc. 9,800 7,006Equitable Group, Inc. 996 79,029ERO Copper Corp. (A) 2,900 46,522Exchange Income Corp. 568 16,350Exco Technologies, Ltd. 1,500 10,877Extendicare, Inc. (B) 6,230 32,498Fiera Capital Corp. 3,035 25,465Finning International, Inc. 7,181 152,488Firm Capital Mortgage Investment Corp. 1,100 11,001First Majestic Silver Corp. (A)(B) 6,681 89,647First Mining Gold Corp. (A)(B) 39,000 12,255First National Financial Corp. 700 22,811Fission Uranium Corp. (A) 19,500 5,898Fortuna Silver Mines, Inc. (A)(B) 14,267 117,238Freehold Royalties, Ltd. 7,229 29,588Frontera Energy Corp. 2,200 5,548Galiano Gold, Inc. (A) 6,600 7,415Gamehost, Inc. 100 456Genworth MI Canada, Inc. 1,788 60,977Gibson Energy, Inc. 7,398 119,493Glacier Media, Inc. (A) 6,100 1,246goeasy, Ltd. (B) 672 51,024Golden Star Resources, Ltd. (A) 5,011 18,542Gran Tierra Energy, Inc. (A)(B) 25,166 9,292Great Canadian Gaming Corp. (A) 2,400 81,980Guardian Capital Group, Ltd., Class A 600 12,703Hanfeng Evergreen, Inc. (A)(C) 200 0Headwater Exploration, Inc. (A) 4,930 9,257Heroux-Devtek, Inc. (A) 2,700 29,908High Liner Foods, Inc. 1,773 15,461Home Capital Group, Inc. (A) 3,379 78,841Hudbay Minerals, Inc. 18,257 127,795iA Financial Corp., Inc. 3,174 137,592


COMMON STOCKS (continued)Canada (continued)IAMGOLD Corp. (A) 29,827 $ 109,429Imperial Metals Corp. (A)(B) 4,600 18,430Information Services Corp. 800 12,513Innergex Renewable Energy, Inc. 6,800 146,214Inter Pipeline, Ltd. (B) 8,848 82,509Interfor Corp. (A) 3,520 65,732International Petroleum Corp. (A)(B) 5,324 11,753International Tower Hill Mines, Ltd. (A) 2,300 3,216Intertape Polymer Group, Inc. 2,700 51,204Ivanhoe Mines, Ltd., Class A (A) 31,171 167,989Jamieson Wellness, Inc. (B) 1,500 42,576Just Energy Group, Inc. (A) 11 52KAB Distribution, Inc. (A)(C) 7,076 0K-Bro Linen, Inc. 600 18,369Kelt Exploration, Ltd. (A)(B) 10,445 14,770Keyera Corp. (B) 7,050 125,282Kinaxis, Inc. (A) 1,068 151,310Kingsway Financial Services, Inc. (A) 425 1,998Knight Therapeutics, Inc. (A) 5,400 22,696Labrador Iron Ore Royalty Corp. 3,218 82,441Largo Resources, Ltd. (A) 7,800 8,456Lassonde Industries, Inc., Class A 200 27,187Laurentian Bank of Canada (B) 2,714 66,523Leon’s Furniture, Ltd. 1,883 30,518Linamar Corp. 2,766 146,503Lucara Diamond Corp. (A)(B) 25,184 10,288Lundin Gold, Inc. (A) 2,800 24,043Lundin Mining Corp. 9,633 85,516Magellan Aerospace Corp. 900 6,201Mainstreet Equity Corp. (A) 400 24,847Major Drilling Group

International, Inc. (A) 6,800 41,081Maple Leaf Foods, Inc. (B) 3,940 87,349Martinrea International, Inc. 5,613 65,527Medical Facilities Corp. 2,104 11,637MEG Energy Corp. (A) 13,888 48,552Melcor Developments, Ltd. 1,000 7,400Methanex Corp. (B) 500 22,975Morguard Corp. 400 36,279Morneau Shepell, Inc. 3,098 75,521Mountain Province Diamonds, Inc. (A) 6,800 3,205MTY Food Group, Inc. 742 33,780Mullen Group, Ltd. (B) 7,082 60,644New Gold, Inc. (A) 28,915 63,604NFI Group, Inc. (B) 2,279 43,131Norbord, Inc. 2,572 111,051North American Construction Group, Ltd. 2,100 20,523NuVista Energy, Ltd. (A)(B) 15,505 11,450Onex Corp. 2,052 117,778Osisko Gold Royalties, Ltd. 7,671 97,206Pan American Silver Corp., CVR (A) 19,100 15,758Paramount Resources, Ltd., Class A (A)(B) 5,173 20,320Parex Resources, Inc. (A) 8,316 114,460Park Lawn Corp. (B) 1,792 39,334Parkland Corp. (B) 5,210 165,317Pason Systems, Inc. 5,636 34,890Peyto Exploration & Development

Corp. (B) 10,197 23,392Pinnacle Renewable Energy, Inc. 1,400 9,998Pizza Pizza Royalty Corp. 1,729 12,497Polaris Infrastructure, Inc. 1,500 20,870PolyMet Mining Corp. (A)(B) 1,185 3,966PrairieSky Royalty, Ltd. (B) 9,727 77,104Precision Drilling Corp. (A) 1,082 17,791Premier Gold Mines, Ltd. (A) 4,127 9,759




COMMON STOCKS (continued)Canada (continued)Premium Brands Holdings Corp. (B) 1,400 $ 110,788Pretium Resources, Inc. (A) 8,300 95,135Quarterhill, Inc. 9,800 19,709Questerre Energy Corp., Class A (A)(B) 19,444 3,590Real Matters, Inc. (A) 3,500 52,820Recipe Unlimited Corp. 1,300 17,107RF Capital Group, Inc. 1,848 2,526Richelieu Hardware, Ltd. 3,100 80,465Rogers Sugar, Inc. (B) 6,474 28,533Roxgold, Inc. (A) 19,200 24,285Russel Metals, Inc. 3,846 68,677Sabina Gold & Silver Corp. (A) 20,475 52,921Sandstorm Gold, Ltd. (A) 12,031 86,199Savaria Corp. (B) 2,300 26,128Seabridge Gold, Inc. (A) 1,222 25,709Secure Energy Services, Inc. 5,954 11,507Seven Generations Energy, Ltd.,

Class A (A)(B) 11,092 57,599ShawCor, Ltd. 4,173 11,540Sienna Senior Living, Inc. (B) 3,606 40,057Sierra Wireless, Inc. (A) 2,600 37,829Sleep Country Canada Holdings, Inc. (D) 2,813 58,496SNC-Lavalin Group, Inc. 2,975 50,787Spin Master Corp. (A)(D) 1,400 31,907Sprott, Inc. 1,329 38,589SSR Mining, Inc. (A)(B) 12,740 255,821Stantec, Inc. (B) 5,278 171,165Stella-Jones, Inc. 2,400 87,259Storm Resources, Ltd. (A) 9,300 15,927SunOpta, Inc. (A) 5,608 65,513Superior Plus Corp. (B) 9,057 86,664Surge Energy, Inc. 21,600 5,091Tamarack Valley Energy, Ltd. (A) 11,685 11,658Taseko Mines, Ltd. (A) 16,100 20,996Teranga Gold Corp. (A) 6,581 70,623Tervita Corp. (A) 616 1,403TFI International, Inc. (B) 3,885 200,003The North West Company, Inc. 1,606 40,929Tidewater Midstream and

Infrastructure, Ltd. (B) 6,650 4,284Timbercreek Financial Corp. (B) 6,000 40,773TLC Vision Corp. (A) 3,400 0TORC Oil & Gas, Ltd. 13,180 28,267Torex Gold Resources, Inc. (A) 5,460 81,885Toromont Industries, Ltd. 382 26,769Total Energy Services, Inc. (A) 3,132 8,071Tourmaline Oil Corp. 11,571 155,989TransAlta Corp. 16,382 124,451TransAlta Renewables, Inc. (B) 6,998 119,630Transcontinental, Inc., Class A (B) 3,683 59,343Trevali Mining Corp. (A)(B) 37,134 5,689Trican Well Service, Ltd. (A) 26,009 34,327Tricon Residential, Inc. 5,668 50,896Trisura Group, Ltd. (A) 300 20,992Turquoise Hill Resources, Ltd. (A) 3,950 49,123Uni-Select, Inc. 3,401 21,669Vecima Networks, Inc. 479 5,381Wajax Corp. 1,300 17,454Wesdome Gold Mines, Ltd. (A) 8,000 66,745West Fraser Timber Company, Ltd. 2,836 182,204Western Forest Products, Inc. 25,850 25,994Westshore Terminals Investment Corp. (B) 1,589 19,461Whitecap Resources, Inc. (B) 27,868 106,402WildBrain, Ltd. (A)(B) 10,382 14,600Winpak, Ltd. 1,577 53,050


COMMON STOCKS (continued)Canada (continued)Yamana Gold, Inc. 34,116 $ 194,849Yellow Pages, Ltd. 200 1,969Zenith Capital Corp. (A) 1,700 240

12,053,170China - 0.1%FIH Mobile, Ltd. (A) 195,000 23,931Goodbaby International Holdings, Ltd. (A) 71,000 9,617TK Group Holdings, Ltd. 26,000 8,380Yangzijiang Shipbuilding Holdings, Ltd. 23,200 16,771

58,699Denmark - 2.5%ALK-Abello A/S (A) 301 123,984Alm Brand A/S 2,824 34,013Amagerbanken A/S (A)(C) 25,580 0Ambu A/S, Class B 1,568 67,360Bang & Olufsen A/S (A) 7,788 43,002Bavarian Nordic A/S (A) 2,244 68,415Chemometec A/S 178 16,906D/S Norden A/S 2,246 40,623Dfds A/S (A) 1,797 81,647FLSmidth & Company A/S (A) 1,871 71,545H+H International A/S, Class B (A) 1,146 24,800INVISIO AB 481 14,522ISS A/S (A) 4,208 72,384Jeudan A/S (A) 380 15,475Jyske Bank A/S (A) 2,627 100,310Lan & Spar Bank A/S 225 18,093Matas A/S (A) 2,910 41,056Netcompany Group A/S (A)(D) 688 70,553Nilfisk Holding A/S (A) 903 19,337NKT A/S (A) 2,845 126,724NNIT A/S (D) 479 9,558Pandora A/S 4,061 454,500Per Aarsleff Holding A/S 1,380 69,179Ringkjoebing Landbobank A/S 1,445 131,512Rockwool International A/S, A Shares 83 27,852Rockwool International A/S, B Shares 377 141,095Royal Unibrew A/S 2,332 270,043Scandinavian Tobacco Group A/S (D) 2,633 44,903Schouw & Company A/S 666 67,339SimCorp A/S 2,011 298,988Solar A/S, B Shares 410 24,132Spar Nord Bank A/S (A) 4,967 48,664Sydbank AS (A) 3,132 69,393The Drilling Company of 1972 A/S (A) 190 5,950Tivoli A/S (A) 102 12,230Topdanmark AS 2,221 96,405United International Enterprises, Ltd. 128 29,681Vestjysk Bank A/S (A) 23,113 10,516Zealand Pharma A/S (A)(B) 1,273 46,561

2,909,250Finland - 2.8%Adapteo OYJ (A) 1,982 22,954Ahlstrom-Munksjo OYJ 4,382 96,913Aktia Bank OYJ 2,328 27,851Alma Media OYJ 1,962 21,466BasWare OYJ (A) 538 27,612Bittium OYJ 2,708 19,242Cargotec OYJ, B Shares 2,007 83,392Caverion OYJ 3,325 23,597Citycon OYJ 5,523 53,827Enento Group OYJ (A)(D) 860 35,481Ferratum OYJ (A) 459 2,837Finnair OYJ (A)(B) 44,891 41,317




COMMON STOCKS (continued)Finland (continued)Fiskars OYJ ABP 2,196 $ 40,294F-Secure OYJ (A) 7,159 33,601HKScan OYJ, A Shares (A) 316 759Huhtamaki OYJ 4,921 255,200Kemira OYJ 5,531 87,667Kesko OYJ, A Shares 1,837 44,912Kesko OYJ, B Shares 3,515 90,218Kojamo OYJ 3,423 75,974Konecranes OYJ 3,667 129,635Lassila & Tikanoja OYJ 1,929 35,595Lehto Group OYJ (A) 1,738 2,885Metsa Board OYJ 10,846 114,215Metso Outotec OYJ 32,867 330,238Neles OYJ 6,038 80,075Nokian Renkaat OYJ 6,362 224,073Olvi OYJ, A Shares 721 42,645Oriola OYJ, B Shares 9,290 21,585Orion OYJ, Class A 1,226 56,015Orion OYJ, Class B 4,866 223,518Outokumpu OYJ (A)(B) 11,683 46,055Pihlajalinna OYJ (A) 1,193 13,695Ponsse OYJ 543 19,334QT Group OYJ (A) 770 53,956Raisio OYJ, V Shares 8,267 32,267Revenio Group OYJ 643 39,502Sanoma OYJ 4,094 68,677Terveystalo OYJ (D) 2,161 26,547TietoEVRY OYJ 3,016 99,238Tikkurila OYJ 2,016 61,595Tokmanni Group Corp. 2,813 55,683Uponor OYJ 2,026 45,099Vaisala OYJ, A Shares 952 46,985Valmet OYJ 6,664 191,592Wartsila OYJ ABP 6,068 60,731YIT OYJ (B) 8,449 50,993

3,257,542France - 3.8%ABC arbitrage 1,202 10,683AKWEL 725 20,163Albioma SA 1,751 100,176ALD SA (D) 987 13,778Altamir 752 18,303Alten SA (A) 1,382 156,708Assystem SA 1,078 32,247Aubay 399 16,698Axway Software SA (A) 531 17,514Bastide le Confort Medical (A) 256 15,853Beneteau SA 2,839 32,597Boiron SA 274 13,813Bonduelle SCA 1,027 26,029Burelle SA 15 14,562Casino Guichard Perrachon SA (A)(B) 2,173 66,800Cegedim SA (A) 186 5,803CGG SA (A) 29,813 29,210Chargeurs SA (B) 1,414 30,544Cie Plastic Omnium SA 3,159 108,694Coface SA (A) 5,646 56,598Derichebourg SA 6,625 47,404Electricite de Strasbourg SA 31 4,465Elior Group SA (D) 4,760 31,995Elis SA (A) 6,449 106,834Eramet SA (A) 445 23,304Etablissements Maurel et Prom SA (A) 1,561 3,303Europcar Mobility Group (A)(B)(D) 5,117 4,676Eutelsat Communications SA 9,105 102,999


COMMON STOCKS (continued)France (continued)Exel Industries SA, A Shares (A) 89 $ 6,603Faurecia SE (A) 2,702 138,441Fnac Darty SA (A) 1,390 89,004Gaztransport Et Technigaz SA 1,087 105,306Groupe Crit (A) 163 12,459Haulotte Group SA 962 7,085ID Logistics Group (A) 176 48,712Imerys SA 1,434 67,607Ipsen SA 706 58,378IPSOS 1,620 54,670JCDecaux SA (A) 1,852 42,246Kaufman & Broad SA 901 40,509Korian SA (A) 3,175 121,537Lagardere SCA (A) 3,040 76,051Laurent-Perrier 110 10,089Lectra 1,346 41,113LISI (A) 1,205 29,575Maisons du Monde SA (A)(D) 1,925 35,242Manitou BF SA 880 25,667Manutan International 105 9,312Mersen SA (A) 1,171 35,493Metropole Television SA (A) 1,324 21,462Neoen SA (A)(B)(D) 922 70,794Nexans SA (A) 2,031 146,962Nexity SA 1,974 85,247NRJ Group (A) 782 5,812Onxeo SA (A)(B) 4,617 3,790Orpea SA (A) 629 82,482Pierre Et Vacances SA (A) 142 2,549Plastivaloire (A) 383 3,408Quadient SA 2,721 52,267Recylex SA (A)(C) 1,058 2,389Rexel SA (A) 15,736 248,365Robertet SA 28 30,902Rothschild & Company (A) 1,372 42,962Rubis SCA 3,635 168,039Savencia SA (A) 372 27,436SCOR SE (A) 4,394 142,525Societe BIC SA (B) 1,252 70,824Societe pour l’Informatique Industrielle 438 13,334SOITEC (A) 1,176 228,053Solocal Group (A) 6,121 19,891Somfy SA 326 55,151Sopra Steria Group (A) 705 113,640SPIE SA (A) 6,716 146,426Stef SA 202 17,990Synergie SA (A) 557 21,724Tarkett SA (A) 1,942 34,175Technicolor SA (A) 685 1,514Television Francaise 1 (A) 3,803 30,564Thermador Groupe 453 35,438Trigano SA 463 81,903Valeo SA 1,391 54,867Vallourec SA (A)(B) 493 16,095Valneva SE (A)(B) 2,831 26,783Vetoquinol SA 56 5,708Vicat SA 789 33,063VIEL & Cie SA 3,220 23,329Vilmorin & Cie SA 614 36,826Virbac SA (A) 180 52,221

4,423,762Gabon - 0.0%Total Gabon 20 3,222Georgia - 0.0%Bank of Georgia Group PLC (A) 2,491 41,723




COMMON STOCKS (continued)Georgia (continued)Georgia Capital PLC (A) 1,145 $ 8,412TBC Bank Group PLC (A) 239 4,077

54,212Germany - 6.1%1&1 Drillisch AG 2,192 54,662Aareal Bank AG (A) 2,902 69,818ADLER Group SA (A)(D) 2,984 105,842ADVA Optical Networking SE (A) 3,719 32,215AIXTRON SE (A) 3,257 56,638Allgeier SE (B) 498 11,290Atoss Software AG 218 42,096Aurubis AG 2,018 157,481Basler AG 162 14,259BayWa AG 1,025 41,655Bechtle AG 424 93,106Bertrandt AG 394 19,165Bijou Brigitte AG (A) 340 9,427Bilfinger SE 1,781 56,579Borussia Dortmund GmbH & Company

KGaA (A) 3,564 23,552CANCOM SE 1,836 102,780CECONOMY AG (A) 8,144 55,934CENIT AG (A) 446 6,864Cewe Stiftung & Company KGAA 406 45,950Commerzbank AG (A) 34,135 220,595CompuGroup Medical SE &

Company KgaA 1,135 109,515CropEnergies AG 1,544 22,500CTS Eventim AG & Company KGaA (A) 2,927 195,643Dermapharm Holding SE 130 9,051Deutsche Beteiligungs AG 854 34,341Deutsche EuroShop AG (A) 2,527 57,210Deutsche Pfandbriefbank AG (A)(D) 7,700 83,761Deutz AG (A) 7,260 45,368DIC Asset AG 3,005 49,515Dr. Hoenle AG 420 28,184Draegerwerk AG & Company KGaA 82 6,082Duerr AG (B) 2,558 104,596Eckert & Ziegler Strahlen- und

Medizintechnik AG 653 35,762Elmos Semiconductor SE 392 13,157ElringKlinger AG (A)(B) 2,576 50,088Evotec SE (A)(B) 4,392 162,292Fielmann AG (A) 1,241 101,022First Sensor AG 676 33,406Freenet AG 6,277 132,014FUCHS PETROLUB SE 1,085 50,105GEA Group AG 6,434 230,125Gerresheimer AG 1,721 185,589GFT Technologies SE 961 13,980GRENKE AG 500 23,584H&R GmbH & Company KGaA (A) 1,324 8,872Hamburger Hafen und Logistik AG 1,330 30,094Heidelberger Druckmaschinen AG (A)(B) 18,003 17,536Hella GmbH & Company KGaA (A) 2,112 137,263HOCHTIEF AG (B) 617 60,041Hornbach Baumarkt AG 921 40,245Hornbach Holding AG & Company KGaA 697 67,179HUGO BOSS AG 3,312 110,053Hypoport SE (A) 95 60,370Indus Holding AG 975 38,187Instone Real Estate Group AG (A)(D) 1,769 45,163Jenoptik AG 2,990 91,329JOST Werke AG (A)(D) 356 18,691K+S AG 10,944 104,973


COMMON STOCKS (continued)Germany (continued)Kloeckner & Company SE (A) 5,538 $ 54,161Koenig & Bauer AG (A) 912 26,911Krones AG 775 62,480KWS Saat SE & Company KGaA 381 30,264LANXESS AG 4,224 321,236Leifheit AG 437 23,200Leoni AG (A)(B) 2,398 19,413LPKF Laser & Electronics AG 1,100 39,525Manz AG (A)(B) 233 9,715Medigene AG (A) 760 3,278METRO AG 3,100 34,821MLP SE 5,864 38,436Nagarro SE (A) 498 55,362New Work SE 128 44,047Nexus AG 866 54,020Nordex SE (A)(B) 4,553 124,483Norma Group SE 1,379 71,142OHB SE (A) 399 18,790PATRIZIA AG 2,719 87,344Pfeiffer Vacuum Technology AG 256 49,379PNE AG 4,544 44,106ProSiebenSat.1 Media SE (A) 10,428 175,564PSI Software AG 815 24,139q.beyond AG 6,549 13,469Rheinmetall AG 2,219 234,941SAF-Holland SE (A) 4,007 54,722Salzgitter AG (A) 1,978 52,117SGL Carbon SE (A) 1,013 4,471Siltronic AG (B) 981 153,409Sixt SE (A) 694 82,916SMA Solar Technology AG (A) 916 62,944Software AG 2,610 106,827STRATEC SE 407 60,930Stroeer SE & Company KGaA (B) 1,454 143,689Suedzucker AG 3,535 50,488SUESS MicroTec SE (A) 1,803 41,535TAG Immobilien AG (A) 6,907 220,415Takkt AG 2,476 32,267Technotrans SE (A) 530 16,183Tele Columbus AG (A)(D) 1,029 4,066thyssenkrupp AG (A) 7,095 70,305Traffic Systems SE 106 4,313Varta AG (A)(B) 239 34,459VERBIO Vereinigte BioEnergie AG 1,482 55,609Vossloh AG (A) 859 43,708Wacker Chemie AG 759 108,738Wacker Neuson SE (A) 2,553 55,317Washtec AG (A) 611 32,903Wuestenrot & Wuerttembergische AG 1,566 31,467Zeal Network SE 349 19,627zooplus AG (A) 147 30,782

7,061,227Gibraltar - 0.0%888 Holdings PLC 12,231 47,871Greece - 0.0%Alapis Holding Industrial & Commercial

SA of Pharmaceutical ChemicalProducts (A)(C) 3,303 74

TT Hellenic Postbank SA (A)(C) 12,594 074

Guernsey, Channel Islands - 0.0%Burford Capital, Ltd. (A) 2,002 19,466Raven Property Group, Ltd. (A) 5,155 1,981

21,447




COMMON STOCKS (continued)Hong Kong - 2.3%3D-Gold Jewellery Holdings, Ltd. (A)(C) 90,000 $ 0Allied Group, Ltd. 120,000 49,846APAC Resources, Ltd. 15,396 1,689Apollo Future Mobility Group, Ltd. (A) 56,000 5,568Asia Financial Holdings, Ltd. 14,000 6,858ASM Pacific Technology, Ltd. 7,600 100,371Associated International Hotels, Ltd. 28,000 49,513BOE Varitronix, Ltd. 18,000 6,625Bright Smart Securities & Commodities

Group, Ltd. 26,000 7,250Brightoil Petroleum Holdings, Ltd. (A)(C) 117,000 13,017Burwill Holdings, Ltd. (A)(C) 292,000 2,674Cafe de Coral Holdings, Ltd. 18,000 38,826Camsing International Holding, Ltd. (A)(C) 16,000 2,394Chen Hsong Holdings 10,000 2,845Cheuk Nang Holdings, Ltd. 3,708 1,419China Energy Development

Holdings, Ltd. (A) 634,000 10,467China Solar Energy Holdings, Ltd. (A)(C) 42,500 0China Strategic Holdings, Ltd. (A) 885,000 28,537Chinese Estates Holdings, Ltd. 22,000 10,722Chong Hing Bank, Ltd. 10,000 12,154Chow Sang Sang Holdings

International, Ltd. 22,000 24,979Chuang’s Consortium International, Ltd. 30,948 3,782CITIC Telecom International

Holdings, Ltd. 59,000 18,567CMBC Capital Holdings, Ltd. 430,000 7,436CSI Properties, Ltd. 245,066 7,388Dah Sing Banking Group, Ltd. 18,000 18,500Dah Sing Financial Holdings, Ltd. 6,520 18,392Dynamic Holdings, Ltd. 8,000 14,984EganaGoldpfeil Holdings, Ltd. (A)(C) 103,373 0Emperor Capital Group, Ltd. (A) 192,000 3,198Emperor Entertainment Hotel, Ltd. 40,000 5,475Emperor International Holdings, Ltd. 97,333 13,809Esprit Holdings, Ltd. (A) 117,900 17,223Fairwood Holdings, Ltd. 3,500 7,995Far East Consortium International, Ltd. 85,206 31,609First Pacific Company, Ltd. 146,000 46,943Giordano International, Ltd. 82,000 12,084Gold-Finance Holdings, Ltd. (A)(C) 62,000 576Great Eagle Holdings, Ltd. 10,000 27,480G-Resources Group, Ltd. (A) 2,014,800 12,493Guotai Junan International Holdings, Ltd. 207,000 27,779Haitong International Securities

Group, Ltd. 114,070 27,511Hang Lung Group, Ltd. 31,000 77,061Hanison Construction Holdings, Ltd. 27,441 3,431Harbour Centre Development, Ltd. 38,000 35,392HKBN, Ltd. 36,000 55,763HKR International, Ltd. 51,920 21,431Hong Kong Ferry Holdings Company, Ltd. 29,000 22,938Hongkong Chinese, Ltd. 66,000 5,782Hsin Chong Group Holdings, Ltd. (A)(C) 170,000 7,675Hutchison Port Holdings Trust 161,400 31,981Hutchison Telecommunications Hong Kong

Holdings, Ltd. 80,000 11,972Hysan Development Company, Ltd. 25,000 91,570IT, Ltd. (A) 44,601 16,077Johnson Electric Holdings, Ltd. 20,500 50,765K Wah International Holdings, Ltd. 80,000 38,467Kerry Logistics Network, Ltd. 24,000 52,675Kerry Properties, Ltd. 28,500 72,084Kingston Financial Group, Ltd. 38,000 3,335


COMMON STOCKS (continued)Hong Kong (continued)Kowloon Development Company, Ltd. 22,000 $ 22,991Lai Sun Development Company, Ltd. (A) 15,320 12,156Landing International

Development, Ltd. (A) 75,600 1,970Langham Hospitality Investments and

Langham Hospitality Investments, Ltd. 22,500 2,966Lifestyle International Holdings, Ltd. (A) 25,000 19,856Lippo China Resources, Ltd. 36,000 570Liu Chong Hing Investment, Ltd. 16,000 14,520Luk Fook Holdings International, Ltd. 15,000 36,214Man Wah Holdings, Ltd. 21,600 46,854Mandarin Oriental International, Ltd. (A) 8,000 13,614Mason Group Holdings, Ltd. (A) 1,548,800 5,978Melco International Development, Ltd. 33,000 64,269Midland Holdings, Ltd. (A) 34,734 3,315Midland IC&I, Ltd. (A) 29,523 385Miramar Hotel & Investment 15,000 25,170NewOcean Energy Holdings, Ltd. (A)(B) 66,000 5,961NWS Holdings, Ltd. 52,000 48,317Oshidori International Holdings, Ltd. (A) 204,000 16,087Pacific Andes International

Holdings, Ltd. (A)(C) 328,006 0Pacific Basin Shipping, Ltd. 294,000 55,460Pacific Century Premium

Developments, Ltd. (A) 2,376 250Pacific Textiles Holdings, Ltd. 42,000 27,589Paliburg Holdings, Ltd. 46,000 12,039PCCW, Ltd. 104,590 62,984Peace Mark Holdings, Ltd. (A)(C) 164,000 0Perfect Shape Medical, Ltd. 32,000 13,317Pico Far East Holdings, Ltd. 60,000 10,765Polytec Asset Holdings, Ltd. 210,940 23,954Public Financial Holdings, Ltd. 24,000 6,500PYI Corp., Ltd. (A) 74,400 2,681Regal Hotels International Holdings, Ltd. 36,000 12,692Regina Miracle International

Holdings, Ltd. (D) 17,000 5,578Sa Sa International Holdings, Ltd. (A) 64,847 10,143SEA Holdings, Ltd. 19,268 18,488Shangri-La Asia, Ltd. (A) 46,000 41,096Shenwan Hongyuan HK, Ltd. 20,000 2,633Shun Tak Holdings, Ltd. 80,250 24,556Singamas Container Holdings, Ltd. 114,000 8,097SITC International Holdings

Company, Ltd. 51,000 110,143SmarTone Telecommunications

Holdings, Ltd. 31,500 16,818South China Holdings Company, Ltd. (A) 640,000 12,368Stella International Holdings, Ltd. 20,000 23,228Summit Ascent Holdings, Ltd. (A) 90,000 8,726Sun Hung Kai & Company, Ltd. 45,000 18,978SUNeVision Holdings, Ltd. 18,000 16,384TAI Cheung Holdings, Ltd. 33,000 20,132Tao Heung Holdings, Ltd. 14,000 1,482Television Broadcasts, Ltd. 19,100 19,686Texwinca Holdings, Ltd. 60,000 11,537The Hongkong & Shanghai Hotels, Ltd. 31,903 28,439The United Laboratories International

Holdings, Ltd. 42,000 29,768Town Health International Medical

Group, Ltd. (A)(B)(C) 261,361 12,213Tradelink Electronic Commerce, Ltd. 50,000 6,130Transport International Holdings, Ltd. 11,721 22,648Upbest Group, Ltd. 164,000 19,076Value Partners Group, Ltd. 27,000 14,235




COMMON STOCKS (continued)Hong Kong (continued)Vitasoy International Holdings, Ltd. 18,000 $ 70,113VSTECS Holdings, Ltd. 45,200 37,100VTech Holdings, Ltd. 6,900 53,556Wai Kee Holdings, Ltd. 24,000 11,806Wealthking Investments, Ltd. (A) 32,000 3,470Wing On Company International, Ltd. 4,000 8,676Wing Tai Properties, Ltd. 70,000 32,376YT Realty Group, Ltd. 9,152 2,367Yue Yuen Industrial Holdings, Ltd. 30,000 62,487Zhaobangji Properties Holdings, Ltd. (A) 88,000 10,925

2,662,259Ireland - 0.5%Bank of Ireland Group PLC (A) 25,675 103,649C&C Group PLC (A) 13,557 42,205Cairn Homes PLC (A) 9,684 11,540FBD Holdings PLC (A) 778 7,116Glanbia PLC 5,573 70,779Grafton Group PLC (A) 12,147 153,470Greencore Group PLC 23,830 37,988Hostelworld Group PLC (A)(D) 3,065 3,298Irish Continental Group PLC 5,309 29,088UDG Healthcare PLC 11,802 125,974

585,107Isle of Man - 0.1%Hansard Global PLC 6,816 4,198Playtech PLC (A) 17,326 95,178Strix Group PLC 6,042 18,228

117,604Israel - 1.3%AFI Properties, Ltd. (A) 603 24,678Allot, Ltd. (A) 2,103 22,230Alrov Properties and Lodgings, Ltd. (A) 399 15,026Ashtrom Group, Ltd. 2,084 41,243Azorim-Investment Development &

Construction Company, Ltd. (A) 3,848 13,261Bet Shemesh Engines Holdings 1997,

Ltd. (A) 358 8,000Big Shopping Centers, Ltd. (A) 381 42,434Blue Square Real Estate, Ltd. 215 13,855Camtek, Ltd. (A) 1,035 23,075Cellcom Israel, Ltd. (A) 1,966 9,721Cellcom Israel, Ltd. (New York Stock

Exchange) (A) 825 4,001Clal Insurance Enterprises

Holdings, Ltd. (A) 1,967 30,872Compugen, Ltd. (A) 1,251 15,309Danel Adir Yeoshua, Ltd. 134 22,118Delek Automotive Systems, Ltd. 1,858 17,463Delek Group, Ltd. (A) 92 2,873Delta Galil Industries, Ltd. 618 15,688El Al Israel Airlines (A) 24,289 5,007Electra Consumer Products 1970, Ltd. 445 15,429Electra, Ltd. 91 49,838Enlight Renewable Energy, Ltd. (A) 25,384 53,020Equital, Ltd. (A) 992 25,907Formula Systems 1985, Ltd. 549 47,464Fox Wizel, Ltd. 488 49,077Gev-Yam Land, Ltd. 5,000 40,797Gilat Satellite Networks, Ltd. 1,452 9,405Hadera Paper, Ltd. (A) 244 12,931Harel Insurance Investments & Financial

Services, Ltd. (A) 4,995 46,119Hilan, Ltd. 803 38,133IDI Insurance Company, Ltd. 440 13,345


COMMON STOCKS (continued)Israel (continued)Inrom Construction Industries, Ltd. 2,183 $ 10,642Isracard, Ltd. 3,674 12,430Isras Investment Company, Ltd. 142 29,770Kamada, Ltd. (A) 1,616 10,403Magic Software Enterprises, Ltd. 1,349 21,360Matrix IT, Ltd. 2,095 47,482Maytronics, Ltd. 1,808 27,228Mediterranean Towers, Ltd. 4,044 11,419Mega Or Holdings, Ltd. 757 23,116Mehadrin, Ltd. (A) 15 646Menora Mivtachim Holdings, Ltd. (A) 1,766 33,161Migdal Insurance & Financial

Holdings, Ltd. (A) 27,734 32,120Mivne Real Estate KD, Ltd. 10,717 27,623Mivtach Shamir Holdings, Ltd. (A) 397 10,848Naphtha Israel Petroleum Corp., Ltd. (A) 2,030 9,740Nova Measuring Instruments, Ltd. (A) 1,522 107,450Novolog, Ltd. 20,186 19,305Oil Refineries, Ltd. (A) 102,102 23,145One Software Technologies, Ltd. 170 22,501Partner Communications

Company, Ltd. (A) 6,688 36,903Paz Oil Company, Ltd. 525 56,330Plasson Industries, Ltd. 241 11,796Plus500, Ltd. 4,106 81,346Rami Levy Chain Stores Hashikma

Marketing 2006, Ltd. 449 31,457Sano-Brunos Enterprises, Ltd. 145 11,819Scope Metals Group, Ltd. 377 7,635Shikun & Binui, Ltd. (A) 108 631Shufersal, Ltd. 1,535 11,858Summit Real Estate Holdings, Ltd. (A) 2,363 35,294The Phoenix Holdings, Ltd. (A) 5,097 38,886YH Dimri Construction &

Development, Ltd. 285 13,3101,545,973

Italy - 3.4%A2A SpA 74,015 118,636ACEA SpA 2,494 52,401Amplifon SpA (A)(B) 3,081 128,065Anima Holding SpA (D) 14,880 70,740Aquafil SpA (A) 969 5,834Arnoldo Mondadori Editore SpA (A) 12,613 23,374Ascopiave SpA 4,243 18,773Autogrill SpA (A)(B) 6,245 41,971Avio SpA (A) 877 12,147Azimut Holding SpA 5,291 114,994Banca Farmafactoring SpA (D) 4,563 27,528Banca Generali SpA 2,509 83,915Banca IFIS SpA 1,607 18,116Banca Mediolanum SpA (A) 3,386 29,415Banca Popolare di Sondrio SCPA (A) 20,545 55,431Banca Profilo SpA (B) 24,032 6,249Banco BPM SpA (A) 97,273 215,823Biesse SpA (A) 835 19,477BPER Banca (A)(B) 68,618 125,096Brunello Cucinelli SpA (A)(B) 1,411 61,612Buzzi Unicem SpA 4,611 110,076Buzzi Unicem SpA, Savings Shares 2,302 37,007Cairo Communication SpA (A) 4,712 7,265Cementir Holding NV 4,165 33,969Cerved Group SpA (A) 8,475 77,146CIR SpA-Compagnie Industriali (A) 60,979 32,848Credito Emiliano SpA (A) 6,238 33,667Credito Valtellinese SpA (A) 5,043 71,840




COMMON STOCKS (continued)Italy (continued)Danieli & C Officine Meccaniche SpA 788 $ 13,916De’ Longhi SpA 2,476 77,979DeA Capital SpA (A) 4,665 6,483Enav SpA (D) 3,786 16,655ERG SpA 2,242 64,415Esprinet SpA (A) 3,554 46,965Eurotech SpA (A)(B) 1,562 9,909Fincantieri SpA (A)(B) 18,635 12,623Freni Brembo SpA (A) 4,197 55,645Geox SpA (A)(B) 8,390 8,173Gruppo MutuiOnline SpA 2,096 88,739Hera SpA 41,143 149,716IMA Industria Macchine Automatiche

SpA (A) 173 14,364IMMSI SpA (A) 6,756 3,436Interpump Group SpA 3,381 167,369Iren SpA 30,720 80,181Italgas SpA 21,638 137,834Italmobiliare SpA 1,039 37,192Juventus Football Club SpA (A) 30,558 30,352Leonardo SpA (B) 10,796 78,035Maire Tecnimont SpA (A)(B) 10,323 23,164Mediaset SpA (A) 18,917 48,281Mediobanca Banca di Credito Finanziario

SpA (A) 11,214 103,805OVS SpA (A)(B)(D) 9,134 11,827Piaggio & C SpA 11,658 38,524Pirelli & C. SpA (A)(B)(D) 17,419 94,430Prima Industrie SpA (A) 178 3,039Prysmian SpA 4,127 146,890RAI Way SpA (D) 5,678 38,032Reno de Medici SpA 15,969 18,959Reply SpA 832 97,407Retelit SpA 7,126 19,287Safilo Group SpA (A) 2,378 2,322Saipem SpA 30,422 82,580Saras SpA (A)(B) 28,012 20,429Sesa SpA (A) 320 40,388Societa Cattolica di Assicurazioni

SC (A)(B) 7,555 42,265Sogefi SpA (A) 3,551 5,148SOL SpA 2,802 48,075Tamburi Investment Partners SpA 5,435 45,568Technogym SpA (A)(D) 3,895 44,091Tinexta SpA (A) 1,069 27,396Tod’s SpA (A) 590 20,618Unieuro SpA (A)(D) 707 11,913Unipol Gruppo SpA (A) 18,665 89,692UnipolSai Assicurazioni SpA 4,295 11,389Webuild SpA (B) 14,544 21,111Zignago Vetro SpA 1,669 27,822

3,917,848Japan - 21.7%Access Company, Ltd. 2,300 16,396Achilles Corp. 1,000 13,728Adastria Company, Ltd. 920 18,471ADEKA Corp. 4,700 82,185Advan Company, Ltd. 1,000 11,669Aeon Delight Company, Ltd. 800 20,840Aeon Fantasy Company, Ltd. 400 9,445AEON Financial Service Company, Ltd. 900 10,794Aeon Hokkaido Corp. 1,800 17,048Aeria, Inc. (B) 700 2,950Ai Holdings Corp. 1,900 38,295Aica Kogyo Company, Ltd. 400 13,846


COMMON STOCKS (continued)Japan (continued)Aichi Corp. 3,200 $ 28,450Aichi Steel Corp. 700 18,726Aida Engineering, Ltd. 4,500 42,187Aiful Corp. (A) 15,500 37,268Ain Holdings, Inc. 200 12,356Airport Facilities Company, Ltd. 1,200 5,538Aisan Industry Company, Ltd. 2,500 11,631Aizawa Securities Company, Ltd. 2,400 17,187Akatsuki, Inc. 400 16,060Akebono Brake Industry

Company, Ltd. (A) 9,400 11,403Albis Company, Ltd. 500 12,261Alconix Corp. 1,600 22,675Alpen Company, Ltd. (B) 1,100 25,247Altech Corp. 1,100 22,405Amano Corp. 1,800 43,116Anest Iwata Corp. 1,800 18,475AOI TYO Holdings, Inc. 1,200 4,961AOKI Holdings, Inc. 3,100 15,568Aoyama Trading Company, Ltd. (A) 2,500 13,065Aozora Bank, Ltd. (B) 1,300 24,038Arakawa Chemical Industries, Ltd. 1,400 16,060Arata Corp. 700 33,265Arcland Sakamoto Company, Ltd. 1,700 28,222Arcland Service Holdings

Company, Ltd. (B) 1,000 20,969Arcs Company, Ltd. 2,625 59,152Arealink Company, Ltd. 500 4,583Argo Graphics, Inc. 1,000 31,375Arisawa Manufacturing Company, Ltd. 2,900 27,010Aruhi Corp. 900 15,812Asahi Company, Ltd. 800 12,585Asahi Diamond Industrial Company, Ltd. 3,900 16,982Asahi Holdings, Inc. 1,800 64,009ASAHI YUKIZAI Corp. 1,200 17,592Asanuma Corp. 700 27,031Asia Pile Holdings Corp. 3,300 15,175ASKA Pharmaceutical Company, Ltd. 1,600 24,746ASKUL Corp. 500 18,658Ateam, Inc. 800 8,342Atom Corp. 5,000 42,200Atsugi Company, Ltd. 1,200 5,842Autobacs Seven Company, Ltd. 3,000 41,574Avex, Inc. 2,500 27,740Axell Corp. 100 689Axial Retailing, Inc. 800 38,962Bando Chemical Industries, Ltd. 2,500 15,627Bank of the Ryukyus, Ltd. 3,000 22,205BayCurrent Consulting, Inc. 300 52,648Belc Company, Ltd. 500 30,226Bell System24 Holdings, Inc. 2,400 37,668Belluna Company, Ltd. 3,300 36,347Benesse Holdings, Inc. 400 7,815BeNEXT Group, Inc. 800 9,925BML, Inc. 1,000 31,081Bourbon Corp. 500 9,688Broadleaf Company, Ltd. (B) 4,600 30,417Bunka Shutter Company, Ltd. 5,000 47,204C Uyemura & Company, Ltd. 400 28,673Can Do Company, Ltd. 900 16,541Canon Electronics, Inc. 1,700 24,723Carlit Holdings Company, Ltd. 2,100 13,879Cawachi, Ltd. 900 25,634Central Glass Company, Ltd. 1,900 41,426Central Security Patrols Company, Ltd. 300 10,437




COMMON STOCKS (continued)Japan (continued)Central Sports Company, Ltd. 600 $ 12,655Chilled & Frozen Logistics Holdings

Company, Ltd. 1,600 31,500Chino Corp. 400 5,461Chiyoda Company, Ltd. 800 7,101Chiyoda Integre Company, Ltd. 800 13,512Chofu Seisakusho Company, Ltd. 1,700 34,318Chori Company, Ltd. 1,200 18,232Chubu Shiryo Company, Ltd. 2,000 27,119Chudenko Corp. 1,900 40,634Chuetsu Pulp & Paper Company, Ltd. 500 5,848Chugai Ro Company, Ltd. 500 8,181Chugoku Marine Paints, Ltd. 4,000 40,319CI Takiron Corp. 3,000 20,071Citizen Watch Company, Ltd. 16,000 45,685Cleanup Corp. 2,100 9,757CMIC Holdings Company, Ltd. 1,200 15,779CMK Corp. 3,700 14,477cocokara fine, Inc. 840 62,039Colowide Company, Ltd. 1,000 15,843Computer Engineering & Consulting, Ltd. 1,800 26,469Comture Corp. 1,000 28,318CONEXIO Corp. 1,300 18,026Corona Corp. 300 2,705Cosel Company, Ltd. 1,200 14,637Cosmo Energy Holdings Company, Ltd. 2,900 51,673Cota Company, Ltd. 440 6,015Create Restaurants Holdings, Inc. (B) 5,000 30,098Credit Saison Company, Ltd. 1,100 12,664CTS Company, Ltd. 1,900 17,669Curves Holdings Company, Ltd. 2,000 14,968Cybozu, Inc. 900 22,496Dai Nippon Toryo Company, Ltd. 1,200 11,189Daibiru Corp. 3,400 43,083Daicel Corp. 3,000 21,928Dai-Dan Company, Ltd. 1,000 28,854Daido Metal Company, Ltd. 1,900 9,414Daido Steel Company, Ltd. 1,600 66,891Daidoh, Ltd. 2,000 3,355Daihen Corp. 1,100 53,580Daiho Corp. 1,200 42,373Daiichi Jitsugyo Company, Ltd. 400 15,933Daiichi Kigenso Kagaku-Kogyo

Company, Ltd. 1,800 14,762Daiichikosho Company, Ltd. 1,000 34,600Daiken Corp. 1,000 16,985Daiken Medical Company, Ltd. 400 2,077Daiki Aluminium Industry Company, Ltd. 3,000 22,775Daikoku Denki Company, Ltd. 800 6,697Daikokutenbussan Company, Ltd. 300 19,991Daikyonishikawa Corp. 1,900 15,365Dainichiseika Color & Chemicals

Manufacturing Company, Ltd. 300 7,010Daiseki Company, Ltd. 1,800 52,853Daishi Hokuetsu Financial Group, Inc. 2,700 58,218Daito Pharmaceutical Company, Ltd. 700 25,270Daiwa Industries, Ltd. 2,000 20,411Daiwabo Holdings Company, Ltd. 800 71,217DCM Holdings Company, Ltd. 6,500 74,302DeNA Company, Ltd. 2,200 39,162Densan System Company, Ltd. (B) 700 21,716Denyo Company, Ltd. 900 18,783Dexerials Corp. 3,500 45,831Digital Arts, Inc. 400 36,879Digital Garage, Inc. 500 20,660


COMMON STOCKS (continued)Japan (continued)Digital Hearts Holdings Company, Ltd. 900 $ 10,906Dip Corp. 1,900 50,770DKK Company, Ltd. 1,000 25,985DKS Company, Ltd. 400 16,793DMG Mori Company, Ltd. (B) 4,600 70,164Doshisha Company, Ltd. 1,700 32,106Doutor Nichires Holdings Company, Ltd. 2,300 33,076Dowa Holdings Company, Ltd. 1,000 36,251DTS Corp. 1,800 37,124Duskin Company, Ltd. 2,100 58,519DyDo Group Holdings, Inc. (B) 700 36,364Eagle Industry Company, Ltd. 2,200 21,165Earth Corp. (B) 500 28,202EDION Corp. (B) 5,000 50,844eGuarantee, Inc. 1,300 28,337E-Guardian, Inc. 900 26,363Eiken Chemical Company, Ltd. 1,800 35,883Eizo Corp. 800 28,233Elan Corp. 2,800 40,723Elecom Company, Ltd. 800 41,313Elematec Corp. 1,400 13,757Enigmo, Inc. 2,400 28,760en-japan, Inc. 800 24,032Enplas Corp. 1,100 41,623EPS Holdings, Inc. 1,800 17,048eRex Company, Ltd. 1,900 38,310ESPEC Corp. 1,600 32,069Exedy Corp. 1,900 23,337FAN Communications, Inc. 2,000 8,131FCC Company, Ltd. 2,200 38,089Feed One Company, Ltd. 3,008 25,373Ferrotec Holdings Corp. 2,600 44,376FIDEA Holdings Company, Ltd. 21,400 22,000Fields Corp. 1,500 6,891Financial Products Group Company, Ltd. 1,600 7,809Fixstars Corp. 2,000 18,264Foster Electric Company, Ltd. 2,100 25,933France Bed Holdings Company, Ltd. 2,200 19,221Fudo Tetra Corp. 1,080 18,261Fuji Company, Ltd. 1,400 26,551Fuji Corp. (Aichi) 2,900 76,440Fuji Corp., Ltd. 1,300 8,167Fuji Oil Company, Ltd. (A) 4,400 7,297Fuji Pharma Company, Ltd. 1,400 16,881Fuji Seal International, Inc. 2,100 41,086Fuji Soft, Inc. 800 40,023Fujibo Holdings, Inc. 700 26,136Fujicco Company, Ltd. 1,500 29,126Fujikura Kasei Company, Ltd. 2,000 10,639Fujikura, Ltd. (A) 15,600 71,955Fujimori Kogyo Company, Ltd. 800 37,017Fujisash Company, Ltd. 4,900 3,805Fujitec Company, Ltd. 1,400 30,248Fujiya Company, Ltd. (B) 500 11,393Fukuda Corp. 200 10,915Fukushima Galilei Company, Ltd. 500 21,730Fukuyama Transporting Company, Ltd. 300 12,645FULLCAST Holdings Company, Ltd. 1,000 15,578Funai Electric Company, Ltd. (A) 700 2,779Funai Soken Holdings, Inc. 1,800 44,048Furukawa Company, Ltd. 1,900 22,591Furukawa Electric Company, Ltd. 2,500 67,508Furuno Electric Company, Ltd. 2,400 28,267Fuso Chemical Company, Ltd. 1,000 36,059Fuso Pharmaceutical Industries, Ltd. 500 13,588




COMMON STOCKS (continued)Japan (continued)Futaba Corp. 1,600 $ 13,843Futaba Industrial Company, Ltd. 3,400 17,387Future Corp. 1,200 20,512Fuyo General Lease Company, Ltd. 900 59,621Gakken Holdings Company, Ltd. 1,600 27,144GCA Corp. 1,900 13,547Gecoss Corp. 400 3,724Genki Sushi Company, Ltd. 500 11,345Genky DrugStores Company, Ltd. 700 27,504Geo Holdings Corp. 2,700 31,690Giken, Ltd. 700 28,966GLOBERIDE, Inc. 600 24,439Glory, Ltd. 1,600 32,313Goldcrest Company, Ltd. 990 15,434Gree, Inc. 6,100 35,782GS Yuasa Corp. 3,000 86,334G-Tekt Corp. 1,200 17,503Gun-Ei Chemical Industry Company, Ltd. 400 9,136GungHo Online Entertainment, Inc. 1,300 29,106Gunze, Ltd. 800 26,075H.U. Group Holdings, Inc. 2,200 59,286H2O Retailing Corp. 4,900 33,210Hagihara Industries, Inc. 800 11,505Hagiwara Electric Holdings Company, Ltd. 500 11,838Hakuto Company, Ltd. 1,300 13,547Halows Company, Ltd. 600 20,085Hamakyorex Company, Ltd. 1,000 28,440Hanwa Company, Ltd. 2,400 64,450Happinet Corp. 1,000 15,208Hazama Ando Corp. 10,090 70,462Heiwa Corp. 1,000 13,796Heiwa Real Estate Company, Ltd. 1,500 54,279Heiwado Company, Ltd. 2,000 42,977Hibiya Engineering, Ltd. 1,500 27,587Hiday Hidaka Corp. 132 2,220HI-LEX Corp. 600 8,936Hinokiya Group Company, Ltd. 300 6,299Hioki EE Corp. 500 20,269Hirano Tecseed Company, Ltd. 1,100 23,137Hirogin Holdings, Inc. 7,000 39,416Hiroshima Gas Company, Ltd. 4,900 17,808HIS Company, Ltd. (A)(B) 1,400 21,740Hisaka Works, Ltd. 2,000 16,496Hitachi Zosen Corp. 11,700 64,716Hochiki Corp. 600 7,424Hodogaya Chemical Company, Ltd. 700 34,525Hogy Medical Company, Ltd. 800 26,034Hokkaido Electric Power Company, Inc. 11,100 40,466Hokkaido Gas Company, Ltd. 600 9,002Hokkan Holdings, Ltd. 1,000 13,589Hokuetsu Corp. 7,900 31,402Hokuetsu Industries Company, Ltd. 2,000 20,351Hokuhoku Financial Group, Inc. 5,900 56,132Hokuriku Electric Power Company 9,400 61,327Hokuto Corp. 1,600 32,375H-One Company, Ltd. 1,000 8,038Honeys Holdings Company, Ltd. 1,350 13,726Hoosiers Holdings 5,000 32,259Hosiden Corp. 3,900 37,584Hosokawa Micron Corp. 500 30,817Ichibanya Company, Ltd. 300 14,988Ichigo, Inc. 9,100 27,414Ichikoh Industries, Ltd. 2,300 15,388Ichinen Holdings Company, Ltd. 1,900 23,307Ichiyoshi Securities Company, Ltd. 2,800 12,669


COMMON STOCKS (continued)Japan (continued)Icom, Inc. 500 $ 13,187Idec Corp. 1,600 28,282IDOM, Inc. 3,900 20,731Iino Kaiun Kaisha, Ltd. 7,300 30,373IJTT Company, Ltd. 1,200 5,614Ikegami Tsushinki Company, Ltd. 400 3,355Imasen Electric Industrial 500 3,623Imuraya Group Company, Ltd. 300 7,372Inaba Denki Sangyo Company, Ltd. 2,700 66,178Inaba Seisakusho Company, Ltd. 200 2,695Inabata & Company, Ltd. 3,000 41,986Infocom Corp. 1,000 32,855Infomart Corp. 3,800 36,291Information Services

International-Dentsu, Ltd. 800 24,236Intage Holdings, Inc. (B) 3,100 34,022Internet Initiative Japan, Inc. 1,400 27,585Inui Global Logistics Company, Ltd. 875 8,065I-PEX, Inc. 500 9,597Iriso Electronics Company, Ltd. 1,000 43,284Iseki & Company, Ltd. 1,200 16,100Ishihara Sangyo Kaisha, Ltd. 2,100 12,723Itfor, Inc. 1,000 9,084Itochu Enex Company, Ltd. 3,800 37,447Itochu-Shokuhin Company, Ltd. 600 32,024Itoham Yonekyu Holdings, Inc. 3,800 24,802Itoki Corp. 2,100 6,809IwaiCosmo Holdings, Inc. 900 11,440Iwatani Corp. 1,000 61,609J Front Retailing Company, Ltd. 5,500 43,621J Trust Company, Ltd. (B) 4,900 9,601JAC Recruitment Company, Ltd. 1,200 22,061Jaccs Company, Ltd. 1,600 28,368JAFCO Group Company, Ltd. 1,400 69,960Jalux, Inc. 500 6,514Jamco Corp. 500 3,011Janome Sewing Machine Company, Ltd. 1,200 10,344Japan Asset Marketing Company, Ltd. (A) 14,200 14,728Japan Aviation Electronics Industry, Ltd. 3,000 46,044Japan Cash Machine Company, Ltd. 700 3,600Japan Elevator Service Holdings

Company, Ltd. 2,200 56,026Japan Investment Adviser

Company, Ltd. (B) 1,000 12,953Japan Lifeline Company, Ltd. 2,600 41,032Japan Material Company, Ltd. 2,200 30,232Japan Medical Dynamic Marketing, Inc. 900 20,631Japan Petroleum Exploration

Company, Ltd. 2,000 36,396Japan Property Management Center

Company, Ltd. 800 9,184Japan Pulp & Paper Company, Ltd. 600 21,120Japan Securities Finance Company, Ltd. 8,000 41,813Japan Transcity Corp. 3,100 16,623Jastec Company, Ltd. (B) 400 5,193JBCC Holdings, Inc. 1,200 16,914JCU Corp. 1,300 50,150Jeol, Ltd. 1,700 80,259Jimoto Holdings, Inc. 980 7,837JINS Holdings, Inc. 400 26,315JM Holdings Company, Ltd. 600 13,381JMS Company, Ltd. 500 4,346J-Oil Mills, Inc. 600 20,574Joshin Denki Company, Ltd. 1,100 29,066Joyful Honda Company, Ltd. 1,000 14,335




COMMON STOCKS (continued)Japan (continued)JSP Corp. 800 $ 13,438Juki Corp. 1,400 7,179JVCKenwood Corp. 9,070 13,995K&O Energy Group, Inc. 800 11,557Kadokawa Corp. 1,036 37,656Kaga Electronics Company, Ltd. 1,100 25,484Kameda Seika Company, Ltd. 700 32,868Kamei Corp. 2,000 22,245Kanaden Corp. 1,100 13,796Kanagawa Chuo Kotsu Company, Ltd. 700 26,945Kanamoto Company, Ltd. 1,900 40,852Kandenko Company, Ltd. 2,700 22,870Kaneka Corp. 2,100 73,571Kanematsu Corp. 3,500 43,709Kanematsu Electronics, Ltd. 700 28,169Kansai Mirai Financial Group, Inc. 6,700 32,470Kanto Denka Kogyo Company, Ltd. 2,000 15,366Kasai Kogyo Company, Ltd. 1,000 3,666Katakura Industries Company, Ltd. (B) 1,700 21,940Kato Sangyo Company, Ltd. 1,100 37,289Kato Works Company, Ltd. 400 3,746KAWADA TECHNOLOGIES, Inc. 200 8,302Kawasaki Kisen Kaisha, Ltd. (A)(B) 1,100 22,584Keihanshin Building Company, Ltd. (B) 2,000 36,111Keiyo Company, Ltd. 3,400 24,145Kenedix, Inc. 10,800 78,638Kenko Mayonnaise Company, Ltd. 900 16,112KFC Holdings Japan, Ltd. 600 17,134KH Neochem Company, Ltd. 900 23,871Kimoto Company, Ltd. 3,000 5,094Kintetsu Department Store Company, Ltd. 400 12,197Kintetsu World Express, Inc. 1,600 38,000Kissei Pharmaceutical Company, Ltd. 1,100 23,885Kitanotatsujin Corp. 3,300 14,834Kito Corp. 1,800 26,963Kitz Corp. 4,600 27,991KLab, Inc. (A) 2,100 18,276Koa Corp. 1,700 24,351Koatsu Gas Kogyo Company, Ltd. 3,000 23,131Kobe Electric Railway Company, Ltd. (A) 300 10,460Kobe Steel, Ltd. (A) 18,100 96,907Kohnan Shoji Company, Ltd. 1,200 37,386Kojima Company, Ltd. 3,000 20,706Kokuyo Company, Ltd. 2,100 28,450Komatsu Matere Company, Ltd. 2,000 19,954KOMEDA Holdings Company, Ltd. 2,600 47,035Komeri Company, Ltd. 1,500 42,409Komori Corp. 3,700 25,953Kondotec, Inc. 1,300 14,262Konica Minolta, Inc. 18,700 71,606Konishi Company, Ltd. 2,200 35,710Konoike Transport Company, Ltd. 2,600 25,789Koshidaka Holdings Company, Ltd. 2,000 8,617Kotobuki Spirits Company, Ltd. 500 26,027Krosaki Harima Corp. 400 15,311Kumagai Gumi Company, Ltd. 1,800 45,388Kurabo Industries, Ltd. 1,600 28,173Kureha Corp. 1,100 77,677Kurimoto, Ltd. 1,000 15,582KYB Corp. (A) 1,600 36,661Kyodo Printing Company, Ltd. 500 14,027Kyoei Steel, Ltd. 1,800 24,993Kyokuto Kaihatsu Kogyo Company, Ltd. 2,300 31,295Kyokuto Securities Company, Ltd. 2,300 15,393Kyokuyo Company, Ltd. 700 20,025


COMMON STOCKS (continued)Japan (continued)KYORIN Holdings, Inc. 1,900 $ 35,763Kyosan Electric Manufacturing

Company, Ltd. 2,000 8,187Kyushu Financial Group, Inc. 13,800 56,675LAC Company, Ltd. (B) 1,400 14,125Lacto Japan Company, Ltd. (B) 800 22,128LEC, Inc. 1,600 20,140LIFULL Company, Ltd. 3,800 13,605Link And Motivation, Inc. 2,300 13,071Lintec Corp. 1,900 42,009M&A Capital Partners Company, Ltd. (A) 600 34,404Macnica Fuji Electronics Holdings, Inc. 3,250 63,923Macromill, Inc. 2,300 14,964Maeda Corp. 3,700 32,929Maeda Kosen Company, Ltd. 1,100 28,927Maeda Road Construction Company, Ltd. 600 10,065Maezawa Kasei Industries Company, Ltd. 1,100 10,428Maezawa Kyuso Industries Company, Ltd. 900 20,181Makino Milling Machine Company, Ltd. 1,200 43,436Mandom Corp. 700 11,531MarkLines Company, Ltd. 400 10,194Mars Group Holdings Corp. 700 10,546Marubun Corp. 200 994Marudai Food Company, Ltd. 1,600 26,247Maruha Nichiro Corp. 1,500 32,298Marusan Securities Company, Ltd. 4,700 21,090Maruwa Company, Ltd. 300 33,739Maruzen Company, Ltd. 800 14,266Maruzen Showa Unyu Company, Ltd. 800 27,007Marvelous, Inc. 1,400 12,016Matsuda Sangyo Company, Ltd. 1,400 24,279Max Company, Ltd. 2,000 27,920Maxell Holdings, Ltd. (A) 2,200 27,452Maxvalu Tokai Company, Ltd. 1,100 27,750MCJ Company, Ltd. 3,200 34,393MEC Company, Ltd. 1,500 33,063Medical Data Vision Company, Ltd. (B) 1,700 46,788Megachips Corp. 1,100 30,036Megmilk Snow Brand Company, Ltd. 1,800 38,505Meidensha Corp. 1,800 40,588Meiko Electronics Company, Ltd. 1,200 22,462Meiko Network Japan Company, Ltd. 1,100 5,892Meisei Industrial Company, Ltd. 3,000 22,794Meitec Corp. 1,300 67,605Meito Sangyo Company, Ltd. 900 12,976Menicon Company, Ltd. 600 36,391METAWATER Company, Ltd. 1,600 36,029Mie Kotsu Group Holdings, Inc. 3,700 17,771Milbon Company, Ltd. 812 51,738Mimasu Semiconductor Industry

Company, Ltd. 1,400 35,066Ministop Company, Ltd. (B) 1,100 15,012Mirait Holdings Corp. 4,240 72,762Miroku Jyoho Service Company, Ltd. 700 14,214Mitani Corp. 500 32,250Mitani Sekisan Company, Ltd. 600 25,513Mito Securities Company, Ltd. 6,300 13,913Mitsuba Corp. (A) 2,300 10,152Mitsubishi Logisnext Company, Ltd. 1,000 11,497Mitsubishi Paper Mills, Ltd. 2,600 7,866Mitsubishi Pencil Company, Ltd. 600 8,008Mitsubishi Research Institute, Inc. 500 20,724Mitsubishi Shokuhin Company, Ltd. 200 5,544Mitsubishi Steel Manufacturing

Company, Ltd. (A) 1,000 5,880




COMMON STOCKS (continued)Japan (continued)Mitsuboshi Belting, Ltd. 1,000 $ 16,484Mitsui E&S Holdings Company, Ltd. (A) 4,600 15,652Mitsui High-Tec, Inc. 900 33,855Mitsui Matsushima Holdings

Company, Ltd. 1,000 6,938Mitsui Mining & Smelting Company, Ltd. 2,500 91,886Mitsui Sugar Company, Ltd. 1,000 17,617Mitsui-Soko Holdings Company, Ltd. (B) 2,200 49,142Mitsuuroko Group Holdings

Company, Ltd. 3,200 41,400Mixi, Inc. 1,800 44,683Mizuho Leasing Company, Ltd. 1,400 42,212Mizuno Corp. 1,400 27,304Modec, Inc. 1,700 30,913Monex Group, Inc. 10,400 38,974Morinaga & Company, Ltd. 100 3,762Morinaga Milk Industry Company, Ltd. 900 44,346Morita Holdings Corp. (B) 2,200 37,427MrMax Holdings, Ltd. 1,700 12,744Musashi Seimitsu Industry Company, Ltd. 2,600 41,356N Field Company, Ltd. 1,300 10,525Nachi-Fujikoshi Corp. 600 24,938Nagase & Company, Ltd. 3,600 52,619Nagatanien Holdings Company, Ltd. 1,000 21,970Nagawa Company, Ltd. 300 27,932Nakamuraya Company, Ltd. 300 11,635Nakanishi, Inc. 1,300 28,539Nakayama Steel Works, Ltd. 1,100 4,087Namura Shipbuilding Company, Ltd. 3,252 5,147NEC Capital Solutions, Ltd. 800 14,675Neturen Company, Ltd. 2,300 10,530Nextage Company, Ltd. 2,300 29,523NHK Spring Company, Ltd. 7,200 49,376Nice Corp. (A) 600 9,256Nichias Corp. 2,400 57,159Nichiban Company, Ltd. 700 11,204Nichicon Corp. 3,400 43,079Nichiden Corp. 600 13,018Nichiha Corp. 1,200 37,839Nichi-iko Pharmaceutical Company, Ltd. 3,100 29,326Nichireki Company, Ltd. 2,000 31,833Nichirin Company, Ltd. (B) 1,040 16,867Nihon Chouzai Company, Ltd. 800 11,596Nihon Flush Company, Ltd. 1,000 12,691Nihon House Holdings Company, Ltd. 1,000 3,201Nihon Kagaku Sangyo Company, Ltd. (B) 1,000 10,679Nihon Nohyaku Company, Ltd. 4,000 19,560Nihon Parkerizing Company, Ltd. (B) 3,900 40,453Nihon Tokushu Toryo Company, Ltd. 1,000 11,706Nikkiso Company, Ltd. 2,100 20,461Nikkon Holdings Company, Ltd. 2,900 58,146Nippon Air Conditioning Services

Company, Ltd. 1,600 11,696Nippon Beet Sugar

Manufacturing Company, Ltd. 900 14,016Nippon Carbon Company, Ltd. 500 19,145Nippon Chemical Industrial Company, Ltd. 700 19,107Nippon Chemi-Con Corp. (A) 1,100 19,557Nippon Coke & Engineering

Company, Ltd. 18,000 15,540Nippon Concrete Industries Company, Ltd. 2,600 7,898Nippon Denko Company, Ltd. 6,530 18,943Nippon Densetsu Kogyo Company, Ltd. 2,100 43,438Nippon Electric Glass Company, Ltd. 3,400 74,481Nippon Fine Chemical Company, Ltd. 800 11,053


COMMON STOCKS (continued)Japan (continued)Nippon Flour Mills Company, Ltd. 2,700 $ 42,165Nippon Gas Company, Ltd. 1,800 96,580Nippon Hume Corp. 2,000 15,581Nippon Kayaku Company, Ltd. 2,300 21,350Nippon Kodoshi Corp. 800 19,887Nippon Koei Company, Ltd. 1,000 27,516Nippon Light Metal Holdings

Company, Ltd. 2,820 52,345Nippon Paper Industries Company, Ltd. 3,600 41,690Nippon Parking Development

Company, Ltd. 8,400 12,545Nippon Pillar Packing Company, Ltd. 1,500 23,418Nippon Seiki Company, Ltd. 3,000 33,993Nippon Sharyo, Ltd. (A) 600 14,054Nippon Signal Company, Ltd. 3,000 27,388Nippon Soda Company, Ltd. 1,600 47,591Nippon Steel Trading Corp. 972 35,224Nippon Suisan Kaisha, Ltd. 10,700 44,229Nippon Thompson Company, Ltd. 4,700 17,602Nippon Yakin Kogyo Company, Ltd. 1,000 16,753Nipro Corp. 4,100 48,281Nishikawa Rubber Company, Ltd. 800 11,969Nishimatsu Construction Company, Ltd. 3,200 65,624Nishimatsuya Chain Company, Ltd. 2,900 41,654Nishi-Nippon Financial Holdings, Inc. 7,000 44,837Nishi-Nippon Railroad Company, Ltd. 600 17,712Nishio Rent All Company, Ltd. 800 16,760Nissan Shatai Company, Ltd. 3,400 28,247Nissei ASB Machine Company, Ltd. 500 28,584Nissei Plastic Industrial Company, Ltd. 1,600 13,744Nissha Company, Ltd. 2,300 33,436Nisshinbo Holdings, Inc. 6,168 45,074Nissin Corp. 1,400 16,515Nissin Electric Company, Ltd. 3,400 40,274Nissin Sugar Company, Ltd. 1,100 19,680Nitta Corp. 1,300 28,121Nittan Valve Company, Ltd. 1,200 2,396Nittetsu Mining Company, Ltd. 300 17,842Nitto Kogyo Corp. 1,600 31,733Nitto Kohki Company, Ltd. 1,000 16,960Nitto Seiko Company, Ltd. 1,700 7,386Noevir Holdings Company, Ltd. 500 22,161Nohmi Bosai, Ltd. (B) 1,300 28,382Nojima Corp. 1,600 43,889NOK Corp. 1,500 16,132Nomura Company, Ltd. 3,000 24,818Noritake Company, Ltd. 700 20,330Noritsu Koki Company, Ltd. 1,000 23,608Noritz Corp. 2,100 32,818North Pacific Bank, Ltd. 20,300 42,948NS Tool Company, Ltd. 400 10,185NS United Kaiun Kaisha, Ltd. 800 10,824NSD Company, Ltd. 3,000 64,719NTN Corp. (A) 18,400 47,399Obara Group, Inc. 600 22,896Ohsho Food Service Corp. 700 39,306Oiles Corp. 1,380 21,708Oisix ra daichi, Inc. (A) 1,200 36,339Okabe Company, Ltd. 2,600 19,516Okamoto Industries, Inc. 600 23,017Okamura Corp. 3,700 33,134Okasan Securities Group, Inc. 7,000 25,463Oki Electric Industry Company, Ltd. 4,700 41,565Okinawa Cellular Telephone Company 400 17,255OKUMA Corp. 700 39,262




COMMON STOCKS (continued)Japan (continued)Okumura Corp. 1,600 $ 39,597Okura Industrial Company, Ltd. (B) 800 14,821Okuwa Company, Ltd. 1,000 12,602Onoken Company, Ltd. 1,500 18,214Onward Holdings Company, Ltd. 7,100 14,257Optex Group Company, Ltd. 1,400 25,634Organo Corp. 600 35,709Orient Corp. 17,800 20,027Origin Company, Ltd. 600 7,720Osaka Organic Chemical Industry, Ltd. 1,400 43,471Osaka Soda Company, Ltd. 800 21,130Osaka Steel Company, Ltd. 700 8,336OSAKA Titanium Technologies

Company, Ltd. 800 6,652Osaki Electric Company, Ltd. 3,000 16,851OSG Corp. (B) 2,400 45,949OSJB Holdings Corp. 7,600 20,567Outsourcing, Inc. 4,500 60,496Oyo Corp. 1,300 15,447Pacific Industrial Company, Ltd. 3,000 31,263Pacific Metals Company, Ltd. (B) 1,100 23,831PAL GROUP Holdings Company, Ltd. 1,400 16,624Paramount Bed Holdings Company, Ltd. 800 36,530Paris Miki Holdings, Inc. 1,100 3,066PC Depot Corp. 1,700 9,251Penta-Ocean Construction Company, Ltd. 12,300 105,887Pilot Corp. (B) 700 19,670Piolax, Inc. 2,100 32,240Poletowin Pitcrew Holdings, Inc. 2,000 22,651Press Kogyo Company, Ltd. 7,000 20,755Pressance Corp. (B) 1,800 31,018Prestige International, Inc. 5,000 44,242Prima Meat Packers, Ltd. 1,500 47,552Pronexus, Inc. 600 6,105Prospect Company, Ltd. 33,000 9,581Proto Corp. 400 4,041PS Mitsubishi Construction Company, Ltd. 2,600 15,388Punch Industry Company, Ltd. 1,300 5,307Qol Holdings Company, Ltd. 1,400 15,301Raito Kogyo Company, Ltd. 2,400 42,228Raiznext Corp. 3,300 39,233Raysum Company, Ltd. 1,600 14,667Relia, Inc. 2,100 26,068Renaissance, Inc. 500 4,333Resorttrust, Inc. 3,700 52,943Restar Holdings Corp. 1,600 34,488Retail Partners Company, Ltd. 300 4,242Rheon Automatic Machinery

Company, Ltd. 1,500 18,352Ricoh Leasing Company, Ltd. 800 23,844Riken Corp. 600 12,365Riken Keiki Company, Ltd. 400 11,901Riken Technos Corp. 3,000 13,126Riken Vitamin Company, Ltd. 1,400 18,476Riso Kagaku Corp. 500 6,761Riso Kyoiku Company, Ltd. 9,300 27,585Rock Field Company, Ltd. 1,000 15,208Rokko Butter Company, Ltd. 600 10,531Roland DG Corp. (B) 900 16,414Rorze Corp. 400 25,929Round One Corp. 4,100 36,895RS Technologies Company, Ltd. 400 22,074Ryobi, Ltd. (A) 1,400 16,992Ryoden Corp. 1,500 22,547Ryosan Company, Ltd. 1,500 27,159


COMMON STOCKS (continued)Japan (continued)S Foods, Inc. 500 $ 16,323S&B Foods, Inc. 600 26,564Sac’s Bar Holdings, Inc. 600 3,150Saibu Gas Company, Ltd. 1,900 57,263Saizeriya Company, Ltd. 1,100 20,356Sakai Chemical Industry Company, Ltd. 1,400 26,743Sakai Moving Service Company, Ltd. 500 25,297Sakata INX Corp. 3,100 34,837Sala Corp. 3,000 16,617SAMTY Company, Ltd. 1,600 27,889San ju San Financial Group, Inc. 1,700 20,773San-A Company, Ltd. 600 25,376San-Ai Oil Company, Ltd. (B) 3,500 37,979Sanden Holdings Corp. (A) 1,400 4,740Sangetsu Corp. 2,100 31,605Sanken Electric Company, Ltd. 1,400 60,843Sanki Engineering Company, Ltd. 2,000 23,535Sankyo Company, Ltd. 1,400 37,881Sankyo Seiko Company, Ltd. 3,200 14,889Sankyo Tateyama, Inc. 2,500 19,711Sanyo Chemical Industries, Ltd. 600 32,080Sanyo Denki Company, Ltd. 400 21,549Sanyo Electric Railway Company, Ltd. 1,600 30,703Sanyo Shokai, Ltd. 700 4,021Sanyo Special Steel Company, Ltd. (A) 1,400 17,418Sapporo Holdings, Ltd. (B) 2,700 52,174Sato Holdings Corp. 1,700 36,742Sawada Holdings Company, Ltd. 1,000 9,103Sawai Pharmaceutical Company, Ltd. 900 40,845Seika Corp. 500 6,660Seikagaku Corp. 1,700 16,767Seikitokyu Kogyo Company, Ltd. 1,600 13,003Seiko Holdings Corp. 1,400 17,928Seiren Company, Ltd. 2,700 40,885Sekisui Jushi Corp. 1,600 33,834Sekisui Kasei Company, Ltd. 2,500 12,855Senko Group Holdings Company, Ltd. 4,700 45,839Senshu Electric Company, Ltd. 500 15,393Senshu Ikeda Holdings, Inc. 17,200 24,688Senshukai Company, Ltd. (A)(B) 3,300 10,409Shibaura Electronics Company, Ltd. 500 15,128Shibaura Machine Company, Ltd. 1,600 36,586Shibuya Corp. 800 27,466Shikibo, Ltd. 1,100 10,932Shikoku Chemicals Corp. 3,000 34,921Shikoku Electric Power Company, Inc. 5,600 36,559Shima Seiki Manufacturing, Ltd. 1,200 20,359Shimachu Company, Ltd. 2,300 122,093Shinagawa Refractories Company, Ltd. 600 14,583Shindengen Electric Manufacturing

Company, Ltd. 500 12,445Shin-Etsu Polymer Company, Ltd. 3,000 27,466Shinko Shoji Company, Ltd. (B) 1,900 13,811Shinmaywa Industries, Ltd. 2,400 20,579Shinnihon Corp. 2,500 20,105Shinoken Group Company, Ltd. 2,000 21,607Shinwa Company, Ltd. (Nagoya) 700 14,549Shizuoka Gas Company, Ltd. 4,500 45,123Shoei Company, Ltd. 1,200 48,248Shoei Foods Corp. 700 24,368Showa Sangyo Company, Ltd. 1,000 29,501SIGMAXYZ, Inc. 900 16,011Siix Corp. 1,600 23,967Sinanen Holdings Company, Ltd. 800 22,979Sinfonia Technology Company, Ltd. 1,600 21,747




COMMON STOCKS (continued)Japan (continued)Sinko Industries, Ltd. 1,500 $ 25,821Sintokogio, Ltd. 3,400 25,384SKY Perfect JSAT Holdings, Inc. 7,800 38,430SMK Corp. 300 8,787Sodick Company, Ltd. 2,400 20,512Software Service, Inc. 200 21,090Soken Chemical & Engineering

Company, Ltd. 800 15,175Solasto Corp. 1,500 23,250Space Value Holdings Company, Ltd. 2,000 13,526Sparx Group Company, Ltd. 7,400 18,295SRA Holdings 600 15,262St. Marc Holdings Company, Ltd. 800 10,862Star Mica Holdings Company, Ltd. 1,100 14,400Star Micronics Company, Ltd. 2,300 36,938Starts Corp., Inc. 1,900 52,855Starzen Company, Ltd. 300 12,309Stella Chemifa Corp. 800 25,754Strike Company, Ltd. 700 34,815Studio Alice Company, Ltd. 900 16,847Sugimoto & Company, Ltd. 700 16,841Sumida Corp. (A) 1,600 16,712Suminoe Textile Company, Ltd. 500 10,423Sumitomo Bakelite Company, Ltd. 1,200 41,384Sumitomo Densetsu Company, Ltd. 1,300 33,107Sumitomo Mitsui Construction

Company, Ltd. 6,000 24,930Sumitomo Osaka Cement Company, Ltd. 1,500 43,892Sumitomo Riko Company, Ltd. 2,400 14,143Sumitomo Seika Chemicals Company, Ltd. 500 19,913Sun Frontier Fudousan Company, Ltd. 2,200 19,058SWCC Showa Holdings Company, Ltd. 2,400 40,859Systena Corp. 1,700 35,695Syuppin Company, Ltd. 1,200 10,511T Hasegawa Company, Ltd. 1,600 33,677T RAD Company, Ltd. 500 6,493T&K Toka Company, Ltd. 1,600 13,593Tachibana Eletech Company, Ltd. 1,360 22,113Tachi-S Company, Ltd. 2,400 27,336Tadano, Ltd. 6,000 51,437Taihei Dengyo Kaisha, Ltd. 1,500 34,181Taiho Kogyo Company, Ltd. 1,200 8,349Taikisha, Ltd. 900 23,639Taiko Pharmaceutical Company, Ltd. (B) 1,200 18,759Taisei Lamick Company, Ltd. 500 14,863Taiyo Holdings Company, Ltd. 1,000 59,269Takamatsu Construction Group

Company, Ltd. 1,000 19,832Takaoka Toko Company, Ltd. 700 11,202Takara Leben Company, Ltd. 6,300 18,778Takara Standard Company, Ltd. 2,200 32,367Takasago International Corp. 1,200 27,622Takasago Thermal Engineering

Company, Ltd. 1,700 25,806Takashimaya Company, Ltd. 5,600 48,194Take And Give Needs Company, Ltd. 200 1,077Takeei Corp. 700 8,631Takeuchi Manufacturing Company, Ltd. 1,600 37,784Takihyo Company, Ltd. 600 10,991Takuma Company, Ltd. 2,300 41,109Tamron Company, Ltd. 1,500 26,577Tamura Corp. 6,000 33,326Tanseisha Company, Ltd. 1,100 8,750Tatsuta Electric Wire & Cable

Company, Ltd. 4,200 30,611


COMMON STOCKS (continued)Japan (continued)Tayca Corp. 1,500 $ 21,994TechMatrix Corp. 1,400 29,121Teikoku Electric Manufacturing

Company, Ltd. 1,700 19,888Teikoku Sen-I Company, Ltd. (B) 500 11,590Tekken Corp. 800 14,201Tenma Corp. 1,000 19,809T-Gaia Corp. (B) 900 16,897The 77 Bank, Ltd. 2,800 38,210The Aichi Bank, Ltd. 600 17,088The Akita Bank, Ltd. 1,100 14,626The Aomori Bank, Ltd. 1,700 39,638The Awa Bank, Ltd. 2,200 49,920The Bank of Iwate, Ltd. 1,100 21,385The Bank of Nagoya, Ltd. 1,100 27,240The Bank of Okinawa, Ltd. 1,640 43,572The Bank of Saga, Ltd. 1,000 12,761The Chiba Kogyo Bank, Ltd. 3,200 7,700The Chugoku Bank, Ltd. 5,700 45,743The Chukyo Bank, Ltd. 900 17,023The Ehime Bank, Ltd. 2,100 20,243The First Bank of Toyama, Ltd. 2,800 7,660The Fukui Bank, Ltd. 1,800 33,115The Fukushima Bank, Ltd. (B) 2,100 3,975The Gunma Bank, Ltd. 14,200 43,855The Hachijuni Bank, Ltd. 14,100 46,972The Hokkoku Bank, Ltd. 1,500 38,097The Hyakugo Bank, Ltd. 12,500 36,151The Hyakujushi Bank, Ltd. 1,700 24,497The Iyo Bank, Ltd. 9,200 57,797The Japan Steel Works, Ltd. 2,600 77,665The Japan Wool Textile Company, Ltd. 4,000 38,718The Juroku Bank, Ltd. 1,700 30,960The Keiyo Bank, Ltd. 4,400 17,807The Kinki Sharyo Company, Ltd. (A) 300 3,814The Kita-Nippon Bank, Ltd. 700 13,847The Kiyo Bank, Ltd. 3,800 54,419The Michinoku Bank, Ltd. 1,400 13,610The Miyazaki Bank, Ltd. 1,000 21,376The Monogatari Corp. (B) 200 24,371The Musashino Bank, Ltd. 1,700 24,675The Nagano Bank, Ltd. 800 10,532The Nanto Bank, Ltd. 2,000 33,815The Nippon Road Company, Ltd. 500 37,336The Nisshin Oillio Group, Ltd. 1,200 35,313The Ogaki Kyoritsu Bank, Ltd. 1,600 32,536The Oita Bank, Ltd. 900 17,770The Okinawa Electric Power

Company, Inc. 1,990 26,761The Pack Corp. 800 21,930The San-In Godo Bank, Ltd. 8,000 38,217The Shibusawa Warehouse Company, Ltd. 1,000 22,369The Shiga Bank, Ltd. 2,200 45,052The Shikoku Bank, Ltd. 2,800 18,467The Shimizu Bank, Ltd. 500 8,308The Sumitomo Warehouse Company, Ltd. 3,324 42,585The Tochigi Bank, Ltd. 8,000 13,360The Toho Bank, Ltd. 12,000 24,224The Tohoku Bank, Ltd. 400 4,287The Tottori Bank, Ltd. 400 4,345The Towa Bank, Ltd. 2,900 17,753The Yamagata Bank, Ltd. 2,000 19,934The Yamanashi Chuo Bank, Ltd. 2,000 14,941Tigers Polymer Corp. 1,000 3,820TKC Corp. 600 45,046




COMMON STOCKS (continued)Japan (continued)Toa Corp. (Hyogo) 1,400 $ 11,554Toa Corp. (Tokyo) 1,200 23,211Toagosei Company, Ltd. 6,900 81,110Tobishima Corp. 720 7,549TOC Company, Ltd. (B) 3,400 22,965Tocalo Company, Ltd. 3,200 43,966Toda Kogyo Corp. (A) 300 6,686Toei Company, Ltd. 200 32,739Toenec Corp. 600 23,497Toho Company, Ltd. 600 10,952Toho Holdings Company, Ltd. 2,400 42,191Toho Titanium Company, Ltd. 3,000 25,822Toho Zinc Company, Ltd. (A) 800 18,112Tokai Corp. 1,200 23,679TOKAI Holdings Corp. 4,000 39,799Tokai Rika Company, Ltd. 3,300 55,852Tokai Tokyo Financial Holdings, Inc. 11,500 34,030Token Corp. 410 32,519Tokushu Tokai Paper Company, Ltd. 600 29,027Tokuyama Corp. 2,600 58,534Tokyo Base Company, Ltd. (A) 900 4,638Tokyo Dome Corp. 5,500 69,256Tokyo Energy & Systems, Inc. 2,000 17,585Tokyo Keiki, Inc. 1,000 9,100Tokyo Kiraboshi Financial Group, Inc. 1,936 20,777Tokyo Rakutenchi Company, Ltd. 200 8,387Tokyo Rope Manufacturing

Company, Ltd. (A) 700 5,153Tokyo Seimitsu Company, Ltd. 1,800 84,691Tokyo Steel Manufacturing Company, Ltd. 5,100 33,037Tokyo Tekko Company, Ltd. 800 15,863Tokyo Theatres Company, Inc. 900 10,953Tokyotokeiba Company, Ltd. 600 27,234Tokyu Construction Company, Ltd. 3,900 18,735Tomato Bank, Ltd. 1,100 11,304Tomen Devices Corp. 200 6,381Tomoe Corp. 2,200 8,561Tomoku Company, Ltd. 500 8,283TOMONY Holdings, Inc. 10,600 32,102Tomy Company, Ltd. 4,500 39,720Tonami Holdings Company, Ltd. 500 28,935Topcon Corp. 4,700 58,493Toppan Forms Company, Ltd. (B) 3,400 34,882Topre Corp. 2,300 35,293Topy Industries, Ltd. (A) 1,300 14,853Toridoll Holdings Corp. 2,800 37,578Torii Pharmaceutical Company, Ltd. 1,100 34,359Torikizoku Company, Ltd. (B) 500 7,049Torishima Pump Manufacturing

Company, Ltd. 900 7,543Tosei Corp. 2,500 28,692Toshiba TEC Corp. 500 18,062Tosho Company, Ltd. 800 12,146Totetsu Kogyo Company, Ltd. 1,000 26,464Towa Corp. 1,300 26,531Towa Pharmaceutical Company, Ltd. 1,500 27,840Toyo Construction Company, Ltd. 3,100 13,202Toyo Denki Seizo KK 600 6,786Toyo Engineering Corp. (A) 2,200 8,671Toyo Ink SC Holdings Company, Ltd. 2,200 42,134Toyo Kanetsu KK 400 8,158Toyo Securities Company, Ltd. 6,000 7,736Toyo Tanso Company, Ltd. 1,000 19,586Toyo Tire Corp. 2,300 35,001Toyo Wharf & Warehouse Company, Ltd. 600 7,758


COMMON STOCKS (continued)Japan (continued)Toyobo Company, Ltd. 4,093 $ 54,787TPR Company, Ltd. 1,400 19,231Trancom Company, Ltd. 400 34,622Tri Chemical Laboratories, Inc. 300 48,522Trusco Nakayama Corp. (B) 1,600 44,974TS Tech Company, Ltd. 800 24,708TSI Holdings Company, Ltd. 5,270 10,527Tsubaki Nakashima Company, Ltd. 2,300 25,072Tsubakimoto Chain Company 1,600 42,073Tsugami Corp. 3,000 45,442Tsukishima Kikai Company, Ltd. 2,000 27,022Tsukuba Bank, Ltd. 5,700 10,232Tsukui Holdings Corp. 4,800 25,516Tsurumi Manufacturing Company, Ltd. 1,000 17,111TV Asahi Holdings Corp. 700 11,492Tv Tokyo Holdings Corp. 1,100 24,558UACJ Corp. 1,903 34,936Ube Industries, Ltd. 4,400 79,964Uchida Yoko Company, Ltd. 400 16,447Ulvac, Inc. 1,900 81,457Uniden Holdings Corp. (A) 400 8,761Union Tool Company 700 21,017Unipres Corp. 2,600 24,490United Arrows, Ltd. 1,200 17,800United Super Markets Holdings, Inc. 2,400 26,265UNITED, Inc. 1,300 17,249Unitika, Ltd. (A) 5,900 22,573Universal Entertainment Corp. (A) 800 18,482Ushio, Inc. 5,200 67,736UT Group Company, Ltd. (A) 1,500 46,696V Technology Company, Ltd. 400 22,836Valor Holdings Company, Ltd. 1,700 43,588Valqua, Ltd. 1,000 19,923ValueCommerce Company, Ltd. 900 27,913Vector, Inc. (A)(B) 3,100 30,037Vision, Inc. (A) 1,500 15,109Vital KSK Holdings, Inc. 3,500 27,559VT Holdings Company, Ltd. 6,600 27,301Wacoal Holdings Corp. 1,900 38,265Wacom Company, Ltd. 4,600 38,588Wakachiku Construction Company, Ltd. 900 10,241Wakita & Company, Ltd. 4,000 40,922Warabeya Nichiyo Holdings

Company, Ltd. 900 12,368Watahan & Company, Ltd. 600 7,892WDB Holdings Company, Ltd. 700 17,943Weathernews, Inc. 500 26,972West Holdings Corp. 1,090 50,197WIN-Partners Company, Ltd. 1,000 11,976World Holdings Company, Ltd. (B) 600 11,427Xebio Holdings Company, Ltd. 2,800 22,386Yahagi Construction Company, Ltd. 2,000 17,181Yaizu Suisankagaku Industry

Company, Ltd. 1,100 10,647YAKUODO Holdings Company, Ltd. 700 16,779YAMABIKO Corp. 2,400 30,180YAMADA Consulting Group

Company, Ltd. 1,100 10,520Yamaguchi Financial Group, Inc. 7,000 39,516Yamaichi Electronics Company, Ltd. 1,700 25,586YA-MAN, Ltd. 1,700 30,842Yamato Kogyo Company, Ltd. 2,100 56,165Yamazen Corp. 3,900 39,081Yasuda Logistics Corp. 1,400 13,126Yellow Hat, Ltd. 2,000 32,569




COMMON STOCKS (continued)Japan (continued)Yodogawa Steel Works, Ltd. 1,200 $ 24,532Yokogawa Bridge Holdings Corp. 2,100 44,440Yokohama Reito Company, Ltd. 2,900 24,246Yokowo Company, Ltd. 1,200 36,121Yomeishu Seizo Company, Ltd. 500 9,166Yondenko Corp. 600 16,146Yondoshi Holdings, Inc. 1,300 25,158Yorozu Corp. 1,800 18,079Yuasa Trading Company, Ltd. 1,100 35,378Yumeshin Holdings Company, Ltd. (B) 2,200 14,883Yurtec Corp. 2,000 16,169Yushiro Chemical Industry Company, Ltd. 1,100 11,815Zenrin Company, Ltd. 1,950 23,888ZIGExN Company, Ltd. 3,400 13,070

25,236,578Jersey, Channel Islands - 0.1%Atrium European Real Estate, Ltd. (A) 9,889 30,356Centamin PLC 71,818 121,568Sanne Group PLC 1,649 13,893

165,817Liechtenstein - 0.1%Liechtensteinische Landesbank AG 726 42,939VP Bank AG 188 23,814

66,753Luxembourg - 0.4%APERAM SA 2,031 84,521Befesa SA (D) 760 47,936Corestate Capital Holding SA (A) 623 11,146Grand City Properties SA 5,163 133,398IVS Group SA (A) 880 5,889L’Occitane International SA 17,000 42,450SES SA 6,252 58,676Shurgard Self Storage SA 573 24,819Stabilus SA 1,018 71,965

480,800Malaysia - 0.1%Lynas Rare Earths, Ltd. (A)(B) 41,228 127,030Malta - 0.1%Kindred Group PLC (A) 8,254 80,760Monaco - 0.1%Endeavour Mining Corp. (A) 5,953 138,525Netherlands - 3.0%Aalberts NV 5,101 226,967Accell Group NV (A) 1,374 43,387Aegon NV 21,151 84,368Aegon NV, NYRS 14,547 57,461Altice Europe NV (A)(B) 22,298 144,417AMG Advanced Metallurgical Group NV 1,350 40,310Amsterdam Commodities NV 1,174 29,932Arcadis NV (A) 4,428 146,266ASM International NV 789 172,175ASR Nederland NV 6,590 263,671Basic-Fit NV (A)(D) 1,607 58,832BE Semiconductor Industries NV 3,676 220,747Beter Bed Holding NV (A)(B) 1,056 5,536Boskalis Westminster (A) 3,991 110,139Brack Capital Properties NV (A) 230 21,371Brunel International NV (A) 1,126 9,984Corbion NV 2,691 150,673Euronext NV (D) 1,976 217,655Flow Traders (D) 1,631 53,996ForFarmers NV 2,398 15,610Fugro NV (A)(B) 4,034 37,128


COMMON STOCKS (continued)Netherlands (continued)GrandVision NV (D) 2,427 $ 75,722Heijmans NV (A) 2,023 23,042Hunter Douglas NV (A) 312 24,430IMCD NV 2,703 344,036Innoconcepts NV (A)(C) 10,527 0Intertrust NV (A)(D) 3,549 60,196Kendrion NV (A) 1,093 22,077Koninklijke BAM Groep NV (A) 15,496 32,064Koninklijke Vopak NV 767 40,236Nedap N.V. 225 14,014OCI NV (A) 1,346 25,896Ordina NV 5,537 19,419PostNL NV (A) 35,264 120,205SBM Offshore NV 8,175 154,440SIF Holding NV (A) 504 10,156Signify NV (A)(D) 6,210 260,733Sligro Food Group NV (A) 1,151 23,782TKH Group NV 1,730 83,596TomTom NV (A) 3,258 33,617Van Lanschot Kempen NV 1,125 28,775

3,507,061New Zealand - 0.7%Air New Zealand, Ltd. (A) 12,658 16,452Arvida Group, Ltd. 10,871 14,033Chorus, Ltd. 22,368 127,244Fletcher Building, Ltd. (A) 2,060 8,764Freightways, Ltd. 5,543 40,190Genesis Energy, Ltd. 18,394 48,084Gentrack Group, Ltd. (A)(B) 3,060 3,397Hallenstein Glasson Holdings, Ltd. 3,354 16,078Heartland Group Holdings, Ltd. 17,403 20,849Infratil, Ltd. 14,095 74,114Investore Property, Ltd. 13,816 21,967Kathmandu Holdings, Ltd. (A) 13,663 12,620NZME, Ltd. (A)(B) 13,259 6,411NZX, Ltd. 13,699 19,335Oceania Healthcare, Ltd. 34,442 36,052PGG Wrightson, Ltd. 819 1,953Restaurant Brands New Zealand, Ltd. (A) 886 7,362Sanford, Ltd. (B) 2,767 10,420Scales Corp., Ltd. 5,176 18,571Skellerup Holdings, Ltd. 7,637 20,078SKY Network Television, Ltd. (A) 75,182 8,721SKYCITY Entertainment Group, Ltd. 31,778 73,642Summerset Group Holdings, Ltd. 7,472 67,572Synlait Milk, Ltd. (A) 5,495 20,664The New Zealand Refining

Company, Ltd. (A) 11,354 4,497The Warehouse Group, Ltd. (A) 9,894 19,610Tourism Holdings, Ltd. (A) 6,508 12,200TOWER, Ltd. (A) 12,717 6,515Vista Group International, Ltd. (A) 7,682 9,306Z Energy, Ltd. (A) 13,725 31,658

778,359Norway - 1.0%ABG Sundal Collier Holding ASA 13,972 10,380AF Gruppen ASA 989 20,214Akastor ASA (A) 6,104 5,039Aker Solutions ASA (A) 18,496 35,444American Shipping Company ASA (A) 1,661 5,466Atea ASA (A) 4,256 60,295Austevoll Seafood ASA 2,238 22,856Axactor SE (A) 11,423 14,253B2Holding ASA (A) 4,699 4,071Bonheur ASA 1,672 47,234




COMMON STOCKS (continued)Norway (continued)Borregaard ASA 5,508 $ 91,186BW Offshore, Ltd. 4,568 20,117DNO ASA (A)(B) 36,835 29,414Europris ASA (D) 8,327 49,630Fjordkraft Holding ASA (D) 3,193 31,167FLEX LNG, Ltd. (B) 1,570 13,720Frontline, Ltd. 5,015 31,785Grieg Seafood ASA (A)(B) 2,264 22,441Hexagon Composites ASA (A) 9,323 59,444Hexagon Purus Holding AS (A) 1,059 6,161Hoegh LNG Holdings, Ltd. 2,568 4,598IDEX Biometrics ASA (A) 19,564 6,813Nordic Nanovector ASA (A) 2,098 3,842Nordic Semiconductor ASA (A) 7,334 117,824Norway Royal Salmon ASA 1,027 25,651Norwegian Finans Holding ASA (A) 5,444 46,557Norwegian Property ASA 9,694 14,879Ocean Yield ASA 4,830 14,961Odfjell Drilling, Ltd. (A) 4,970 9,945Olav Thon Eiendomsselskap ASA (A) 577 12,347Otello Corp. ASA (A)(B) 6,623 20,856PGS ASA (A) 19,660 11,976Protector Forsikring ASA (A) 4,177 29,010Sbanken ASA (D) 5,201 41,799Selvaag Bolig ASA 1,842 12,462SpareBank 1 SR-Bank ASA 2,944 31,259TGS NOPEC Geophysical Company ASA 3,905 60,542Treasure ASA 3,110 6,692Veidekke ASA 4,419 57,188Wilh Wilhelmsen Holding ASA, Class A 862 17,000XXL ASA (A)(B)(D) 4,462 10,009

1,136,527Peru - 0.0%Hochschild Mining PLC 16,530 47,110Portugal - 0.3%Altri SGPS SA (B) 3,125 19,658Banco Comercial Portugues SA (A) 530,269 79,661CTT-Correios de Portugal SA (A) 8,914 25,442Mota-Engil SGPS SA (A)(B) 5,636 9,369NOS SGPS SA 13,982 48,605REN - Redes Energeticas Nacionais

SGPS SA 21,605 62,249Semapa-Sociedade de Investimento

e Gestao 1,885 20,650Sonae SGPS SA 44,348 35,542The Navigator Company SA (A) 12,847 39,002

340,178Russia - 0.1%Petropavlovsk PLC (A) 189,556 84,084Singapore - 1.2%Accordia Golf Trust (C) 40,300 22,108Ascendas India Trust 45,100 47,084Banyan Tree Holdings, Ltd. (A) 19,800 3,977Best World International, Ltd. (C) 16,300 9,645BOC Aviation, Ltd. (D) 3,500 30,294Boustead Projects, Ltd. 3,000 1,827Boustead Singapore, Ltd. 10,000 6,136Bukit Sembawang Estates, Ltd. 11,000 33,169BW Energy, Ltd. (A)(B) 932 2,985BW LPG, Ltd. (D) 4,059 27,993China Aviation Oil Singapore Corp., Ltd. 14,400 11,549Chip Eng Seng Corp., Ltd. 33,000 10,980ComfortDelGro Corp., Ltd. 86,000 108,970


COMMON STOCKS (continued)Singapore (continued)COSCO Shipping International Singapore

Company, Ltd. (A) 58,900 $ 12,486CSE Global, Ltd. 34,000 12,119Delfi, Ltd. 21,900 11,609Ezion Holdings, Ltd. (A)(C) 131,300 4,272Far East Orchard, Ltd. 5,000 4,091First Resources, Ltd. 19,300 18,721Fraser and Neave, Ltd. 8,600 9,574Frasers Property, Ltd. 13,400 12,568Gallant Venture, Ltd. (A) 71,000 7,140GL, Ltd. (A) 51,700 20,158Golden Agri-Resources, Ltd. 323,200 38,879GuocoLand, Ltd. 10,400 12,042Halcyon Agri Corp., Ltd. (A) 4,293 989Haw Par Corp., Ltd. 5,800 46,983Ho Bee Land, Ltd. 11,400 20,637Hong Fok Corp., Ltd. 20,100 11,254Hong Leong Finance, Ltd. 12,900 23,337Hyflux, Ltd. (A) 24,000 996IGG, Inc. 51,000 53,474Indofood Agri Resources, Ltd. (A) 25,000 5,575Japfa, Ltd. 38,500 26,984Kenon Holdings, Ltd. 787 23,186Keppel Infrastructure Trust 157,190 64,874Metro Holdings, Ltd. 31,600 17,101Midas Holdings, Ltd. (A)(C) 86,000 10,620NetLink NBN Trust 61,400 44,877OM Holdings, Ltd. 10,791 4,897OUE, Ltd. 11,100 10,089Oxley Holdings, Ltd. 25,106 4,081Raffles Medical Group, Ltd. 35,758 26,926Riverstone Holdings, Ltd. 31,400 26,472SATS, Ltd. (A) 20,400 61,552SBS Transit, Ltd. 5,000 11,544Sembcorp Industries, Ltd. 51,300 66,353Sembcorp Marine, Ltd. (A) 325,134 35,241Sheng Siong Group, Ltd. 29,900 35,081SIA Engineering Company, Ltd. 12,800 19,099SIIC Environment Holdings, Ltd. 35,800 4,688Sinarmas Land, Ltd. 94,200 14,587Singapore Post, Ltd. 66,100 35,323Singapore Press Holdings, Ltd. 66,000 56,460Stamford Land Corp., Ltd. 59,000 14,754StarHub, Ltd. 25,600 25,360Swiber Holdings, Ltd. (A)(C) 15,000 742UMS Holdings, Ltd. 14,000 11,449United Industrial Corp., Ltd. 7,100 12,447UOB-Kay Hian Holdings, Ltd. 23,285 25,009Wing Tai Holdings, Ltd. 21,205 31,264XP Power, Ltd. 824 52,891Yeo Hiap Seng, Ltd. 1,104 638

1,418,210South Africa - 0.1%Investec PLC 4,349 11,177Mediclinic International PLC (A) 18,139 70,081

81,258Spain - 2.1%Acciona SA 1,362 194,890Acerinox SA 7,380 81,733Alantra Partners SA 1,181 19,092Almirall SA 2,424 32,266Amper SA (A) 82,546 19,346Applus Services SA (A) 6,225 69,078Atresmedia Corp. de Medios de

Comunicacion SA 6,046 21,263




COMMON STOCKS (continued)Spain (continued)Banco de Sabadell SA 122,358 $ 52,952Bankia SA 55,976 99,645Bankinter SA 27,501 149,171Caja de Ahorros del Mediterraneo (A)(C) 5,428 0Cia de Distribucion Integral Logista

Holdings SA 1,412 27,440CIE Automotive SA 2,718 73,228Construcciones y Auxiliar de Ferrocarriles

SA (A) 1,139 54,393Ebro Foods SA 3,323 76,819eDreams ODIGEO SA (A) 4,905 24,954Elecnor SA 2,026 27,331Enagas SA 8,670 190,737Ence Energia y Celulosa SA (A) 6,294 26,089Ercros SA 5,006 13,108Euskaltel SA (D) 3,494 37,102Faes Farma SA 12,329 52,567Faes Farma SA, Interim Shares (A) 587 2,503Fluidra SA 1,739 44,643Fomento de Construcciones y

Contratas SA 2,275 24,497Global Dominion Access SA (A)(D) 5,439 24,965Grupo Catalana Occidente SA 2,346 83,828Grupo Empresarial San Jose SA 2,194 12,081Iberpapel Gestion SA 65 1,362Indra Sistemas SA (A) 4,996 42,725Laboratorios Farmaceuticos Rovi SA 987 45,908Liberbank SA (A) 130,927 40,288Mapfre SA 10,819 21,143Mediaset Espana Comunicacion SA (A) 7,779 40,429Melia Hotels International SA (A) 6,008 41,843Miquel y Costas & Miquel SA 1,474 26,536Neinor Homes SA (A)(D) 1,978 26,250Obrascon Huarte Lain SA (A)(B) 14,644 10,963Pharma Mar SA 856 74,830Promotora de Informaciones SA,

Class A (A) 11,711 12,781Prosegur Cia de Seguridad SA 10,114 30,342Realia Business SA (A) 17,710 14,819Sacyr SA 21,238 52,481Solaria Energia y Medio Ambiente SA (A) 3,480 101,056Talgo SA (A)(D) 4,711 23,703Tecnicas Reunidas SA (A) 830 11,005Tubacex SA (A) 6,252 10,458Unicaja Banco SA (A)(D) 3,130 2,750Vidrala SA 896 104,080Viscofan SA 1,837 130,042Zardoya Otis SA 7,487 52,594

2,454,109Sweden - 3.8%AcadeMedia AB (D) 3,665 37,941AddLife AB, B Shares 928 16,263AddNode Group AB (A) 1,465 50,864AddTech AB, B Shares 12,072 160,431AF Poyry AB (A) 4,396 134,334Alimak Group AB (D) 2,777 44,406Annehem Fastigheter AB, B Shares (A) 1,155 4,443Arjo AB, B Shares 8,195 62,939Atrium Ljungberg AB, B Shares 2,105 44,639Attendo AB (A)(D) 5,286 28,541Avanza Bank Holding AB 4,853 137,718Beijer Alma AB 2,393 38,575Bergman & Beving AB 2,270 27,211Betsson AB (A) 5,105 45,562BHG Group AB (A) 2,406 52,525


COMMON STOCKS (continued)Sweden (continued)Bilia AB, A Shares 5,024 $ 61,501BioGaia AB, B Shares 901 58,591Biotage AB (A) 3,574 60,163Bonava AB, B Shares (A) 3,323 31,751Bravida Holding AB (D) 8,528 113,390Bufab AB (A) 1,896 44,806Bulten AB (A) 717 7,819Bure Equity AB 2,728 97,024Byggmax Group AB (A) 5,363 33,365Catena AB 1,429 67,161CDON AB (A) 203 6,341Clas Ohlson AB, B Shares 3,185 30,288Cloetta AB, B Shares 10,640 31,611Collector AB (A) 1,870 5,482Coor Service Management Holding

AB (A)(D) 1,376 12,166Corem Property Group AB, B Shares 3,585 8,181Dios Fastigheter AB 3,582 33,464Dometic Group AB (A)(D) 1,832 24,295Duni AB (A) 2,559 33,499Dustin Group AB (D) 4,269 33,360Eastnine AB 1,669 25,427Enea AB (A) 1,522 35,126Fagerhult AB (A) 4,609 25,529FastPartner AB, A Shares (B) 2,697 31,650Fingerprint Cards AB, B Shares (A)(B) 12,246 26,079GARO AB (A) 75 5,816Granges AB (A) 7,040 86,042Haldex AB (A) 3,364 17,938Heba Fastighets AB, Class B 684 9,537HMS Networks AB (A) 1,433 45,192Hoist Finance AB (A)(B)(D) 2,083 9,302Humana AB (A) 2,641 18,966Intrum AB 444 11,578Inwido AB (A) 3,126 45,837JM AB 3,363 118,585Klovern AB, B Shares (B) 36,144 68,858KNOW IT AB (A) 1,471 55,529Kungsleden AB 8,561 93,845Lagercrantz Group AB, B Shares 12,207 112,681LeoVegas AB (D) 2,160 9,192Lime Technologies AB 347 17,233Lindab International AB 5,086 105,500Loomis AB 2,298 63,371Medicover AB, B Shares (A) 729 14,613Mekonomen AB (A) 2,150 23,800MIPS AB 888 55,679Modern Times Group MTG AB, B

Shares (A)(B) 4,110 73,071Momentum Group AB, Class B (A) 2,270 39,257Mycronic AB 2,326 69,087NCC AB, B Shares 835 15,157Nederman Holding AB (A) 887 15,215Nelly Group AB (A) 611 2,599New Wave Group AB, B Shares (A) 4,353 28,874Nobia AB (A) 6,676 53,500Nobina AB (A)(D) 4,239 35,622Nolato AB, B Shares (A) 919 92,917Nordic Entertainment Group AB, B

Shares (A) 1,395 78,057Nordic Waterproofing Holding AB (A) 2,615 52,265NP3 Fastigheter AB 1,683 25,045Nyfosa AB (A) 9,287 92,780OEM International AB, B Shares (A) 1,040 39,002Pandox AB (A) 710 12,459




COMMON STOCKS (continued)Sweden (continued)Peab AB, Class B (A) 5,776 $ 62,919Platzer Fastigheter Holding AB, Series B 5,149 67,712Pricer AB, B Shares (B) 7,930 37,427Proact IT Group AB 476 15,737Qliro AB (A) 611 2,774Ratos AB, B Shares 14,845 69,197RaySearch Laboratories AB (A) 2,452 24,761Recipharm AB, B Shares (A) 2,514 67,101Resurs Holding AB (D) 6,236 33,992SAS AB (A) 203,931 45,202Scandi Standard AB (A) 4,648 39,005Scandic Hotels Group AB (A)(D) 5,932 25,066Sectra AB, B Shares (A) 1,006 89,068Sensys Gatso Group AB (A) 23,414 4,737SkiStar AB (A) 2,041 26,587SSAB AB, A Shares (A) 6,444 22,843SSAB AB, B Shares (A)(B) 10,886 34,505Systemair AB (A) 901 28,315The Thule Group AB (A)(D) 390 14,592Troax Group AB 1,308 30,478VBG Group AB, B Shares (A) 630 11,762Wihlborgs Fastigheter AB 6,019 136,048

4,428,290Switzerland - 6.4%Allreal Holding AG 795 182,551ALSO Holding AG (A) 433 123,204APG SGA SA (A) 84 18,681Arbonia AG (A) 2,962 47,753Aryzta AG (A) 42,352 33,132Ascom Holding AG (A) 1,310 19,520Autoneum Holding AG (A) 221 40,407Bachem Holding AG, Class B 168 75,132Baloise Holding AG 446 79,242Banque Cantonale de Geneve,

Bearer Shares 142 25,579Banque Cantonale Vaudoise 945 102,862Basilea Pharmaceutica AG (A) 263 15,785Belimo Holding AG 25 217,188Bell Food Group AG 138 37,183Bellevue Group AG 467 16,264Berner Kantonalbank AG 242 62,366BKW AG 1,116 125,751Bobst Group SA 632 38,137Bossard Holding AG, Class A 310 62,583Bucher Industries AG 428 196,308Burckhardt Compression Holding AG 143 49,623Burkhalter Holding AG 218 16,277Calida Holding AG (A) 285 10,274Carlo Gavazzi Holding AG, Bearer

Shares (A) 38 7,799Cembra Money Bank AG 1,587 192,219Cie Financiere Tradition SA, Bearer Shares 103 12,836Clariant AG 7,517 159,481Coltene Holding AG (A) 198 19,242Comet Holding AG 73 16,404Conzzeta AG 74 91,011DKSH Holding AG 1,744 130,664dormakaba Holding AG 140 79,494Dufry AG (A)(B) 2,523 158,936EFG International AG (A) 4,687 30,888Emmi AG 107 110,268Energiedienst Holding AG 979 31,143Evolva Holding SA (A)(B) 72,989 16,515Feintool International Holding AG (A) 142 9,003Fenix Outdoor International AG (A) 225 28,039


COMMON STOCKS (continued)Switzerland (continued)Ferrexpo PLC 22,757 $ 87,710Flughafen Zurich AG (A) 933 164,620Forbo Holding AG 47 80,910Galenica AG (D) 2,038 135,344GAM Holding AG (A) 11,204 27,603Georg Fischer AG 248 320,074Gurit Holding AG, Bearer Shares 22 61,976Helvetia Holding AG 1,730 182,730Hiag Immobilien Holding AG (A) 420 52,018HOCHDORF Holding AG (A) 16 1,136Huber & Suhner AG 586 46,026Hypothekarbank Lenzburg AG 3 14,342Implenia AG 994 26,946Ina Invest Holding AG (A) 199 4,394Inficon Holding AG 106 97,100Interroll Holding AG 38 115,971Intershop Holding AG 76 52,910IWG PLC (A) 38,584 181,326Jungfraubahn Holding AG (A) 199 30,774Kardex Holding AG 299 65,891Komax Holding AG (A) 221 43,888Kongsberg Automotive ASA (A)(B) 236,111 9,650Kudelski SA, Bearer Shares (B) 2,497 9,665Landis+Gyr Group AG (A) 160 12,570LEM Holding SA 19 37,238Luzerner Kantonalbank AG (A) 173 78,478Medartis Holding AG (A)(D) 335 17,485Metall Zug AG, B Shares 12 20,274Mobilezone Holding AG 3,642 41,426Mobimo Holding AG (A) 347 112,037OC Oerlikon Corp. AG 9,769 101,361Orascom Development Holding AG (A)(B) 533 5,537Orior AG 425 36,147Phoenix Mecano AG, Bearer Shares 38 19,996Plazza AG, Class A 68 23,315PSP Swiss Property AG 2,174 289,617Rieter Holding AG 251 27,484Romande Energie Holding SA 34 43,071Schaffner Holding AG 40 9,230Schweiter Technologies AG, Bearer Shares 48 79,980Sensirion Holding AG (A)(D) 266 17,348SFS Group AG 900 107,234Siegfried Holding AG (A) 220 161,916SIG Combibloc Group AG (A) 8,692 202,379St. Galler Kantonalbank AG, Class A 152 71,779Sulzer AG 877 92,748Swiss Prime Site AG 1,290 126,461Swiss Steel Holding AG (A)(B) 39,436 10,453Swissquote Group Holding SA 588 57,132Tecan Group AG 80 39,239TX Group AG 201 16,062u-blox Holding AG (A)(B) 431 28,669Valiant Holding AG 867 84,476Valora Holding AG (A) 193 37,820Varia US Properties AG 539 23,918VAT Group AG (D) 1,510 377,963Vaudoise Assurances Holding SA 64 34,400Vetropack Holding AG (A) 500 33,753Von Roll Holding AG, Bearer

Shares (A)(B) 7,878 7,081Vontobel Holding AG 1,798 142,938VZ Holding AG 805 73,794V-ZUG Holding AG (A) 120 11,941Walliser Kantonalbank 203 24,093Warteck Invest AG 8 21,510




COMMON STOCKS (continued)Switzerland (continued)Ypsomed Holding AG 103 $ 17,284Zehnder Group AG 615 40,810Zug Estates Holding AG, B Shares 16 36,681Zuger Kantonalbank AG, Bearer Shares 9 65,240

7,423,116Taiwan - 0.0%Ya Hsin Industrial Company, Ltd. (A)(C) 138,000 0United Kingdom - 13.0%4imprint Group PLC (A) 1,523 53,315A.G. Barr PLC (A) 4,718 33,445AA PLC (A) 34,743 15,931Afren PLC (A)(C) 55,554 0Aggreko PLC 12,621 108,189AJ Bell PLC 5,169 30,684Alliance Pharma PLC 8,718 10,430Anglo Pacific Group PLC 12,147 21,262Anglo-Eastern Plantations PLC 1,225 9,787Arrow Global Group PLC (A) 6,931 19,378Ascential PLC (A) 15,022 78,645Ashmore Group PLC 15,764 93,086ASOS PLC (A) 623 40,600Avon Rubber PLC 2,060 89,012Babcock International Group PLC (A) 22,879 87,427Balfour Beatty PLC 34,581 127,996Beazley PLC 24,625 122,780Bellway PLC 5,716 230,771Biffa PLC (A)(D) 7,100 22,334Bodycote PLC 9,417 96,020boohoo Group PLC (A) 8,413 39,493Braemar Shipping Services PLC (A) 1,328 2,815Brewin Dolphin Holdings PLC 15,066 62,711Britvic PLC 13,590 150,959Cairn Energy PLC (A) 28,458 81,599Capita PLC (A) 17,050 9,135Card Factory PLC (A) 14,688 8,590CareTech Holdings PLC 4,102 29,292Carillion PLC (A)(C) 35,521 4,658Central Asia Metals PLC 8,189 26,885Centrica PLC (A) 114,465 72,630Chemring Group PLC 13,921 54,200Chesnara PLC 7,709 31,581Cineworld Group PLC (A) 27,060 23,811Circassia Group PLC (A) 9,034 3,459Clarkson PLC 1,348 49,746Clinigen Group PLC 2,667 24,645Close Brothers Group PLC 9,047 170,618CLS Holdings PLC 10,759 32,990CMC Markets PLC (D) 7,009 37,683Coats Group PLC (A) 23,020 21,211Computacenter PLC 3,268 109,436Concentric AB 2,526 56,438ConvaTec Group PLC (D) 20,021 54,353Costain Group PLC (A) 4,797 3,883Countryside Properties PLC (A)(D) 20,199 128,806Cranswick PLC 2,698 129,654Crest Nicholson Holdings PLC (A) 13,693 61,058CVS Group PLC (A) 1,878 38,674Daily Mail & General Trust PLC, Class A 8,797 89,262De La Rue PLC (A) 10,028 23,014Debenhams PLC (A)(C) 76,182 0Devro PLC 12,253 25,692DFS Furniture PLC (A) 12,509 37,754Dialight PLC (A) 105 372Dialog Semiconductor PLC (A) 4,280 233,229Dignity PLC (A) 3,439 29,760


COMMON STOCKS (continued)United Kingdom (continued)Diploma PLC 6,822 $ 203,983DiscoverIE Group PLC 5,627 52,139Dixons Carphone PLC (A) 44,671 70,831Domino’s Pizza Group PLC 21,324 91,887Drax Group PLC 21,413 109,927Dunelm Group PLC (A) 5,863 97,072easyJet PLC 2,410 27,352Electrocomponents PLC 21,951 261,006Elementis PLC (A) 35,393 55,559EMIS Group PLC 1,913 28,256Energean PLC (A) 381 3,746EnQuest PLC (A) 109,392 16,822Equiniti Group PLC (A)(D) 10,616 16,037Essentra PLC (A) 14,966 62,817Euromoney Institutional Investor PLC 4,334 63,326FDM Group Holdings PLC 3,208 49,589Fevertree Drinks PLC 4,451 153,981Firstgroup PLC (A) 78,582 79,903Forterra PLC (A)(D) 6,408 21,345Foxtons Group PLC (A) 23,551 17,677Frasers Group PLC (A) 10,048 61,874Fuller Smith & Turner PLC, Class A (A) 1,525 14,594G4S PLC (A) 73,635 255,773Galliford Try Holdings PLC (A) 5,675 9,551Games Workshop Group PLC 2,802 429,047Gamesys Group PLC 3,107 48,366Gamma Communications PLC 597 13,439Gem Diamonds, Ltd. (A) 12,666 7,095Genus PLC 313 17,910GoCo Group PLC 23,140 40,961Grainger PLC 32,768 127,458Greggs PLC (A) 5,441 133,139Gulf Keystone Petroleum, Ltd. (A) 7,420 12,449Halfords Group PLC (A) 15,547 56,895Hays PLC 77,290 151,621Headlam Group PLC (A) 6,602 32,484Helical PLC 8,263 42,279Henry Boot PLC 5,301 18,498Hill & Smith Holdings PLC 4,214 81,263Hilton Food Group PLC 2,375 36,263Hollywood Bowl Group PLC 8,153 22,789Howden Joinery Group PLC (A) 15,320 144,321Hunting PLC 8,331 25,316Hurricane Energy PLC (A)(B) 21,839 749Hyve Group PLC 12,149 18,852Ibstock PLC (A)(D) 19,043 53,725IG Group Holdings PLC 18,323 215,243IMI PLC 13,430 214,013Inchcape PLC (A) 19,909 175,265Indivior PLC (A) 37,592 55,910IntegraFin Holdings PLC 3,987 30,242Intermediate Capital Group PLC 794 18,683International Personal Finance PLC (A) 12,526 13,879iomart Group PLC 2,265 9,920IP Group PLC (A) 38,897 52,823ITV PLC (A) 38,891 56,672J.D. Wetherspoon PLC (A) 3,666 56,082James Fisher & Sons PLC 3,550 46,052James Halstead PLC 2,706 18,082JET2 PLC (A) 4,917 95,908John Laing Group PLC (D) 17,773 80,849John Menzies PLC (A) 7,323 26,153John Wood Group PLC (A) 29,391 123,981Johnson Service Group PLC (A) 7,514 14,352Jupiter Fund Management PLC 22,824 88,235




COMMON STOCKS (continued)United Kingdom (continued)Just Group PLC (A) 37,116 $ 35,746Kainos Group PLC 4,099 68,404KAZ Minerals PLC 11,463 102,886Keller Group PLC 4,206 40,076Kier Group PLC (A) 12,017 12,795Kin & Carta PLC (A) 3,492 6,772Lancashire Holdings, Ltd. 11,586 114,921Liontrust Asset Management PLC 318 5,660Lookers PLC (A)(C) 22,449 6,447LSL Property Services PLC (A) 6,404 25,496M&C Saatchi PLC (A) 253 288Man Group PLC 73,477 138,740Marks & Spencer Group PLC (A) 20,559 38,135Marshalls PLC (A) 11,457 117,213Marston’s PLC (A) 37,566 38,784McBride PLC (A) 14,770 16,599McCarthy & Stone PLC (A)(D) 19,899 32,683Mears Group PLC (A) 8,289 17,590Meggitt PLC (A) 18,019 114,585Metro Bank PLC (A) 674 1,288Mitchells & Butlers PLC (A) 12,079 39,823Mitie Group PLC (A) 68,528 38,546MJ Gleeson PLC (A) 2,770 29,623Moneysupermarket.com Group PLC 27,587 98,527Morgan Advanced Materials PLC 14,263 60,739Morgan Sindall Group PLC 2,826 59,102N. Brown Group PLC 9,633 7,948Naked Wines PLC (A) 3,126 28,496National Express Group PLC (A) 23,513 76,357NCC Group PLC 13,335 46,211Next Fifteen Communications Group

PLC (A) 2,559 18,435Norcros PLC (A) 6,666 18,310Numis Corp. PLC 2,926 13,532On the Beach Group PLC (D) 5,451 27,721OSB Group PLC (A) 13,146 76,151Oxford Instruments PLC (A) 3,699 100,959Pagegroup PLC (A) 14,252 87,104Pan African Resources PLC 85,815 27,564Paragon Banking Group PLC 13,704 91,848PayPoint PLC 2,581 23,134Pendragon PLC (A) 102,667 18,340Petrofac, Ltd. (A) 12,318 23,209Pets at Home Group PLC 24,400 138,813Pharos Energy PLC (A) 16,636 4,201Photo-Me International PLC (A) 18,684 12,434Polar Capital Holdings PLC 1,442 13,775Polypipe Group PLC (A) 12,035 98,268Porvair PLC 2,468 17,927Premier Foods PLC (A) 41,106 56,130Premier Oil PLC (A)(B) 52,556 13,991Provident Financial PLC (A) 7,268 30,452PZ Cussons PLC 16,024 50,382QinetiQ Group PLC 27,714 121,159Quilter PLC (D) 84,985 177,985Rank Group PLC 7,303 13,925Rathbone Brothers PLC 2,988 62,889Reach PLC (A) 28,863 57,034Redde Northgate PLC 8,929 32,560Redrow PLC (A) 17,561 136,987Renew Holdings PLC 4,150 31,906Renewi PLC (A) 52,764 29,572Renishaw PLC (A) 1,380 108,822Ricardo PLC 2,982 13,994RM PLC (A) 8,752 26,172


COMMON STOCKS (continued)United Kingdom (continued)Robert Walters PLC 4,693 $ 30,455Rotork PLC 41,331 179,784Royal Mail PLC (A) 44,161 203,538RPS Group PLC (A) 15,418 14,800RWS Holdings PLC 10,029 73,473Sabre Insurance Group PLC (D) 839 3,189Saga PLC (A) 2,378 8,256Savills PLC (A) 8,205 107,064Scapa Group PLC (A) 9,781 24,774Senior PLC (A) 21,835 26,661Severfield PLC 11,941 11,381SIG PLC (A) 64,105 27,618Signature Aviation PLC (A) 44,224 233,076Smart Metering Systems PLC 3,350 32,539Softcat PLC 5,177 97,379Spectris PLC 6,138 236,414Speedy Hire PLC (A) 24,369 23,922Spire Healthcare Group PLC (A)(D) 8,597 18,390Spirent Communications PLC 33,589 121,436Sportech PLC (A) 11,390 4,262SSP Group PLC 24,866 112,891St. Modwen Properties PLC 11,275 61,951Stagecoach Group PLC 27,597 27,821SThree PLC (A) 8,144 33,101Stobart Group, Ltd. (A) 22,446 7,945Stock Spirits Group PLC 6,082 22,306Stolt-Nielsen, Ltd. 2,414 30,911Studio Retail Group PLC (A) 8,139 32,449STV Group PLC (A) 2,712 11,213Superdry PLC (A) 3,110 10,500Synthomer PLC 15,208 93,308TalkTalk Telecom Group PLC 31,116 41,532Tate & Lyle PLC 23,148 213,291Ted Baker PLC (A) 2,896 4,590Telecom Plus PLC 3,652 71,512Telit Communications PLC (A) 5,999 16,081The Go-Ahead Group PLC 3,096 41,861The Gym Group PLC (A)(D) 3,234 9,600The Restaurant Group PLC (A) 8,885 7,830The Vitec Group PLC (A) 2,842 35,623The Weir Group PLC (A) 7,114 193,427Thomas Cook Group PLC (A)(C) 58,171 0Topps Tiles PLC (A) 15,591 12,257TP ICAP PLC 32,445 105,500Travis Perkins PLC (A) 13,094 241,070Trifast PLC 7,237 15,103TT Electronics PLC (A) 14,769 41,449Tullow Oil PLC (A)(B) 72,437 29,229U & I Group PLC (A) 12,008 10,214Ultra Electronics Holdings PLC 3,309 93,132Vectura Group PLC (A) 30,807 52,401Vesuvius PLC 12,719 93,036Victrex PLC 4,663 149,175Virgin Money UK PLC (A) 28,550 52,575Vistry Group PLC (A) 11,609 149,201Volex PLC 3,136 13,181Vp PLC 637 6,919Watkin Jones PLC 6,905 17,326WH Smith PLC 5,673 116,986William Hill PLC (A) 45,198 166,416Wilmington PLC 8,076 17,609Wincanton PLC 10,534 36,892Xaar PLC (A) 5,629 13,726




COMMON STOCKS (continued)United Kingdom (continued)Young & Company’s Brewery PLC,

Class A (A) 213 $ 3,80715,175,021

United States - 0.5%Argonaut Gold, Inc. (A) 12,559 27,034Energy Fuels, Inc. (A)(B) 730 3,097Invesque, Inc. (B) 2,000 3,660Ovintiv, Inc. 4,346 62,447Primo Water Corp. 1,600 25,088Primo Water Corp. (Toronto

Stock Exchange) 6,607 103,603PureTech Health PLC (A) 8,592 47,184REC Silicon ASA (A) 13,597 25,399Reliance Worldwide Corp., Ltd. 32,462 101,644Samsonite International SA (A)(D) 44,700 79,392Sims, Ltd. 9,104 94,138Viemed Healthcare, Inc. (A) 2,600 20,176


PREFERRED SECURITIES - 0.3%Germany - 0.3%Biotest AG 486 16,730Draegerwerk AG & Company KGaA 565 43,733FUCHS PETROLUB SE 2,535 143,030Jungheinrich AG 2,134 95,375Sixt SE 838 58,737STO SE & Company KGaA 124 19,535Villeroy & Boch AG 625 10,944

388,084TOTAL PREFERRED SECURITIES (Cost $280,157) $ 388,084


WARRANTS - 0.0%Technicolor SA (Expiration Date: 9-22-24;

Strike Price: EUR 3.58) (A)(B) 685 $ 217TOTAL WARRANTS (Cost $0) $ 217

SHORT-TERM INVESTMENTS - 6.7%Short-term funds - 6.7%John Hancock Collateral Trust,

0.1386% (E)(F) 779,844 7,803,195TOTAL SHORT-TERM INVESTMENTS (Cost $7,804,623) $ 7,803,195Total Investments (International Small Company Trust)


Currency AbbreviationsEUR EuroSecurity Abbreviations and LegendCVR Contingent Value RightNYRS New York Registry Shares(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Security is valued using significant unobservable inputs and is


(D) These securities are exempt from registration under Rule 144A ofthe Securities Act of 1933. Such securities may be resold, normallyto qualified institutional buyers, in transactions exempt fromregistration.



DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)Mini MSCI EAFE Index Futures 9 Long Mar 2021 $949,615 $959,130 $9,515

$9,515



Lifestyle Aggressive PortfolioShares orPrincipalAmount Value

AFFILIATED INVESTMENT COMPANIES (A) - 82.5%Equity - 82.5%Strategic Equity Allocation, Series NAV, JHVIT

(MIM US) (B) 1,495,048 $ 31,366,104TOTAL AFFILIATED INVESTMENT COMPANIES(Cost $27,974,956) $ 31,366,104

UNAFFILIATED INVESTMENT COMPANIES - 17.6%Exchange-traded funds - 17.6%Financial Select Sector SPDR Fund 23,155 682,609Vanguard Energy ETF 9,054 469,540Vanguard FTSE Emerging Markets ETF 40,214 2,015,124Vanguard Health Care ETF 1,185 265,120Vanguard Information Technology ETF 2,667 943,558

Lifestyle Aggressive Portfolio (continued)Shares orPrincipalAmount Value

UNAFFILIATED INVESTMENT COMPANIES (continued)Exchange-traded funds (continued)Vanguard Materials ETF 1,014 $ 159,168Vanguard Mid-Cap ETF 5,521 1,141,577Vanguard Real Estate ETF 4,448 377,769Vanguard Small-Cap ETF 3,146 612,463TOTAL UNAFFILIATED INVESTMENT COMPANIES(Cost $5,281,378) $ 6,666,928



Lifestyle Aggressive Portfolio (continued)Shares orPrincipalAmount Value

SHORT-TERM INVESTMENTS - 0.0%Short-term funds - 0.0%State Street Institutional U.S. Government Money

Market Fund, Premier Class, 0.0300% (C) 11,327 $ 11,327TOTAL SHORT-TERM INVESTMENTS (Cost $11,327) $ 11,327Total Investments (Lifestyle Aggressive

Portfolio) (Cost $33,267,661) - 100.1% $ 38,044,359Other assets and liabilities, net - (0.1%) (26,783)TOTAL NET ASSETS - 100.0% $ 38,017,576

Security Abbreviations and LegendJHVIT John Hancock Variable Insurance TrustMIM US Manulife Investment Management (US) LLC(A) The underlying portfolios’ subadvisor is shown parenthetically.(B) The subadvisor is an affiliate of the advisor.(C) The rate shown is the annualized seven-day yield as of 12-31-20.

Lifestyle Balanced PortfolioShares orPrincipalAmount Value


(MIM US) (B) 27,392,919 $ 574,703,440Fixed income - 49.5%Select Bond, Series NAV, JHVIT (MIM US) (B) 38,570,432 562,356,901TOTAL AFFILIATED INVESTMENT COMPANIES(Cost $1,006,605,288) $ 1,137,060,341Total Investments (Lifestyle Balanced

Portfolio) (Cost $1,006,605,288) - 100.0% $ 1,137,060,341Other assets and liabilities, net - (0.0%) (34,946)TOTAL NET ASSETS - 100.0% $ 1,137,025,395

Security Abbreviations and LegendJHVIT John Hancock Variable Insurance TrustMIM US Manulife Investment Management (US) LLC(A) The underlying portfolios’ subadvisor is shown parenthetically.(B) The subadvisor is an affiliate of the advisor.

Lifestyle Conservative PortfolioShares orPrincipalAmount Value


(MIM US) (B) 2,233,545 $ 46,859,783Fixed income - 79.9%Select Bond, Series NAV, JHVIT (MIM US) (B) 12,813,018 186,813,798TOTAL AFFILIATED INVESTMENT COMPANIES(Cost $217,417,363) $ 233,673,581Total Investments (Lifestyle Conservative



Lifestyle Growth PortfolioShares orPrincipalAmount Value


(MIM US) (B) 214,294,601 $ 4,495,884,799Fixed income - 28.7%Select Bond, Series NAV, JHVIT (MIM US) (B) 123,852,426 1,805,768,365TOTAL AFFILIATED INVESTMENT COMPANIES(Cost $5,398,265,197) $ 6,301,653,164

SHORT-TERM INVESTMENTS - 0.0%Short-term funds - 0.0%State Street Institutional U.S. Government Money

Market Fund, Premier Class, 0.0300% (C) 11 11TOTAL SHORT-TERM INVESTMENTS (Cost $11) $ 11Total Investments (Lifestyle Growth Portfolio)

(Cost $5,398,265,208) - 100.0% $ 6,301,653,175Other assets and liabilities, net - (0.0%) (127,241)TOTAL NET ASSETS - 100.0% $ 6,301,525,934

Security Abbreviations and LegendJHVIT John Hancock Variable Insurance TrustMIM US Manulife Investment Management (US) LLC(A) The underlying portfolios’ subadvisor is shown parenthetically.(B) The subadvisor is an affiliate of the advisor.(C) The rate shown is the annualized seven-day yield as of 12-31-20.

Lifestyle Moderate PortfolioShares orPrincipalAmount Value


(MIM US) (B) 6,852,437 $ 143,764,119Fixed income - 59.6%Select Bond, Series NAV, JHVIT (MIM US) (B) 14,570,645 212,440,006TOTAL AFFILIATED INVESTMENT COMPANIES(Cost $321,722,784) $ 356,204,125Total Investments (Lifestyle Moderate



Mid Cap Index TrustShares orPrincipalAmount Value

COMMON STOCKS – 98.7%Communication services – 1.7%Entertainment – 0.2%Cinemark Holdings, Inc. 67,262 $ 1,171,031World Wrestling Entertainment, Inc.,

Class A 29,326 1,409,1142,580,145

Interactive media and services – 0.2%TripAdvisor, Inc. (A) 60,361 1,737,190Yelp, Inc. (A) 43,180 1,410,691

3,147,881



Mid Cap Index Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Media – 1.2%Cable One, Inc. 3,391 $ 7,554,199John Wiley & Sons, Inc., Class A 27,409 1,251,495TEGNA, Inc. 137,531 1,918,557The New York Times Company, Class A 90,688 4,694,918

15,419,169Wireless telecommunication services – 0.1%Telephone & Data Systems, Inc. 62,525 1,161,089

22,308,284Consumer discretionary – 14.0%Auto components – 1.6%Adient PLC (A) 58,971 2,050,422Dana, Inc. 90,754 1,771,518Fox Factory Holding Corp. (A) 26,028 2,751,420Gentex Corp. 153,210 5,198,415Lear Corp. 34,107 5,424,036The Goodyear Tire & Rubber Company 146,360 1,596,788Visteon Corp. (A) 17,282 2,169,237

20,961,836Automobiles – 0.5%Harley-Davidson, Inc. 95,563 3,507,162Thor Industries, Inc. (B) 34,672 3,224,149

6,731,311Diversified consumer services – 1.1%Adtalem Global Education, Inc. (A) 32,585 1,106,261Graham Holdings Company, Class B 2,516 1,341,984Grand Canyon Education, Inc. (A) 29,290 2,727,192H&R Block, Inc. 114,552 1,816,795Service Corp. International 108,006 5,303,095Strategic Education, Inc. 15,331 1,461,504WW International, Inc. (A) 29,477 719,239

14,476,070Hotels, restaurants and leisure – 4.0%Boyd Gaming Corp. (A) 50,375 2,162,095Caesars Entertainment, Inc. (A) 130,226 9,671,885Choice Hotels International, Inc. 18,084 1,930,105Churchill Downs, Inc. 22,168 4,318,105Cracker Barrel Old Country Store, Inc. 14,883 1,963,365Jack in the Box, Inc. 14,245 1,321,936Marriott Vacations Worldwide Corp. 25,598 3,512,558Papa John’s International, Inc. 20,611 1,748,843Penn National Gaming, Inc. (A) 92,264 7,968,842Scientific Games Corp. (A) 35,097 1,456,175Six Flags Entertainment Corp. 47,385 1,615,829Texas Roadhouse, Inc. 40,661 3,178,064The Wendy’s Company 112,469 2,465,320Wingstop, Inc. 18,592 2,464,370Wyndham Destinations, Inc. 53,549 2,402,208Wyndham Hotels & Resorts, Inc. 58,068 3,451,562

51,631,262Household durables – 1.5%Helen of Troy, Ltd. (A) 15,906 3,534,154KB Home 55,313 1,854,092Taylor Morrison Home Corp. (A) 81,465 2,089,577Tempur Sealy International, Inc. (A) 119,556 3,228,012Toll Brothers, Inc. 71,567 3,111,017TopBuild Corp. (A) 20,637 3,798,859TRI Pointe Group, Inc. (A) 79,169 1,365,665

18,981,376Internet and direct marketing retail – 0.3%GrubHub, Inc. (A) 57,962 4,304,838Leisure products – 0.8%Brunswick Corp. 48,959 3,732,634


COMMON STOCKS (continued)Leisure products (continued)Mattel, Inc. (A) 217,895 $ 3,802,268Polaris, Inc. 36,217 3,450,756

10,985,658Multiline retail – 0.7%Kohl’s Corp. 98,453 4,006,053Nordstrom, Inc. (B) 68,110 2,125,713Ollie’s Bargain Outlet Holdings, Inc. (A) 35,412 2,895,639

9,027,405Specialty retail – 2.5%American Eagle Outfitters, Inc. 93,559 1,877,729AutoNation, Inc. (A) 36,704 2,561,572Dick’s Sporting Goods, Inc. 40,921 2,300,169Five Below, Inc. (A) 34,920 6,110,302Foot Locker, Inc. 65,472 2,647,688Lithia Motors, Inc., Class A 16,335 4,780,764Murphy USA, Inc. 16,617 2,174,667RH (A) 9,761 4,368,243Urban Outfitters, Inc. (A) 42,993 1,100,621Williams-Sonoma, Inc. 47,874 4,875,488

32,797,243Textiles, apparel and luxury goods – 1.0%Carter’s, Inc. 27,131 2,552,213Columbia Sportswear Company 19,113 1,670,094Deckers Outdoor Corp. (A) 17,601 5,047,615Skechers USA, Inc., Class A (A) 84,675 3,043,220

12,313,142182,210,141

Consumer staples – 3.6%Beverages – 0.4%The Boston Beer Company, Inc.,

Class A (A) 5,722 5,689,327Food and staples retailing – 0.9%BJ’s Wholesale Club Holdings, Inc. (A) 85,831 3,199,780Casey’s General Stores, Inc. 23,039 4,115,226Grocery Outlet Holding Corp. (A) 53,581 2,103,054Sprouts Farmers Market, Inc. (A) 74,084 1,489,088

10,907,148Food products – 1.9%Darling Ingredients, Inc. (A) 101,269 5,841,196Flowers Foods, Inc. 122,499 2,772,152Ingredion, Inc. 41,759 3,285,181Lancaster Colony Corp. 12,275 2,255,286Pilgrim’s Pride Corp. (A) 30,657 601,184Post Holdings, Inc. (A) 38,284 3,867,067Sanderson Farms, Inc. 12,433 1,643,643The Hain Celestial Group, Inc. (A)(B) 51,588 2,071,258Tootsie Roll Industries, Inc. (B) 10,962 325,571TreeHouse Foods, Inc. (A) 35,490 1,507,970

24,170,508Household products – 0.1%Energizer Holdings, Inc. 36,582 1,543,029Personal products – 0.3%Coty, Inc., Class A 177,810 1,248,226Edgewell Personal Care Company 34,142 1,180,630Nu Skin Enterprises, Inc., Class A 31,788 1,736,578

4,165,43446,475,446

Energy – 1.2%Energy equipment and services – 0.1%ChampionX Corp. (A) 116,720 1,785,816




COMMON STOCKS (continued)Oil, gas and consumable fuels – 1.1%Antero Midstream Corp. 179,618 $ 1,384,855Cimarex Energy Company 63,469 2,380,722CNX Resources Corp. (A) 141,060 1,523,448EQT Corp. 171,250 2,176,588Equitrans Midstream Corp. 255,348 2,052,998Murphy Oil Corp. 90,690 1,097,349World Fuel Services Corp. 39,880 1,242,661WPX Energy, Inc. (A) 250,612 2,042,488

13,901,10915,686,925

Financials – 14.8%Banks – 6.2%Associated Banc-Corp. 96,533 1,645,888BancorpSouth Bank 60,561 1,661,794Bank of Hawaii Corp. 25,156 1,927,453Bank OZK 75,119 2,348,971Cathay General Bancorp 47,011 1,513,284CIT Group, Inc. 61,837 2,219,948Commerce Bancshares, Inc. 65,775 4,321,418Cullen/Frost Bankers, Inc. 35,052 3,057,586East West Bancorp, Inc. (B) 88,230 4,474,143First Financial Bankshares, Inc. (B) 89,216 3,227,389First Horizon Corp. 347,526 4,434,432FNB Corp. 199,854 1,898,613Fulton Financial Corp. 101,802 1,294,921Glacier Bancorp, Inc. 59,929 2,757,333Hancock Whitney Corp. 54,240 1,845,245Home BancShares, Inc. 95,469 1,859,736International Bancshares Corp. 34,971 1,309,314PacWest Bancorp 73,333 1,862,658Pinnacle Financial Partners, Inc. 47,238 3,042,127Prosperity Bancshares, Inc. 57,667 3,999,783Signature Bank 33,443 4,524,503Sterling Bancorp 120,727 2,170,671Synovus Financial Corp. 92,531 2,995,228TCF Financial Corp. 95,622 3,539,926Texas Capital Bancshares, Inc. (A) 31,688 1,885,436Trustmark Corp. 39,837 1,087,948UMB Financial Corp. 27,149 1,873,010Umpqua Holdings Corp. 138,327 2,094,271United Bankshares, Inc. 80,689 2,614,324Valley National Bancorp 251,098 2,448,206Webster Financial Corp. 56,063 2,363,055Wintrust Financial Corp. 36,181 2,210,297

80,508,911Capital markets – 2.6%Affiliated Managers Group, Inc. 28,343 2,882,483Eaton Vance Corp. 71,328 4,845,311Evercore, Inc., Class A 25,496 2,795,381FactSet Research Systems, Inc. 23,764 7,901,530Federated Hermes, Inc. 58,914 1,702,025Interactive Brokers Group, Inc., Class A 50,493 3,076,034Janus Henderson Group PLC 92,928 3,021,089SEI Investments Company 75,006 4,310,595Stifel Financial Corp. 64,594 3,259,413

33,793,861Consumer finance – 0.8%FirstCash, Inc. 26,030 1,823,141LendingTree, Inc. (A)(B) 6,789 1,858,760Navient Corp. 116,031 1,139,424PROG Holdings, Inc. (A) 42,173 2,271,860SLM Corp. 233,618 2,894,527

9,987,712


COMMON STOCKS (continued)Diversified financial services – 0.2%Jefferies Financial Group, Inc. 129,257 $ 3,179,722Insurance – 4.3%Alleghany Corp. 8,948 5,401,818American Financial Group, Inc. 43,967 3,852,389Brighthouse Financial, Inc. (A) 55,881 2,023,172Brown & Brown, Inc. 147,444 6,990,320CNO Financial Group, Inc. 86,787 1,929,275First American Financial Corp. 69,571 3,591,951Genworth Financial, Inc., Class A (A) 317,838 1,201,428Kemper Corp. 38,574 2,963,640Kinsale Capital Group, Inc. 13,347 2,671,135Mercury General Corp. 16,690 871,385Old Republic International Corp. 176,271 3,474,301Primerica, Inc. 24,572 3,290,928Reinsurance Group of America, Inc. 42,463 4,921,462RenaissanceRe Holdings, Ltd. 31,785 5,270,589RLI Corp. 24,848 2,587,919Selective Insurance Group, Inc. 37,569 2,516,372The Hanover Insurance Group, Inc. 23,289 2,722,950

56,281,034Thrifts and mortgage finance – 0.7%Essent Group, Ltd. 70,064 3,026,765MGIC Investment Corp. 211,501 2,654,338New York Community Bancorp, Inc. 288,920 3,048,106Washington Federal, Inc. 47,553 1,224,014

9,953,223193,704,463

Health care – 10.9%Biotechnology – 1.5%Arrowhead Pharmaceuticals, Inc. (A) 64,252 4,930,056Emergent BioSolutions, Inc. (A) 28,257 2,531,827Exelixis, Inc. (A)(B) 194,089 3,895,366Halozyme Therapeutics, Inc. (A) 79,399 3,391,131Ligand Pharmaceuticals, Inc. (A)(B) 10,099 1,004,346United Therapeutics Corp. (A) 27,723 4,208,074

19,960,800Health care equipment and supplies – 3.3%Avanos Medical, Inc. (A) 30,044 1,378,419Cantel Medical Corp. 23,565 1,858,336Globus Medical, Inc., Class A (A) 47,711 3,111,711Haemonetics Corp. (A) 31,631 3,756,181Hill-Rom Holdings, Inc. 41,837 4,098,771ICU Medical, Inc. (A) 12,231 2,623,427Integra LifeSciences Holdings Corp. (A) 44,047 2,859,531LivaNova PLC (A) 30,188 1,998,747Masimo Corp. (A) 31,657 8,496,106Neogen Corp. (A) 32,996 2,616,583NuVasive, Inc. (A) 32,193 1,813,432Penumbra, Inc. (A)(B) 21,092 3,691,100Quidel Corp. (A) 23,978 4,307,648

42,609,992Health care providers and services – 3.0%Acadia Healthcare Company, Inc. (A) 55,356 2,782,193Amedisys, Inc. (A) 20,519 6,018,838Chemed Corp. 9,999 5,325,567Encompass Health Corp. 62,158 5,139,845HealthEquity, Inc. (A) 48,170 3,357,931LHC Group, Inc. (A) 19,719 4,206,457Molina Healthcare, Inc. (A) 37,084 7,887,025Patterson Companies, Inc. 54,470 1,613,946Tenet Healthcare Corp. (A) 66,198 2,643,286

38,975,088




COMMON STOCKS (continued)Life sciences tools and services – 2.4%Bio-Techne Corp. 24,130 $ 7,662,482Charles River Laboratories

International, Inc. (A) 31,094 7,769,147Medpace Holdings, Inc. (A) 17,299 2,408,021PRA Health Sciences, Inc. (A) 40,176 5,039,677Repligen Corp. (A) 31,463 6,029,255Syneos Health, Inc. (A) 47,446 3,232,496

32,141,078Pharmaceuticals – 0.7%Jazz Pharmaceuticals PLC (A) 34,835 5,749,517Nektar Therapeutics (A) 112,372 1,910,324Prestige Consumer Healthcare, Inc. (A) 31,525 1,099,277

8,759,118142,446,076

Industrials – 17.5%Aerospace and defense – 1.0%Axon Enterprise, Inc. (A) 39,660 4,859,540Curtiss-Wright Corp. 25,894 3,012,767Hexcel Corp. 51,935 2,518,328Mercury Systems, Inc. (A) 34,867 3,070,388

13,461,023Air freight and logistics – 0.5%XPO Logistics, Inc. (A) 57,152 6,812,518Airlines – 0.2%JetBlue Airways Corp. (A) 196,348 2,854,900Building products – 1.9%Builders FirstSource, Inc. (A) 129,091 5,268,204Lennox International, Inc. 21,774 5,965,423Owens Corning 67,506 5,114,255Simpson Manufacturing Company, Inc. 27,031 2,526,047Trex Company, Inc. (A) 72,398 6,061,161

24,935,090Commercial services and supplies – 2.0%Clean Harbors, Inc. (A) 31,754 2,416,479Healthcare Services Group, Inc. 46,747 1,313,591Herman Miller, Inc. 36,978 1,249,856HNI Corp. 26,805 923,700IAA, Inc. (A) 84,137 5,467,222KAR Auction Services, Inc. 81,172 1,510,611MSA Safety, Inc. 22,714 3,393,244Stericycle, Inc. (A) 57,100 3,958,743Tetra Tech, Inc. 33,629 3,893,566The Brink’s Company 30,864 2,222,208

26,349,220Construction and engineering – 1.2%AECOM (A) 94,251 4,691,815Dycom Industries, Inc. (A) 19,999 1,510,324EMCOR Group, Inc. 34,207 3,128,572Fluor Corp. 78,362 1,251,441MasTec, Inc. (A) 35,239 2,402,595Valmont Industries, Inc. 13,272 2,321,671

15,306,418Electrical equipment – 2.4%Acuity Brands, Inc. 23,017 2,787,129EnerSys 26,681 2,216,124Generac Holdings, Inc. (A) 39,307 8,938,805Hubbell, Inc. 33,900 5,315,181nVent Electric PLC 106,737 2,485,905Regal Beloit Corp. 25,489 3,130,304Sunrun, Inc. (A) 97,631 6,773,639

31,647,087


COMMON STOCKS (continued)Industrial conglomerates – 0.4%Carlisle Companies, Inc. 33,372 $ 5,212,039Machinery – 4.8%AGCO Corp. 38,317 3,950,100Colfax Corp. (A) 63,209 2,417,112Crane Company 30,981 2,405,984Donaldson Company, Inc. 78,778 4,402,115Graco, Inc. 104,716 7,576,203ITT, Inc. 53,945 4,154,844Kennametal, Inc. 52,089 1,887,705Lincoln Electric Holdings, Inc. 37,290 4,334,963Nordson Corp. 33,761 6,784,273Oshkosh Corp. 42,486 3,656,770Terex Corp. 43,529 1,518,727The Middleby Corp. (A) 34,743 4,479,068The Timken Company 42,454 3,284,241The Toro Company 67,116 6,365,281Trinity Industries, Inc. 52,651 1,389,460Woodward, Inc. 36,442 4,428,796

63,035,642Marine – 0.2%Kirby Corp. (A) 37,711 1,954,561Professional services – 1.1%ASGN, Inc. (A) 32,977 2,754,569CoreLogic, Inc. 48,639 3,760,767FTI Consulting, Inc. (A) 22,301 2,491,468Insperity, Inc. 22,280 1,814,038ManpowerGroup, Inc. 35,935 3,240,618

14,061,460Road and rail – 0.9%Avis Budget Group, Inc. (A) 32,383 1,207,886Knight-Swift Transportation Holdings, Inc. 78,495 3,282,661Landstar System, Inc. 23,918 3,220,798Ryder System, Inc. 33,805 2,087,797Werner Enterprises, Inc. 36,457 1,429,844

11,228,986Trading companies and distributors – 0.9%GATX Corp. 21,984 1,828,629MSC Industrial Direct Company, Inc.,

Class A 28,595 2,413,132Univar Solutions, Inc. (A) 106,192 2,018,710Watsco, Inc. 20,505 4,645,408

10,905,879227,764,823

Information technology – 17.1%Communications equipment – 1.0%Ciena Corp. (A) 96,508 5,100,448InterDigital, Inc. 19,350 1,174,158Lumentum Holdings, Inc. (A) 47,235 4,477,878NetScout Systems, Inc. (A) 45,511 1,247,912ViaSat, Inc. (A) 40,280 1,315,142

13,315,538Electronic equipment, instruments and components – 3.8%Arrow Electronics, Inc. (A) 47,235 4,595,966Avnet, Inc. 62,045 2,178,400Belden, Inc. 27,962 1,171,608Cognex Corp. 109,199 8,767,042Coherent, Inc. (A) 15,236 2,285,705II-VI, Inc. (A) 64,765 4,919,549Jabil, Inc. 84,110 3,577,198Littelfuse, Inc. 15,290 3,893,751National Instruments Corp. 81,941 3,600,488SYNNEX Corp. 25,876 2,107,341




COMMON STOCKS (continued)Electronic equipment, instruments andcomponents (continued)Trimble, Inc. (A) 156,431 $ 10,444,889Vishay Intertechnology, Inc. 83,265 1,724,418

49,266,355IT services – 2.4%Alliance Data Systems Corp. 29,971 2,220,851CACI International, Inc., Class A (A) 15,764 3,930,438Concentrix Corp. (A) 25,621 2,528,793KBR, Inc. 89,418 2,765,699LiveRamp Holdings, Inc. (A) 41,380 3,028,602MAXIMUS, Inc. 38,512 2,818,693Perspecta, Inc. 85,830 2,066,786Sabre Corp. 198,073 2,380,837Science Applications International Corp. 36,278 3,433,350WEX, Inc. (A) 27,572 5,611,729

30,785,778Semiconductors and semiconductor equipment – 5.5%Cirrus Logic, Inc. (A) 36,248 2,979,586CMC Materials, Inc. 18,250 2,761,225Cree, Inc. (A) 68,894 7,295,875Enphase Energy, Inc. (A) 78,993 13,860,903First Solar, Inc. (A) 52,972 5,239,990MKS Instruments, Inc. 34,456 5,183,905Monolithic Power Systems, Inc. 26,518 9,711,687Semtech Corp. (A) 40,574 2,924,980Silicon Laboratories, Inc. (A) 27,509 3,502,996SolarEdge Technologies, Inc. (A) 32,026 10,220,137Synaptics, Inc. (A) 21,501 2,072,696Universal Display Corp. 26,801 6,158,870

71,912,850Software – 4.2%ACI Worldwide, Inc. (A) 73,107 2,809,502Blackbaud, Inc. 31,139 1,792,361CDK Global, Inc. 75,847 3,931,150Ceridian HCM Holding, Inc. (A) 81,281 8,661,303CommVault Systems, Inc. (A) 29,627 1,640,447Fair Isaac Corp. (A) 18,215 9,308,594j2 Global, Inc. (A) 26,778 2,615,943Manhattan Associates, Inc. (A) 39,649 4,170,282Paylocity Holding Corp. (A) 23,454 4,829,413PTC, Inc. (A) 65,643 7,851,559Qualys, Inc. (A) 20,952 2,553,420Sailpoint Technologies Holdings, Inc. (A) 56,959 3,032,497Teradata Corp. (A) 68,466 1,538,431

54,734,902Technology hardware, storage and peripherals – 0.2%NCR Corp. (A) 80,651 3,030,058

223,045,481Materials – 5.6%Chemicals – 2.6%Ashland Global Holdings, Inc. 34,184 2,707,373Avient Corp. 57,434 2,313,442Cabot Corp. 35,465 1,591,669Ingevity Corp. (A) 25,927 1,963,452Minerals Technologies, Inc. 21,024 1,306,011NewMarket Corp. 4,597 1,830,939Olin Corp. 89,242 2,191,784RPM International, Inc. 81,217 7,372,879Sensient Technologies Corp. 26,256 1,936,905The Chemours Company 103,164 2,557,436The Scotts Miracle-Gro Company 25,438 5,065,723Valvoline, Inc. 116,226 2,689,470

33,527,083


COMMON STOCKS (continued)Construction materials – 0.2%Eagle Materials, Inc. 26,229 $ 2,658,309Containers and packaging – 1.0%AptarGroup, Inc. 40,498 5,543,771Greif, Inc., Class A 16,609 778,630O-I Glass, Inc. 98,588 1,173,197Silgan Holdings, Inc. 48,754 1,807,798Sonoco Products Company 62,626 3,710,591

13,013,987Metals and mining – 1.5%Commercial Metals Company 74,790 1,536,187Compass Minerals International, Inc. 21,321 1,315,932Reliance Steel & Aluminum Company 39,837 4,770,481Royal Gold, Inc. 40,969 4,357,463Steel Dynamics, Inc. 124,867 4,603,846United States Steel Corp. 138,424 2,321,370Worthington Industries, Inc. 22,652 1,162,954

20,068,233Paper and forest products – 0.3%Domtar Corp. 34,668 1,097,242Louisiana-Pacific Corp. 68,304 2,538,860

3,636,10272,903,714

Real estate – 8.9%Equity real estate investment trusts – 8.5%American Campus Communities, Inc. 85,863 3,672,361Apartment Income REIT Corp. (A) 92,988 3,571,669Brixmor Property Group, Inc. 184,680 3,056,454Camden Property Trust 60,920 6,087,126CoreSite Realty Corp. 26,716 3,346,980Corporate Office Properties Trust 70,465 1,837,727Cousins Properties, Inc. 92,613 3,102,536CyrusOne, Inc. 75,330 5,510,390Douglas Emmett, Inc. 102,730 2,997,661EastGroup Properties, Inc. 24,706 3,410,910EPR Properties 46,866 1,523,145First Industrial Realty Trust, Inc. 80,747 3,401,871Healthcare Realty Trust, Inc. 85,455 2,529,468Highwoods Properties, Inc. 64,630 2,561,287Hudson Pacific Properties, Inc. 94,973 2,281,251JBG SMITH Properties 69,473 2,172,421Kilroy Realty Corp. 65,418 3,754,993Lamar Advertising Company, Class A 53,958 4,490,385Life Storage, Inc. 30,409 3,630,531Medical Properties Trust, Inc. 335,184 7,303,659National Retail Properties, Inc. 108,376 4,434,746Omega Healthcare Investors, Inc. 141,887 5,153,336Park Hotels & Resorts, Inc. 146,533 2,513,041Pebblebrook Hotel Trust 82,200 1,545,360Physicians Realty Trust 130,741 2,327,190PotlatchDeltic Corp. 42,003 2,100,990PS Business Parks, Inc. 12,601 1,674,295Rayonier, Inc. 85,747 2,519,247Rexford Industrial Realty, Inc. 81,669 4,010,765Sabra Health Care REIT, Inc. 129,118 2,242,780Service Properties Trust 103,388 1,187,928Spirit Realty Capital, Inc. 71,350 2,866,130STORE Capital Corp. 147,724 5,019,662The Macerich Company 70,412 751,296Urban Edge Properties 68,905 891,631Weingarten Realty Investors 75,637 1,639,054

111,120,276




COMMON STOCKS (continued)Real estate management and development – 0.4%Jones Lang LaSalle, Inc. (A) 32,071 $ 4,758,374

115,878,650Utilities – 3.4%Electric utilities – 1.1%ALLETE, Inc. 32,588 2,018,501Hawaiian Electric Industries, Inc. 68,579 2,427,011IDACORP, Inc. 31,431 3,018,319OGE Energy Corp. 124,922 3,980,015PNM Resources, Inc. 50,033 2,428,101

13,871,947Gas utilities – 1.2%National Fuel Gas Company 56,546 2,325,737New Jersey Resources Corp. 60,256 2,142,101ONE Gas, Inc. 33,241 2,551,912Southwest Gas Holdings, Inc. 35,521 2,157,901Spire, Inc. 32,337 2,070,861UGI Corp. 130,142 4,549,764

15,798,276Multi-utilities – 0.6%Black Hills Corp. 39,412 2,421,867MDU Resources Group, Inc. 124,975 3,291,842NorthWestern Corp. 31,768 1,852,392

7,566,101Water utilities – 0.5%Essential Utilities, Inc. 139,595 6,601,448




0.040%, 02/19/2021 * $ 10,000,000 $ 9,998,978Short-term funds – 0.5%John Hancock Collateral Trust,

0.1386% (C)(D) 717,391 7,178,283Repurchase agreement – 1.2%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $33,046,205) $ 33,045,261Total Investments (Mid Cap Index Trust)




* Yield represents either the annualized yield at the date of purchase,the stated coupon rate or, for floating rate securities, the rate atperiod end.

DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)S&P Mid 400 Index E-Mini Futures 90 Long Mar 2021 $20,311,746 $20,731,500 $419,754

$419,754



Mid Cap Stock TrustShares orPrincipalAmount Value

COMMON STOCKS – 95.1%Communication services – 9.4%Entertainment – 2.5%Spotify Technology SA (A) 79,229 $ 24,930,197Interactive media and services – 6.9%Match Group, Inc. (A) 223,818 33,839,043Snap, Inc., Class A (A) 369,842 18,517,989Twitter, Inc. (A) 287,215 15,552,692

67,909,72492,839,921

Consumer discretionary – 24.5%Automobiles – 1.9%Thor Industries, Inc. 201,763 18,761,941Diversified consumer services – 2.5%Chegg, Inc. (A) 271,590 24,532,725

Mid Cap Stock Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Hotels, restaurants and leisure – 5.1%DraftKings, Inc., Class A (A) 575,211 $ 26,781,824Penn National Gaming, Inc. (A) 128,534 11,101,482Planet Fitness, Inc., Class A (A) 155,957 12,106,942

49,990,248Household durables – 1.8%Lennar Corp., A Shares 232,965 17,758,922Leisure products – 1.5%Peloton Interactive, Inc., Class A (A) 30,049 4,559,034Polaris, Inc. 109,674 10,449,739

15,008,773Multiline retail – 0.8%Ollie’s Bargain Outlet Holdings, Inc. (A) 100,194 8,192,863




COMMON STOCKS (continued)Specialty retail – 8.9%Burlington Stores, Inc. (A) 114,701 $ 30,000,047Five Below, Inc. (A) 117,869 20,624,718Floor & Decor Holdings, Inc., Class A (A) 230,494 21,401,368JAND, Inc., Class A (A)(B)(C) 28,798 745,292Ross Stores, Inc. 123,694 15,190,860

87,962,285Textiles, apparel and luxury goods – 2.0%Lululemon Athletica, Inc. (A) 57,515 20,016,945

242,224,702Consumer staples – 3.6%Beverages – 3.6%Monster Beverage Corp. (A) 250,651 23,180,204The Boston Beer Company, Inc.,

Class A (A) 12,919 12,845,23336,025,437

Financials – 2.7%Capital markets – 2.7%Ares Management Corp., Class A 206,065 9,695,358BowX Acquisition Corp. (A) 832,870 8,911,709Churchill Capital Corp. IV (A) 815,670 8,401,401

27,008,468Health care – 21.5%Biotechnology – 6.6%Apellis Pharmaceuticals, Inc. (A) 88,981 5,089,713Ascendis Pharma A/S, ADR (A) 40,046 6,678,872Exact Sciences Corp. (A) 207,810 27,532,747Galapagos NV (A) 73,598 7,284,309Galapagos NV, ADR (A) 4,557 451,052Kodiak Sciences, Inc. (A) 71,856 10,556,365Seagen, Inc. (A) 43,299 7,583,387

65,176,445Health care equipment and supplies – 11.7%ABIOMED, Inc. (A) 66,357 21,512,939Align Technology, Inc. (A) 76,667 40,969,314DexCom, Inc. (A) 70,000 25,880,400Insulet Corp. (A) 56,061 14,330,873Tandem Diabetes Care, Inc. (A) 135,746 12,988,177

115,681,703Health care technology – 1.1%Multiplan Corp. (A)(D) 1,331,324 10,637,279Life sciences tools and services – 1.0%Agilent Technologies, Inc. 84,855 10,054,469Pharmaceuticals – 1.1%Elanco Animal Health, Inc. (A) 296,442 9,091,876Reata Pharmaceuticals, Inc., Class A (A) 17,931 2,216,630

11,308,506212,858,402

Industrials – 5.9%Commercial services and supplies – 1.6%Copart, Inc. (A) 122,068 15,533,153Machinery – 1.4%Fortive Corp. 190,293 13,476,550Professional services – 2.9%CoStar Group, Inc. (A) 31,428 29,048,272

58,057,975Information technology – 27.5%Electronic equipment, instruments and components – 0.2%Vontier Corp. (A) 41,773 1,395,218


COMMON STOCKS (continued)IT services – 6.8%GoDaddy, Inc., Class A (A) 250,433 $ 20,773,417Leidos Holdings, Inc. 188,176 19,781,061Square, Inc., Class A (A) 123,153 26,803,019

67,357,497Semiconductors and semiconductor equipment – 2.2%Marvell Technology Group, Ltd. 359,097 17,071,471MKS Instruments, Inc. 31,102 4,679,296

21,750,767Software – 18.3%2U, Inc. (A) 291,369 11,657,674Fair Isaac Corp. (A) 56,592 28,920,776Guidewire Software, Inc. (A) 188,050 24,207,677MarkLogic Corp. (A)(C) 253,035 70,850Paycom Software, Inc. (A) 44,375 20,068,594Proofpoint, Inc. (A) 77,137 10,522,258RingCentral, Inc., Class A (A) 61,465 23,293,391Skillz, Inc. (A) 441,168 8,823,360Splunk, Inc. (A) 156,260 26,547,011Workday, Inc., Class A (A) 112,874 27,045,739

181,157,330271,660,812


PREFERRED SECURITIES – 2.0%Consumer discretionary – 1.2%Diversified consumer services – 0.3%The Honest Company, Inc.,

Series C (A)(B)(C) 75,561 2,702,061Internet and direct marketing retail – 0.8%Coupang LLC (A)(B)(C) 707,162 7,616,135One Kings Lane, Inc. (A)(C) 302,694 48,431

7,664,566Specialty retail – 0.1%JAND, Inc., Series D (A)(B)(C) 64,307 1,664,265

12,030,892Information technology – 0.7%Software – 0.7%Essence Group Holdings Corp. (A)(B)(C) 1,663,188 4,806,613Lookout, Inc., Series F (A)(B)(C) 211,003 1,903,247

6,709,860Real estate – 0.1%Real estate management and development – 0.1%The We Company, Inc.,

Series D1 (A)(B)(C) 92,333 728,507The We Company, Inc.,

Series D2 (A)(B)(C) 81,039 639,3981,367,905


EXCHANGE-TRADED FUNDS – 0.9%iShares Russell Mid-Cap Growth ETF (D) 81,344 8,349,962TOTAL EXCHANGE-TRADED FUNDS (Cost $8,134,750) $ 8,349,962


0.1386% (E)(F) 777,858 7,783,323




SHORT-TERM INVESTMENTS (continued)Repurchase agreement – 1.3%Deutsche Bank Tri-Party Repurchase

Agreement dated 12-31-20 at 0.070% tobe repurchased at $12,700,099 on1-4-21, collateralized by $12,955,000Federal Home Loan Bank, 0.110% due5-4-21 (valued at $12,956,069) $ 12,700,000 $ 12,700,000

TOTAL SHORT-TERM INVESTMENTS (Cost $20,483,610) $ 20,483,323Total Investments (Mid Cap Stock Trust)


Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.(B) Restricted security as to resale, excluding 144A securities. For more


(C) Security is valued using significant unobservable inputs and isclassified as Level 3 in the fair value hierarchy. Refer to Note 2 tothe financial statements.

(D) All or a portion of this security is on loan as of 12-31-20.(E) The rate shown is the annualized seven-day yield as of 12-31-20.(F) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Mid Value TrustShares orPrincipalAmount Value

COMMON STOCKS – 97.8%Communication services – 5.9%Entertainment – 0.2%Madison Square Garden Sports Corp. (A) 6,400 $ 1,178,240Media – 5.4%AMC Networks, Inc., Class A (A)(B) 49,643 1,775,730DISH Network Corp., Class A (A) 97,667 3,158,551Fox Corp., Class A 87,853 2,558,279News Corp., Class A 713,874 12,828,316Scholastic Corp. 104,440 2,611,000ViacomCBS, Inc., Class B 259,390 9,664,871

32,596,747Wireless telecommunication services – 0.3%Telephone & Data Systems, Inc. 94,769 1,759,860

35,534,847Consumer discretionary – 3.3%Diversified consumer services – 0.8%Strategic Education, Inc. 49,423 4,711,495Hotels, restaurants and leisure – 0.5%Compass Group PLC 155,782 2,905,545Household durables – 0.3%Mohawk Industries, Inc. (A) 12,036 1,696,474Multiline retail – 0.4%Nordstrom, Inc. (B) 92,612 2,890,421Specialty retail – 0.2%Tiffany & Company 8,271 1,087,223Textiles, apparel and luxury goods – 1.1%Ralph Lauren Corp. 64,424 6,683,346

19,974,504Consumer staples – 8.6%

Mid Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Beverages – 0.7%Carlsberg A/S, Class B 24,881 $ 3,988,732Food and staples retailing – 1.7%Sysco Corp. 127,470 9,465,922The Kroger Company 24,516 778,628

10,244,550Food products – 6.2%Bunge, Ltd. 276,393 18,125,853Campbell Soup Company 9,598 464,063Flowers Foods, Inc. 562,765 12,735,372The Kraft Heinz Company 158,191 5,482,900Tootsie Roll Industries, Inc. (B) 25,982 771,665

37,579,85351,813,135

Energy – 11.1%Energy equipment and services – 1.7%Frank’s International NV (A) 860,637 2,358,145National Oilwell Varco, Inc. 202,286 2,777,387Schlumberger NV 138,150 3,015,815SEACOR Marine Holdings, Inc. (A)(B) 98,958 268,176Tidewater, Inc. (A) 218,777 1,890,233

10,309,756Oil, gas and consumable fuels – 9.4%Apache Corp. 63,629 902,896Cameco Corp. (New York

Stock Exchange) 593,355 7,950,957Canadian Natural Resources, Ltd. 340,713 8,194,148EQT Corp. 929,729 11,816,856Equinor ASA 31,941 539,052Equinor ASA (Frankfurt Stock Exchange) 124,931 2,122,998Equitrans Midstream Corp. 428,365 3,444,055Hess Corp. 100,708 5,316,375Imperial Oil, Ltd. (B) 714,022 13,587,839NAC Kazatomprom JSC, GDR 156,999 2,828,133

56,703,30967,013,065

Financials – 16.7%Banks – 3.2%Fifth Third Bancorp 362,407 9,991,561Popular, Inc. 63,189 3,558,804Westamerica Bancorporation 100,477 5,555,373

19,105,738Capital markets – 5.1%Lazard, Ltd., Class A 212,276 8,979,275Northern Trust Corp. 92,064 8,574,841State Street Corp. 166,775 12,137,885The Charles Schwab Corp. 21,572 1,144,179

30,836,180Consumer finance – 0.3%Ally Financial, Inc. 43,666 1,557,130Diversified financial services – 1.1%Groupe Bruxelles Lambert SA 66,012 6,653,616Insurance – 6.4%Brighthouse Financial, Inc. (A) 135,338 4,899,912Brown & Brown, Inc. 152,746 7,241,688CNA Financial Corp. 162,259 6,321,611Kemper Corp. 63,534 4,881,317Loews Corp. 248,407 11,183,283Marsh & McLennan Companies, Inc. 35,042 4,099,914

38,627,725




COMMON STOCKS (continued)Thrifts and mortgage finance – 0.6%Capitol Federal Financial, Inc. 315,227 $ 3,940,338

100,720,727Health care – 15.9%Biotechnology – 1.6%Alkermes PLC (A) 207,907 4,147,745BioMarin Pharmaceutical, Inc. (A) 28,615 2,509,249Incyte Corp. (A) 27,038 2,351,765Ionis Pharmaceuticals, Inc. (A) 15,331 866,815

9,875,574Health care equipment and supplies – 5.3%Alcon, Inc. (A) 7,960 528,513Baxter International, Inc. 76,147 6,110,035Dentsply Sirona, Inc. 177,034 9,269,500Hologic, Inc. (A) 97,253 7,082,936Zimmer Biomet Holdings, Inc. 59,776 9,210,884

32,201,868Health care providers and services – 7.6%AmerisourceBergen Corp. 600 58,656Cardinal Health, Inc. 252,659 13,532,416Covetrus, Inc. (A) 206,377 5,931,275Patterson Companies, Inc. 393,335 11,654,516Select Medical Holdings Corp. (A) 518,659 14,346,108

45,522,971Pharmaceuticals – 1.4%Jazz Pharmaceuticals PLC (A) 11,590 1,912,930Perrigo Company PLC 127,950 5,721,924Royalty Pharma PLC, Class A 17,761 888,938

8,523,79296,124,205

Industrials – 9.1%Aerospace and defense – 2.0%Textron, Inc. 247,377 11,955,730Air freight and logistics – 1.3%CH Robinson Worldwide, Inc. 82,786 7,771,122Airlines – 0.8%Southwest Airlines Company 111,131 5,179,816Commercial services and supplies – 0.5%Cintas Corp. 8,372 2,959,167Machinery – 2.9%AGCO Corp. 60,022 6,187,668CNH Industrial NV (A) 229,870 2,951,531PACCAR, Inc. 75,940 6,552,103Xylem, Inc. 19,218 1,956,200

17,647,502Marine – 0.5%SEACOR Holdings, Inc. (A) 73,888 3,062,658Road and rail – 1.1%JB Hunt Transport Services, Inc. 34,172 4,669,604Ryder System, Inc. 29,621 1,829,393

6,498,99755,074,992

Information technology – 2.9%Electronic equipment, instruments and components – 1.0%National Instruments Corp. 142,378 6,256,089IT services – 0.6%Cognizant Technology Solutions Corp.,

Class A 42,897 3,515,409


COMMON STOCKS (continued)Semiconductors and semiconductor equipment – 1.3%Applied Materials, Inc. 91,696 $ 7,913,365

17,684,863Materials – 11.6%Chemicals – 2.7%Corteva, Inc. 202,405 7,837,122PPG Industries, Inc. 17,377 2,506,111Westlake Chemical Corp. 71,712 5,851,699

16,194,932Construction materials – 1.5%Summit Materials, Inc., Class A (A) 234,386 4,706,471Vulcan Materials Company 27,224 4,037,591

8,744,062Metals and mining – 7.4%Barrick Gold Corp. 214,386 4,883,713Cia de Minas Buenaventura SAA,

ADR (A) 524,653 6,395,520Endeavour Mining Corp. (A)(B) 61,300 1,426,433Franco-Nevada Corp. 71,873 9,011,651Freeport-McMoRan, Inc. 442,870 11,523,477Fresnillo PLC 593,799 9,171,579Gold Fields, Ltd., ADR 251,458 2,331,016

44,743,38969,682,383

Real estate – 7.2%Equity real estate investment trusts – 6.8%Apartment Income REIT Corp. (A) 78,676 3,021,952Apartment Investment and Management

Company, Class A 417,176 2,202,689Equity Commonwealth 170,604 4,654,077Equity Residential 68,140 4,039,339Rayonier, Inc. 335,060 9,844,063Regency Centers Corp. 99,028 4,514,687Weyerhaeuser Company 384,469 12,891,246

41,168,053Real estate management and development – 0.4%The St. Joe Company 48,561 2,061,414

43,229,467Utilities – 5.5%Electric utilities – 3.7%FirstEnergy Corp. 336,396 10,297,082PG&E Corp. (A) 956,053 11,912,420

22,209,502Gas utilities – 0.6%National Fuel Gas Company 91,562 3,765,945Independent power and renewable electricity producers –0.3%Vistra Corp. 85,240 1,675,818Multi-utilities – 0.9%CenterPoint Energy, Inc. 240,803 5,210,977


PREFERRED SECURITIES – 0.3%Consumer staples – 0.3%Food products – 0.3%Bunge, Ltd., 4.875% 13,902 1,515,318TOTAL PREFERRED SECURITIES (Cost $1,574,182) $ 1,515,318




CORPORATE BONDS - 0.2%Energy - 0.2%Weatherford International, Ltd.

11.000%, 12/01/2024 (C) $ 1,427,000 $ 1,113,060TOTAL CORPORATE BONDS (Cost $1,045,310) $ 1,113,060


0.1386% (D)(E) 300,087 3,002,702State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (D) 2,000,044 2,000,044

T. Rowe Price Government Reserve Fund,0.0753% (D) 8,485,831 8,485,831

TOTAL SHORT-TERM INVESTMENTS (Cost $13,488,745) $ 13,488,577Total Investments (Mid Value Trust)


Security Abbreviations and LegendADR American Depositary ReceiptGDR Global Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) These securities are exempt from registration under Rule 144A of




Real Estate Securities TrustShares orPrincipalAmount Value

COMMON STOCKS – 98.1%Consumer discretionary – 4.6%Hotels, restaurants and leisure – 4.6%Casinos and gaming – 1.8%Caesars Entertainment, Inc. (A) 76,151 $ 5,655,735Hotels, resorts and cruise lines – 1.0%Hyatt Hotels Corp., Class A 42,971 3,190,597Leisure facilities – 1.8%Vail Resorts, Inc. 20,240 5,646,150

14,492,482Health care – 2.2%Health care providers and services –2.2%Health care facilities – 2.2%Brookdale Senior Living, Inc. (A) 488,177 2,162,624HCA Healthcare, Inc. 28,544 4,694,346

6,856,970Real estate – 91.3%Equity real estate investment trusts –90.1%Health care REITs – 6.5%Healthpeak Properties, Inc. 461,429 13,948,999Medical Properties Trust, Inc. 300,586 6,549,769

20,498,768

Real Estate Securities Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Hotel and resort REITs – 3.9%MGM Growth Properties LLC, Class A 149,016 $ 4,664,201Pebblebrook Hotel Trust 229,031 4,305,783Ryman Hospitality Properties, Inc. 49,878 3,379,733

12,349,717Industrial REITs – 15.0%Americold Realty Trust 105,284 3,930,252Innovative Industrial Properties, Inc. 28,899 5,292,274Prologis, Inc. 286,407 28,543,322Rexford Industrial Realty, Inc. 187,551 9,210,630

46,976,478Office REITs – 11.3%Alexandria Real Estate Equities, Inc. 72,400 12,903,128Boston Properties, Inc. 57,330 5,419,405Douglas Emmett, Inc. 221,400 6,460,452JBG SMITH Properties 123,637 3,866,129SL Green Realty Corp. 114,474 6,820,361

35,469,475Residential REITs – 17.5%American Homes 4 Rent, Class A 375,898 11,276,940Camden Property Trust 99,948 9,986,804Independence Realty Trust, Inc. 518,203 6,959,466NexPoint Residential Trust, Inc. 76,100 3,219,791Sun Communities, Inc. 75,543 11,478,759UDR, Inc. 313,451 12,045,922

54,967,682Retail REITs – 9.8%Agree Realty Corp. 55,744 3,711,436Brixmor Property Group, Inc. 854,480 14,141,644Retail Opportunity Investments Corp. 503,156 6,737,259Simon Property Group, Inc. 73,819 6,295,284

30,885,623Specialized REITs – 26.1%American Tower Corp. 38,375 8,613,653Crown Castle International Corp. 64,749 10,307,393Equinix, Inc. 30,835 22,021,740Extra Space Storage, Inc. 61,586 7,135,354Four Corners Property Trust, Inc. 108,334 3,225,103Gaming and Leisure Properties, Inc. 3,348 141,955Life Storage, Inc. 76,741 9,162,108PotlatchDeltic Corp. 125,718 6,288,414QTS Realty Trust, Inc., Class A 64,524 3,992,745VICI Properties, Inc. 437,131 11,146,839

82,035,304283,183,047

Real estate management anddevelopment – 1.2%Real estate services – 1.2%Jones Lang LaSalle, Inc. (A) 25,651 3,805,839




Real Estate Securities Trust (continued)Shares orPrincipalAmount Value

SHORT-TERM INVESTMENTS – 1.4%Short-term funds – 1.4%State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (B) 4,410,438 $ 4,410,438

TOTAL SHORT-TERM INVESTMENTS(Cost $4,410,438) $ 4,410,438Total Investments (Real Estate Securities

Trust)(Cost $295,697,566) – 99.5% $ 312,748,776

Other assets and liabilities, net – 0.5% 1,470,815TOTAL NET ASSETS – 100.0% $ 314,219,591

Security Abbreviations and Legend(A) Non-income producing security.(B) The rate shown is the annualized seven-day yield as of 12-31-20.

Science & Technology TrustShares orPrincipalAmount Value

COMMON STOCKS – 95.8%Communication services – 15.7%Entertainment – 0.4%NetEase, Inc., ADR 16,725 $ 1,601,753Netflix, Inc. (A) 3,090 1,670,856Spotify Technology SA (A) 1,715 539,642Take-Two Interactive Software, Inc. (A) 2,960 615,058Zynga, Inc., Class A (A) 50,590 499,323

4,926,632Interactive media and services – 14.9%Alphabet, Inc., Class A (A) 3,760 6,589,926Alphabet, Inc., Class C (A) 40,868 71,595,828Baidu, Inc., ADR (A) 52,370 11,324,489Facebook, Inc., Class A (A) 159,029 43,440,362Mail.Ru Group, Ltd., GDR (A) 584,000 15,305,212NAVER Corp. (A) 13,737 3,703,070Pinterest, Inc., Class A (A) 174,344 11,489,270Snap, Inc., Class A (A) 140,345 7,027,074Tencent Holdings, Ltd. 8,000 575,630Yandex NV, Class A (A) 4,635 322,503Zillow Group, Inc., Class A (A) 13,570 1,844,706ZoomInfo Technologies, Inc.,

Class A (A)(B) 19,390 935,180174,153,250

Media – 0.3%News Corp., Class A 173,497 3,117,741Wireless telecommunication services – 0.1%SoftBank Group Corp. 8,100 628,844

182,826,467Consumer discretionary – 19.5%Automobiles – 0.4%Tesla, Inc. (A) 7,035 4,964,388Hotels, restaurants and leisure – 0.3%Airbnb, Inc., Class A (A) 3,986 585,145Airbnb, Inc., Class B (A)(C) 17,248 2,364,261

2,949,406Internet and direct marketing retail – 18.8%Alibaba Group Holding, Ltd., ADR (A) 91,063 21,193,092Amazon.com, Inc. (A) 15,116 49,231,754boohoo Group PLC (A) 1,052,131 4,939,006Booking Holdings, Inc. (A) 16,261 36,217,637Delivery Hero SE (A)(D) 87,087 13,619,440DoorDash, Inc., Class A (A) 6,722 959,566

Science & Technology Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Internet and direct marketing retail (continued)Etsy, Inc. (A) 53,237 $ 9,471,395Expedia Group, Inc. 13,520 1,790,048JD.com, Inc., ADR (A) 15,355 1,349,705Naspers, Ltd., N Shares 48,102 9,850,068Ozon Holdings PLC, ADR (A) 12,980 537,502Tongcheng-Elong Holdings, Ltd. (A) 3,094,000 5,996,594Trip.com Group, Ltd., ADR (A) 890,971 30,052,452Zalando SE (A)(D) 310,841 34,575,293

219,783,552227,697,346

Health care – 0.9%Health care equipment and supplies – 0.7%Intuitive Surgical, Inc. (A) 9,815 8,029,652Health care technology – 0.2%Veeva Systems, Inc., Class A (A) 10,130 2,757,893

10,787,545Industrials – 0.7%Electrical equipment – 0.5%Array Technologies, Inc. (A) 105,825 4,565,291Bloom Energy Corp., Class A (A) 30,625 877,713

5,443,004Road and rail – 0.2%Lyft, Inc., Class A (A) 55,170 2,710,502

8,153,506Information technology – 58.9%Communications equipment – 1.1%Arista Networks, Inc. (A) 2,180 633,443Cisco Systems, Inc. 251,391 11,249,747F5 Networks, Inc. (A) 5,080 893,775

12,776,965Electronic equipment, instruments and components – 1.8%Amphenol Corp., Class A 9,630 1,259,315Cognex Corp. 14,235 1,142,857Flex, Ltd. (A) 306,780 5,515,904IPG Photonics Corp. (A) 8,950 2,002,921Samsung SDI Company, Ltd. 19,848 11,502,859

21,423,856IT services – 10.2%Adyen NV (A)(D) 850 1,975,010Fidelity National Information Services, Inc. 20,583 2,911,671Fiserv, Inc. (A) 35,362 4,026,317Global Payments, Inc. 24,416 5,259,695Mastercard, Inc., Class A 3,910 1,395,635MongoDB, Inc. (A) 38,600 13,858,944Okta, Inc. (A) 72,535 18,442,749PayPal Holdings, Inc. (A) 63,305 14,826,031Shopify, Inc., Class A (A) 3,330 3,769,394Snowflake, Inc., Class A (A)(B) 9,016 2,537,102Square, Inc., Class A (A) 65,540 14,264,126Twilio, Inc., Class A (A) 85,570 28,965,445Visa, Inc., Class A 11,040 2,414,779Wix.com, Ltd. (A) 15,644 3,910,374

118,557,272Semiconductors and semiconductor equipment – 16.6%Advanced Micro Devices, Inc. (A) 75,765 6,948,408Applied Materials, Inc. 214,408 18,503,410Cree, Inc. (A) 24,300 2,573,370Infineon Technologies AG 147,735 5,641,794Lam Research Corp. 27,707 13,085,185Marvell Technology Group, Ltd. 53,520 2,544,341Maxim Integrated Products, Inc. 155,580 13,792,167




COMMON STOCKS (continued)Semiconductors and semiconductor equipment (continued)Micron Technology, Inc. (A) 602,372 $ 45,286,327NVIDIA Corp. 18,551 9,687,332NXP Semiconductors NV 36,925 5,871,444ON Semiconductor Corp. (A) 20,445 669,165Qorvo, Inc. (A) 27,335 4,544,990QUALCOMM, Inc. 201,146 30,642,582SK Hynix, Inc. 15,290 1,670,103Skyworks Solutions, Inc. 24,960 3,815,885STMicroelectronics NV 85,970 3,180,524STMicroelectronics NV, NYRS (B) 163,922 6,084,785Taiwan Semiconductor

Manufacturing Company, Ltd., ADR 100,670 10,977,057Teradyne, Inc. 43,140 5,172,055Tokyo Electron, Ltd. 9,600 3,586,203

194,277,127Software – 20.4%Alteryx, Inc., Class A (A) 26,220 3,193,334Autodesk, Inc. (A) 4,825 1,473,266Avalara, Inc. (A) 5,300 873,917Citrix Systems, Inc. 146,100 19,007,610Cloudflare, Inc., Class A (A) 12,255 931,257Coupa Software, Inc. (A) 2,870 972,672Crowdstrike Holdings, Inc., Class A (A) 73,435 15,555,002CyberArk Software, Ltd. (A) 17,160 2,772,884Datadog, Inc., Class A (A) 48,160 4,740,870DocuSign, Inc. (A) 26,460 5,882,058FireEye, Inc. (A) 157,570 3,633,564HubSpot, Inc. (A) 33,925 13,449,227Intuit, Inc. 14,358 5,453,886McAfee Corp., Class A 281,291 4,694,747Microsoft Corp. 120,361 26,770,694NortonLifeLock, Inc. 553,800 11,507,964Palo Alto Networks, Inc. (A) 15,860 5,636,485Paycom Software, Inc. (A) 55,795 25,233,289RingCentral, Inc., Class A (A) 40,625 15,395,656salesforce.com, Inc. (A) 131,574 29,279,162ServiceNow, Inc. (A) 1,100 605,473Slack Technologies, Inc., Class A (A) 87,261 3,685,905Splunk, Inc. (A) 26,610 4,520,773TeamViewer AG (A)(D) 109,729 5,894,356The Trade Desk, Inc., Class A (A) 2,470 1,978,470Varonis Systems, Inc. (A) 20,375 3,333,554Workday, Inc., Class A (A) 26,679 6,392,555Zendesk, Inc. (A) 10,545 1,509,200Zoom Video Communications, Inc.,

Class A (A) 5,380 1,814,782Zscaler, Inc. (A) 61,237 12,229,641

238,422,253Technology hardware, storage and peripherals – 8.8%Apple, Inc. 308,275 40,905,010HP, Inc. 13,500 331,965Pure Storage, Inc., Class A (A) 1,176,322 26,596,640Samsung Electronics Company, Ltd. 446,762 33,362,161Seagate Technology PLC 15,245 947,629

102,143,405687,600,878

Real estate – 0.1%Equity real estate investment trusts – 0.1%Equinix, Inc. 635 453,504TOTAL COMMON STOCKS (Cost $771,214,637) $ 1,117,519,246

PREFERRED SECURITIES – 0.0%Industrials – 0.0%


PREFERRED SECURITIES (continued)Road and rail – 0.0%DiDi Chuxing, Inc. (A)(C)(E) 9,513 $ 399,546TOTAL PREFERRED SECURITIES (Cost $260,905) $ 399,546

EXCHANGE-TRADED FUNDS – 0.1%iShares Expanded Tech Sector ETF (B) 3,560 1,245,395TOTAL EXCHANGE-TRADED FUNDS (Cost $886,198) $ 1,245,395

TERM LOANS (F) – 0.1%Consumer discretionary – 0.1%Airbnb, Inc., Term Loan (1 month LIBOR

+ 7.500%)8.500%, 04/17/2025 $ 910,425 984,397

TOTAL TERM LOANS (Cost $889,959) $ 984,397


0.1386% (G)(H) 988,996 9,895,989State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (G) 500,017 500,017

T. Rowe Price Government Reserve Fund,0.0753% (G) 41,933,089 41,933,089

52,329,095Repurchase agreement – 1.1%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $65,625,339) $ 65,625,095Total Investments (Science & Technology Trust)

(Cost $838,877,038) – 101.6% $ 1,185,773,679Other assets and liabilities, net – (1.6%) (19,050,031)TOTAL NET ASSETS – 100.0% $ 1,166,723,648

Security Abbreviations and LegendADR American Depositary ReceiptGDR Global Depositary ReceiptLIBOR London Interbank Offered RateNYRS New York Registry Shares(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Restricted security as to resale, excluding 144A securities. For more



(E) Security is valued using significant unobservable inputs and isclassified as Level 3 in the fair value hierarchy. Refer to Note 2 tothe financial statements.

(F) Term loans are variable rate obligations. The coupon rate shownrepresents the rate at period end.

(G) The rate shown is the annualized seven-day yield as of 12-31-20.(H) Investment is an affiliate of the fund, the advisor and/or subadvisor.




Small Cap Index TrustShares orPrincipalAmount Value

COMMON STOCKS – 97.1%Communication services – 2.3%Diversified telecommunication services – 0.7%Alaska Communications Systems

Group, Inc. 14,066 $ 51,904Anterix, Inc. (A) 2,864 107,686ATN International, Inc. 2,756 115,091Bandwidth, Inc., Class A (A) 4,571 702,426Cincinnati Bell, Inc. (A) 12,317 188,204Cogent Communications Holdings, Inc. 9,916 593,671Consolidated Communications

Holdings, Inc. (A) 18,231 89,150IDT Corp., Class B (A) 4,728 58,438Iridium Communications, Inc. (A) 27,971 1,099,960Liberty Latin America, Ltd., Class A (A) 14,104 156,978Liberty Latin America, Ltd., Class C (A) 33,996 377,016Ooma, Inc. (A) 5,373 77,371ORBCOMM, Inc. (A) 18,956 140,654Vonage Holdings Corp. (A) 55,760 717,910

4,476,459Entertainment – 0.3%AMC Entertainment Holdings, Inc.,

Class A (B) 18,826 39,911Cinemark Holdings, Inc. 25,373 441,744Eros STX Global Corp. (A)(B) 38,877 70,756Glu Mobile, Inc. (A) 35,078 316,053IMAX Corp. (A) 11,900 214,438Liberty Media Corp.-Liberty Braves,

Class A (A) 3,540 88,040Liberty Media Corp.-Liberty Braves,

Class C (A) 7,609 189,312LiveXLive Media, Inc. (A)(B) 12,595 41,312The Marcus Corp. 5,764 77,699

1,479,265Interactive media and services – 0.4%CarGurus, Inc. (A) 20,892 662,903Cars.com, Inc. (A) 16,146 182,450Eventbrite, Inc., Class A (A) 15,204 275,192EverQuote, Inc., Class A (A) 3,440 128,484Liberty TripAdvisor Holdings, Inc.,

Class A (A) 18,968 82,321MediaAlpha, Inc., Class A (A) 2,396 93,612QuinStreet, Inc. (A) 11,681 250,441TrueCar, Inc. (A) 25,752 108,158Yelp, Inc. (A) 17,157 560,519

2,344,080Media – 0.8%AMC Networks, Inc., Class A (A)(B) 6,772 242,234Boston Omaha Corp., Class A (A) 3,406 94,176Cardlytics, Inc. (A) 6,231 889,600comScore, Inc. (A) 17,115 42,616Daily Journal Corp. (A) 314 126,856Entercom Communications Corp., Class A 30,094 74,332Entravision Communications Corp.,

Class A 15,065 41,429Fluent, Inc. (A) 10,970 58,251Gannett Company, Inc. (A) 32,677 109,795Gray Television, Inc. (A) 20,646 369,357Hemisphere Media Group, Inc. (A) 5,128 53,126iHeartMedia, Inc., Class A (A)(B) 14,366 186,471Loral Space & Communications, Inc. 3,032 63,642Meredith Corp. 9,504 182,477MSG Networks, Inc., Class A (A) 7,247 106,821National CineMedia, Inc. 16,183 60,201Scholastic Corp. 7,242 181,050Sinclair Broadcast Group, Inc., Class A 10,628 338,502

Small Cap Index Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Media (continued)TechTarget, Inc. (A) 5,564 $ 328,888TEGNA, Inc. 51,287 715,454The EW Scripps Company, Class A 13,508 206,537Tribune Publishing Company 4,356 59,677WideOpenWest, Inc. (A) 12,694 135,445

4,666,937Wireless telecommunication services – 0.1%Boingo Wireless, Inc. (A) 10,475 133,242Gogo, Inc. (A)(B) 13,190 127,020Shenandoah Telecommunications Company 11,438 494,694Spok Holdings, Inc. 5,780 64,331

819,28713,786,028

Consumer discretionary – 12.7%Auto components – 1.4%Adient PLC (A) 20,906 726,902American Axle & Manufacturing

Holdings, Inc. (A) 26,555 221,469Cooper Tire & Rubber Company 11,915 482,558Cooper-Standard Holdings, Inc. (A) 3,973 137,744Dana, Inc. 34,274 669,028Dorman Products, Inc. (A) 6,281 545,316Fox Factory Holding Corp. (A) 9,821 1,038,178Gentherm, Inc. (A) 7,738 504,672LCI Industries 5,827 755,645Modine Manufacturing Company (A) 12,199 153,219Motorcar Parts of America, Inc. (A) 4,564 89,546Patrick Industries, Inc. 5,305 362,597Standard Motor Products, Inc. 4,860 196,636Stoneridge, Inc. (A) 6,391 193,200Tenneco, Inc., Class A (A) 12,275 130,115The Goodyear Tire & Rubber Company 55,157 601,763Visteon Corp. (A) 6,561 823,537Workhorse Group, Inc. (A)(B) 22,408 443,230XPEL, Inc. (A) 4,012 206,859

8,282,214Automobiles – 0.1%Winnebago Industries, Inc. 7,392 443,076Distributors – 0.1%Core-Mark Holding Company, Inc. 10,748 315,669Funko, Inc., Class A (A) 6,609 68,601

384,270Diversified consumer services – 0.5%Adtalem Global Education, Inc. (A) 12,346 419,147American Public Education, Inc. (A) 3,672 111,923Aspen Group, Inc. (A) 5,706 63,508Carriage Services, Inc. 4,147 129,884Collectors Universe, Inc. 2,208 166,483Franchise Group, Inc. 5,392 164,186Houghton Mifflin Harcourt Company (A) 26,308 87,606Laureate Education, Inc., Class A (A) 25,653 373,508OneSpaWorld Holdings, Ltd. 11,654 118,172Perdoceo Education Corp. (A) 16,674 210,593Regis Corp. (A) 6,055 55,645Strategic Education, Inc. 5,750 548,148Stride, Inc. (A) 9,614 204,105Universal Technical Institute, Inc. (A) 8,187 52,888Vivint Smart Home, Inc. (A) 18,244 378,563WW International, Inc. (A) 11,280 275,232

3,359,591Hotels, restaurants and leisure – 3.6%Accel Entertainment, Inc. (A) 11,667 117,837Bally’s Corp. 4,221 212,021




COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Biglari Holdings, Inc., Class B (A) 327 $ 36,362BJ’s Restaurants, Inc. (A) 5,225 201,110Bloomin’ Brands, Inc. 20,811 404,150Bluegreen Vacations Holding Corp. 3,355 45,393Boyd Gaming Corp. (A) 19,147 821,789Brinker International, Inc. 10,632 601,452Caesars Entertainment, Inc. (A) 42,657 3,168,135Carrols Restaurant Group, Inc. (A) 9,060 56,897Century Casinos, Inc. (A) 7,170 45,816Churchill Downs, Inc. 8,960 1,745,318Chuy’s Holdings, Inc. (A) 4,905 129,933Cracker Barrel Old Country Store, Inc. 5,597 738,356Dave & Buster’s Entertainment, Inc. (B) 10,585 317,762Del Taco Restaurants, Inc. (A) 7,973 72,235Denny’s Corp. (A) 15,185 222,916Dine Brands Global, Inc. 3,701 214,658El Pollo Loco Holdings, Inc. (A) 4,766 86,265Everi Holdings, Inc. (A) 19,502 269,323Fiesta Restaurant Group, Inc. (A) 4,606 52,508GAN, Ltd. (A) 5,746 116,529Golden Entertainment, Inc. (A) 4,410 87,715Hilton Grand Vacations, Inc. (A) 20,232 634,273International Game Technology PLC 23,630 400,292Jack in the Box, Inc. 5,369 498,243Lindblad Expeditions Holdings, Inc. (A) 6,665 114,105Marriott Vacations Worldwide Corp. 9,550 1,310,451Monarch Casino & Resort, Inc. (A) 3,064 187,578Nathan’s Famous, Inc. 883 48,759Noodles & Company (A) 8,520 67,308Papa John’s International, Inc. 7,771 659,369Penn National Gaming, Inc. (A) 36,894 3,186,505PlayAGS, Inc. (A) 7,029 50,609RCI Hospitality Holdings, Inc. 2,277 89,805Red Robin Gourmet Burgers, Inc. (A) 3,977 76,478Red Rock Resorts, Inc., Class A 15,665 392,252Ruth’s Hospitality Group, Inc. 7,580 134,393Scientific Games Corp. (A) 13,631 565,550SeaWorld Entertainment, Inc. (A) 12,081 381,639Shake Shack, Inc., Class A (A) 8,329 706,133Texas Roadhouse, Inc. 15,510 1,212,262The Cheesecake Factory, Inc. (B) 10,069 373,157Wingstop, Inc. 7,032 932,092

21,785,733Household durables – 1.9%Beazer Homes USA, Inc. (A) 7,033 106,550Casper Sleep, Inc. (A)(B) 6,823 41,961Cavco Industries, Inc. (A) 2,199 385,815Century Communities, Inc. (A) 6,942 303,921Ethan Allen Interiors, Inc. 5,750 116,208GoPro, Inc., Class A (A) 29,283 242,463Green Brick Partners, Inc. (A) 5,851 134,339Hamilton Beach Brands Holding Company,

Class B 1,197 20,959Helen of Troy, Ltd. (A) 5,979 1,328,474Hooker Furniture Corp. 2,736 88,236Installed Building Products, Inc. (A) 5,455 556,028iRobot Corp. (A)(B) 6,514 523,009KB Home 20,816 697,752La-Z-Boy, Inc. 10,479 417,483LGI Homes, Inc. (A) 5,295 560,476Lifetime Brands, Inc. 3,090 46,968M/I Homes, Inc. (A) 6,627 293,510MDC Holdings, Inc. 12,123 589,178Meritage Homes Corp. (A) 8,782 727,325Purple Innovation, Inc. (A) 3,991 131,464


COMMON STOCKS (continued)Household durables (continued)Skyline Champion Corp. (A) 12,573 $ 389,009Sonos, Inc. (A) 19,126 447,357Taylor Morrison Home Corp. (A) 29,776 763,754The Lovesac Company (A) 2,487 107,165TopBuild Corp. (A) 7,840 1,443,187TRI Pointe Group, Inc. (A) 29,750 513,188Tupperware Brands Corp. (A) 11,636 376,890Turtle Beach Corp. (A) 3,495 75,317Universal Electronics, Inc. (A) 3,252 170,600VOXX International Corp. (A) 5,322 67,909

11,666,495Internet and direct marketing retail – 0.8%1-800-Flowers.com, Inc., Class A (A) 6,032 156,832CarParts.com, Inc. (A)(B) 8,117 100,570Groupon, Inc. (A) 5,599 212,734Lands’ End, Inc. (A) 2,928 63,157Liquidity Services, Inc. (A) 6,755 107,472Magnite, Inc. (A) 25,537 784,241Overstock.com, Inc. (A) 10,163 487,519PetMed Express, Inc. 4,807 154,112Quotient Technology, Inc. (A) 20,498 193,091Shutterstock, Inc. 5,176 371,119Stamps.com, Inc. (A) 4,034 791,430Stitch Fix, Inc., Class A (A) 14,272 838,052The RealReal, Inc. (A) 15,143 295,894Waitr Holdings, Inc. (A)(B) 21,461 59,662

4,615,885Leisure products – 0.6%Acushnet Holdings Corp. 7,916 320,915American Outdoor Brands, Inc. (A) 3,708 63,147Callaway Golf Company 22,250 534,223Clarus Corp. 6,130 94,402Escalade, Inc. 2,902 61,435Johnson Outdoors, Inc., Class A 1,315 148,108Malibu Boats, Inc., Class A (A) 4,939 308,391MasterCraft Boat Holdings, Inc. (A) 4,702 116,798Nautilus, Inc. (A) 7,281 132,077Smith & Wesson Brands, Inc. 13,098 232,490Sturm Ruger & Company, Inc. 3,931 255,790Vista Outdoor, Inc. (A) 13,887 329,955YETI Holdings, Inc. (A) 18,976 1,299,287

3,897,018Multiline retail – 0.2%Big Lots, Inc. 9,242 396,759Dillard’s, Inc., Class A (B) 1,787 112,670Macy’s, Inc. (B) 74,374 836,708

1,346,137Specialty retail – 2.6%Abercrombie & Fitch Company, Class A 14,913 303,629Academy Sports & Outdoors, Inc. (A) 3,567 73,944American Eagle Outfitters, Inc. 35,671 715,917America’s Car-Mart, Inc. (A) 1,559 171,241Asbury Automotive Group, Inc. (A) 4,571 666,178At Home Group, Inc. (A) 12,846 198,599Bed Bath & Beyond, Inc. (B) 30,154 535,535Boot Barn Holdings, Inc. (A) 6,828 296,062Caleres, Inc. 8,641 135,232Camping World Holdings, Inc., Class A 7,867 204,935Chico’s FAS, Inc. 32,294 51,347Citi Trends, Inc. 2,480 123,206Conn’s, Inc. (A) 4,621 54,019Designer Brands, Inc., Class A 15,543 118,904GameStop Corp., Class A (A)(B) 13,729 258,654Genesco, Inc. (A) 3,403 102,396




COMMON STOCKS (continued)Specialty retail (continued)Group 1 Automotive, Inc. 4,133 $ 542,002GrowGeneration Corp. (A) 8,571 344,726Guess?, Inc. 9,655 218,396Haverty Furniture Companies, Inc. 3,991 110,431Hibbett Sports, Inc. (A) 3,926 181,303Lithia Motors, Inc., Class A 6,135 1,795,530Lumber Liquidators Holdings, Inc. (A) 6,885 211,645MarineMax, Inc. (A) 4,929 172,663Monro, Inc. 7,887 420,377Murphy USA, Inc. 6,387 835,867National Vision Holdings, Inc. (A) 19,156 867,575OneWater Marine, Inc., Class A (A) 2,081 60,536Rent-A-Center, Inc. 11,535 441,675RH (A) 3,741 1,674,172Sally Beauty Holdings, Inc. (A) 26,613 347,034Shoe Carnival, Inc. 2,393 93,758Signet Jewelers, Ltd. 12,357 336,975Sleep Number Corp. (A) 6,442 527,342Sonic Automotive, Inc., Class A 5,487 211,634Sportsman’s Warehouse Holdings, Inc. (A) 10,539 184,959The Aaron’s Company, Inc. (A) 8,016 151,983The Buckle, Inc. 6,798 198,502The Cato Corp., Class A 5,653 54,212The Children’s Place, Inc. (A) 3,342 167,434The Container Store Group, Inc. (A) 4,888 46,632The Michaels Companies, Inc. (A) 17,742 230,823The ODP Corp. 12,411 363,642Tilly’s, Inc., Class A 5,523 45,068Urban Outfitters, Inc. (A) 16,353 418,637Winmark Corp. 749 139,164Zumiez, Inc. (A) 5,032 185,077

15,589,572Textiles, apparel and luxury goods – 0.9%Crocs, Inc. (A) 15,825 991,595Deckers Outdoor Corp. (A) 6,597 1,891,888Fossil Group, Inc. (A) 11,237 97,425G-III Apparel Group, Ltd. (A) 10,535 250,101Kontoor Brands, Inc. 12,212 495,319Lakeland Industries, Inc. (A) 2,040 55,590Movado Group, Inc. (A) 3,885 64,569Oxford Industries, Inc. 3,943 258,306Rocky Brands, Inc. 1,997 56,056Steven Madden, Ltd. 19,492 688,457Superior Group of Companies, Inc. 2,851 66,257Unifi, Inc. (A) 3,726 66,099Vera Bradley, Inc. (A) 5,289 42,100Wolverine World Wide, Inc. 18,962 592,563

5,616,32576,986,316

Consumer staples – 3.1%Beverages – 0.3%Celsius Holdings, Inc. (A) 8,419 423,560Coca-Cola Consolidated, Inc. 1,127 300,086MGP Ingredients, Inc. 3,157 148,568National Beverage Corp. (B) 2,802 237,890NewAge, Inc. (A) 24,397 64,164Primo Water Corp. 37,182 583,014

1,757,282Food and staples retailing – 0.7%BJ’s Wholesale Club Holdings, Inc. (A) 32,485 1,211,041HF Foods Group, Inc. (A)(B) 9,316 70,056Ingles Markets, Inc., Class A 3,706 158,098Performance Food Group Company (A) 31,140 1,482,575PriceSmart, Inc. 5,454 496,805


COMMON STOCKS (continued)Food and staples retailing (continued)Rite Aid Corp. (A) 12,925 $ 204,603SpartanNash Company 8,767 152,633The Andersons, Inc. 7,698 188,678The Chefs’ Warehouse, Inc. (A) 7,153 183,761United Natural Foods, Inc. (A) 13,071 208,744Village Super Market, Inc., Class A 2,543 56,099Weis Markets, Inc. 2,254 107,764

4,520,857Food products – 1.4%Alico, Inc. 1,662 51,555B&G Foods, Inc. (B) 15,169 420,636Calavo Growers, Inc. 3,961 275,012Cal-Maine Foods, Inc. (A) 8,257 309,968Darling Ingredients, Inc. (A) 38,180 2,202,222Fresh Del Monte Produce, Inc. 7,391 177,901Freshpet, Inc. (A) 9,220 1,309,148Hostess Brands, Inc. (A) 29,567 432,861J&J Snack Foods Corp. 3,583 556,691John B. Sanfilippo & Son, Inc. 2,164 170,653Lancaster Colony Corp. 4,488 824,580Landec Corp. (A) 6,734 73,064Limoneira Company 4,775 79,504Sanderson Farms, Inc. 4,799 634,428Seneca Foods Corp., Class A (A) 1,784 71,182The Simply Good Foods Company (A) 20,422 640,434Tootsie Roll Industries, Inc. (B) 4,010 119,097Vital Farms, Inc. (A) 2,344 59,327

8,408,263Household products – 0.2%Central Garden & Pet Company (A) 3,434 132,587Central Garden & Pet Company,

Class A (A) 8,190 297,543Oil-Dri Corp. of America 1,654 56,368WD-40 Company 3,230 858,146

1,344,644Personal products – 0.4%BellRing Brands, Inc., Class A (A) 9,790 237,995Edgewell Personal Care Company 12,955 447,984elf Beauty, Inc. (A) 10,789 271,775Inter Parfums, Inc. 4,317 261,135Lifevantage Corp. (A) 3,964 36,944Medifast, Inc. 2,684 526,977USANA Health Sciences, Inc. (A) 2,721 209,789Veru, Inc. (A)(B) 14,376 124,352

2,116,951Tobacco – 0.1%Turning Point Brands, Inc. 2,913 129,803Universal Corp. 5,821 282,959Vector Group, Ltd. 33,251 387,374

800,13618,948,133

Energy – 2.0%Energy equipment and services – 0.6%Archrock, Inc. 31,334 271,352Aspen Aerogels, Inc. (A) 5,261 87,806Bristow Group, Inc. (A) 1,595 41,980Cactus, Inc., Class A 11,576 301,786ChampionX Corp. (A) 44,422 679,657DMC Global, Inc. 3,704 160,198Dril-Quip, Inc. (A) 8,417 249,312Frank’s International NV (A) 39,516 108,274Helix Energy Solutions Group, Inc. (A) 33,940 142,548Liberty Oilfield Services, Inc., Class A 17,682 182,301




COMMON STOCKS (continued)Energy equipment and services (continued)Matrix Service Company (A) 7,349 $ 80,986Nabors Industries, Ltd. 1,771 103,125Newpark Resources, Inc. (A) 23,894 45,876NexTier Oilfield Solutions, Inc. (A) 40,338 138,763Oceaneering International, Inc. (A) 24,654 195,999Oil States International, Inc. (A) 15,321 76,911Patterson-UTI Energy, Inc. 43,807 230,425ProPetro Holding Corp. (A) 20,009 147,867RPC, Inc. (A) 14,451 45,521Select Energy Services, Inc., Class A (A) 15,372 63,025Solaris Oilfield Infrastructure, Inc., Class A 7,957 64,770Tidewater, Inc. (A) 10,362 89,528Transocean, Ltd. (A)(B) 140,215 323,897U.S. Silica Holdings, Inc. 18,529 130,074

3,961,981Oil, gas and consumable fuels – 1.4%Antero Resources Corp. (A) 57,868 315,381Arch Resources, Inc. 3,686 161,336Berry Corp. 18,826 69,280Bonanza Creek Energy, Inc. (A) 4,822 93,209Brigham Minerals, Inc., Class A 10,757 118,219Clean Energy Fuels Corp. (A) 31,547 247,959CNX Resources Corp. (A) 53,322 575,878CONSOL Energy, Inc. (A) 6,864 49,489Contango Oil & Gas Company (A) 26,294 60,213CVR Energy, Inc. 7,321 109,083Delek US Holdings, Inc. 14,884 239,186DHT Holdings, Inc. 26,367 137,899Diamond S Shipping, Inc. (A) 7,222 48,099Dorian LPG, Ltd. (A) 9,486 115,634Energy Fuels, Inc. (A)(B) 32,242 137,351Frontline, Ltd. (B) 27,733 172,499Golar LNG, Ltd. (A) 22,454 216,457Green Plains, Inc. (A) 8,443 111,194International Seaways, Inc. 6,034 98,535Kosmos Energy, Ltd. 98,330 231,076Magnolia Oil & Gas Corp., Class A (A) 30,397 214,603Matador Resources Company (A) 26,999 325,608Nordic American Tankers, Ltd. 34,604 102,082Overseas Shipholding Group, Inc.,

Class A (A) 18,483 39,554Ovintiv, Inc. 62,694 900,286Par Pacific Holdings, Inc. (A) 9,958 139,213PBF Energy, Inc., Class A 23,087 163,918PDC Energy, Inc. (A) 24,242 497,688Penn Virginia Corp. (A)(B) 3,883 39,412Range Resources Corp. (A) 51,922 347,877Renewable Energy Group, Inc. (A) 9,089 643,683REX American Resources Corp. (A) 1,383 101,609Scorpio Tankers, Inc. 11,988 134,146SFL Corp., Ltd. 23,408 147,002SM Energy Company 28,156 172,315Southwestern Energy Company (A) 153,727 458,106Tellurian, Inc. (A) 44,440 56,883Uranium Energy Corp. (A)(B) 49,859 87,752W&T Offshore, Inc. (A)(B) 25,697 55,762World Fuel Services Corp. 14,951 465,873

8,401,34912,363,330

Financials – 14.9%Banks – 7.5%1st Source Corp. 3,908 157,492ACNB Corp. 2,748 68,700Allegiance Bancshares, Inc. 4,845 165,360


COMMON STOCKS (continued)Banks (continued)Altabancorp 4,143 $ 115,673Amalgamated Bank, Class A 3,986 54,768Amerant Bancorp, Inc. (A) 5,421 82,399American National Bankshares, Inc. 2,537 66,495Ameris Bancorp 15,787 601,011Ames National Corp. 3,065 73,621Arrow Financial Corp. 3,715 111,116Atlantic Capital Bancshares, Inc. (A) 5,740 91,381Atlantic Union Bankshares Corp. 18,443 607,512Banc of California, Inc. 11,231 165,208BancFirst Corp. 4,506 264,502BancorpSouth Bank 23,276 638,693Bank First Corp. (B) 1,686 109,287Bank of Commerce Holdings 6,115 60,539Bank of Marin Bancorp 3,422 117,511BankUnited, Inc. 21,512 748,187Banner Corp. 8,244 384,088Bar Harbor Bankshares 4,045 91,377BayCom Corp. (A) 3,822 57,980BCB Bancorp, Inc. 5,245 58,062Berkshire Hills Bancorp, Inc. 10,778 184,519Boston Private Financial Holdings, Inc. 20,723 175,109Bridge Bancorp, Inc. 4,093 98,969Brookline Bancorp, Inc. 19,143 230,482Bryn Mawr Bank Corp. 4,862 148,753Business First Bancshares, Inc. 4,470 91,009Byline Bancorp, Inc. 5,924 91,526C&F Financial Corp. 1,220 45,274Cadence BanCorp 29,482 484,094Cambridge Bancorp 1,709 119,203Camden National Corp. 3,628 129,810Capital City Bank Group, Inc. 3,603 88,562Capstar Financial Holdings, Inc. 4,580 67,555Carter Bankshares, Inc. 7,002 75,061Cathay General Bancorp 17,674 568,926CBTX, Inc. 4,211 107,423Central Pacific Financial Corp. 6,764 128,584Central Valley Community Bancorp 3,529 52,547Century Bancorp, Inc., Class A 879 67,999ChoiceOne Financial Services, Inc. 2,430 74,868CIT Group, Inc. 23,346 838,121Citizens & Northern Corp. 3,629 71,999City Holding Company 3,636 252,884Civista Bancshares, Inc. 5,006 87,755CNB Financial Corp. 3,896 82,946Codorus Valley Bancorp, Inc. 2,978 50,507Columbia Banking System, Inc. 16,955 608,685Community Bank System, Inc. 12,250 763,298Community Bankers Trust Corp. 6,932 46,791Community Trust Bancorp, Inc. 3,699 137,048ConnectOne Bancorp, Inc. 9,005 178,209CrossFirst Bankshares, Inc. (A) 11,785 126,689Customers Bancorp, Inc. (A) 7,169 130,332CVB Financial Corp. 29,960 584,220Dime Community Bancshares, Inc. 7,729 121,886Eagle Bancorp Montana, Inc. 2,553 54,175Eagle Bancorp, Inc. 7,723 318,960Eastern Bankshares, Inc. (A) 36,029 587,633Enterprise Financial Services Corp. 5,737 200,508Equity Bancshares, Inc., Class A (A) 3,692 79,710Farmers & Merchants Bancorp, Inc. 2,419 55,637Farmers National Banc Corp. 6,937 92,054FB Financial Corp. 7,542 261,934Fidelity D&D Bancorp, Inc. (B) 1,063 68,415Financial Institutions, Inc. 4,398 98,955




COMMON STOCKS (continued)Banks (continued)First Bancorp (North Carolina) 6,782 $ 229,435First Bancorp (Puerto Rico) 51,119 471,317First Bank 5,475 51,356First Busey Corp. 11,973 258,018First Business Financial Services, Inc. 2,976 54,788First Capital, Inc. (B) 999 60,499First Choice Bancorp 3,421 63,254First Commonwealth Financial Corp. 23,024 251,883First Community Bankshares, Inc. 4,430 95,599First Community Corp. 2,688 45,669First Financial Bancorp 23,075 404,505First Financial Bankshares, Inc. 30,070 1,087,782First Financial Corp. 3,275 127,234First Foundation, Inc. 9,578 191,560First Internet Bancorp 2,690 77,311First Interstate BancSystem, Inc., Class A 9,572 390,250First Merchants Corp. 12,820 479,596First Mid Bancshares, Inc. 3,680 123,869First Midwest Bancorp, Inc. 27,157 432,339Flushing Financial Corp. 6,746 112,253FNCB Bancorp, Inc. 6,281 40,198Fulton Financial Corp. 37,236 473,642FVCBankcorp, Inc. (A) 4,176 61,387German American Bancorp, Inc. 6,020 199,202Glacier Bancorp, Inc. 22,336 1,027,679Great Southern Bancorp, Inc. 2,645 129,341Great Western Bancorp, Inc. 13,338 278,764Guaranty Bancshares, Inc. 2,321 69,514Hancock Whitney Corp. 20,340 691,967Hanmi Financial Corp. 8,740 99,112HarborOne Bancorp, Inc. 13,583 147,511HBT Financial, Inc. 2,995 45,374Heartland Financial USA, Inc. 8,242 332,730Heritage Commerce Corp. 15,156 134,434Heritage Financial Corp. 8,888 207,890Hilltop Holdings, Inc. 16,826 462,883Home BancShares, Inc. 35,825 697,871HomeTrust Bancshares, Inc. 4,243 81,932Hope Bancorp, Inc. 28,116 306,746Horizon Bancorp, Inc. 10,921 173,207Howard Bancorp, Inc. (A) 4,785 56,511Independent Bank Corp. (Massachusetts) 7,733 564,818Independent Bank Corp. (Michigan) 5,869 108,400Independent Bank Group, Inc. 8,805 550,489International Bancshares Corp. 12,459 466,465Investar Holding Corp. 3,430 56,732Investors Bancorp, Inc. 53,171 561,486Lakeland Bancorp, Inc. 11,812 150,012Lakeland Financial Corp. 5,755 308,353LCNB Corp. 4,108 60,347Live Oak Bancshares, Inc. 6,702 318,077Macatawa Bank Corp. 9,219 77,163Mercantile Bank Corp. 4,341 117,945Metrocity Bankshares, Inc. 4,882 70,398Metropolitan Bank Holding Corp. (A) 2,124 77,037Mid Penn Bancorp, Inc. 2,496 54,662Middlefield Banc Corp. 1,990 44,775Midland States Bancorp, Inc. 5,351 95,622MidWestOne Financial Group, Inc. 3,822 93,639MVB Financial Corp. 2,831 64,207National Bank Holdings Corp., Class A 6,825 223,587National Bankshares, Inc. 2,153 67,410NBT Bancorp, Inc. 10,145 325,655Nicolet Bankshares, Inc. (A) 2,273 150,814Northeast Bank 2,579 58,079


COMMON STOCKS (continued)Banks (continued)Northrim BanCorp, Inc. 2,084 $ 70,752Norwood Financial Corp. 1,939 50,744OceanFirst Financial Corp. 14,345 267,247OFG Bancorp 12,244 227,004Old National Bancorp 37,889 627,442Old Second Bancorp, Inc. 7,808 78,861Origin Bancorp, Inc. 5,431 150,819Orrstown Financial Services, Inc. 3,945 65,290Pacific Premier Bancorp, Inc. 19,130 599,343Park National Corp. 3,376 354,514Parke Bancorp, Inc. 3,084 48,110PCB Bancorp 4,805 48,579Peapack-Gladstone Financial Corp. 4,705 107,086Penns Woods Bancorp, Inc. 2,268 58,991Peoples Bancorp, Inc. 4,872 131,982Peoples Financial Services Corp. 2,003 73,630Preferred Bank 3,475 175,383Premier Financial Bancorp, Inc. 4,267 56,708Professional Holding Corp., Class A (A) 2,839 43,806QCR Holdings, Inc. 3,699 146,443RBB Bancorp 5,142 79,084Red River Bancshares, Inc. 1,500 74,325Reliant Bancorp, Inc. 3,926 73,102Renasant Corp. 12,890 434,135Republic Bancorp, Inc., Class A 2,531 91,293Richmond Mutual Bancorporation, Inc. 4,349 59,407S&T Bancorp, Inc. 9,263 230,093Sandy Spring Bancorp, Inc. 10,824 348,425Seacoast Banking Corp. of Florida (A) 12,310 362,530Select Bancorp, Inc. (A) 6,122 57,975ServisFirst Bancshares, Inc. 11,471 462,167Shore Bancshares, Inc. 4,242 61,933Sierra Bancorp 4,140 99,029Silvergate Capital Corp., Class A (A) 3,772 280,297Simmons First National Corp., Class A 25,422 548,861SmartFinancial, Inc. 3,860 70,020South State Corp. 16,490 1,192,227Southern First Bancshares, Inc. (A) 2,436 86,113Southern National Bancorp of

Virginia, Inc. 5,947 72,018Southside Bancshares, Inc. 7,285 226,054Spirit of Texas Bancshares, Inc. 3,696 62,093Stock Yards Bancorp, Inc. 4,762 192,766Summit Financial Group, Inc. 3,318 73,261Texas Capital Bancshares, Inc. (A) 12,006 714,357The Bancorp, Inc. (A) 12,891 175,962The Bank of NT Butterfield & Son, Ltd. 11,714 365,008The First Bancorp, Inc. 3,046 77,368The First Bancshares, Inc. 5,241 161,842The First of Long Island Corp. 5,738 102,423Tompkins Financial Corp. 3,448 243,429Towne Bank 15,585 365,936TriCo Bancshares 6,418 226,427TriState Capital Holdings, Inc. (A) 6,740 117,276Triumph Bancorp, Inc. (A) 5,421 263,190Trustmark Corp. 14,816 404,625UMB Financial Corp. 10,113 697,696United Bankshares, Inc. 29,001 939,632United Community Banks, Inc. 18,425 524,007Univest Financial Corp. 7,491 154,165Valley National Bancorp 93,863 915,164Veritex Holdings, Inc. 11,285 289,573Washington Trust Bancorp, Inc. 4,149 185,875WesBanco, Inc. 15,432 462,343West Bancorporation, Inc. 4,939 95,323




COMMON STOCKS (continued)Banks (continued)Westamerica Bancorporation 6,201 $ 342,853

45,657,586Capital markets – 1.6%Artisan Partners Asset Management, Inc.,

Class A 13,094 659,152Assetmark Financial Holdings, Inc. (A) 4,189 101,374B Riley Financial, Inc. 4,615 204,075BGC Partners, Inc., Class A 73,298 293,192Blucora, Inc. (A) 12,034 191,461Brightsphere Investment Group, Inc. 14,592 281,334Cohen & Steers, Inc. 5,819 432,352Cowen, Inc., Class A 6,304 163,841Diamond Hill Investment Group, Inc. 838 125,088Donnelley Financial Solutions, Inc. (A) 7,034 119,367Ellington Financial, Inc. 9,788 145,254Federated Hermes, Inc. 22,586 652,510Focus Financial Partners, Inc., Class A (A) 7,597 330,470Greenhill & Company, Inc. 3,986 48,390Hamilton Lane, Inc., Class A 7,389 576,711Houlihan Lokey, Inc. 12,213 821,080Moelis & Company, Class A 12,633 590,719Oppenheimer Holdings, Inc., Class A 2,585 81,247Piper Sandler Companies 4,136 417,322PJT Partners, Inc., Class A 5,561 418,465Safeguard Scientifics, Inc. (A) 6,736 42,976Sculptor Capital Management, Inc. 4,486 68,187Silvercrest Asset Management Group, Inc.,

Class A 3,378 46,920StepStone Group, Inc., Class A (A) 4,402 175,200Stifel Financial Corp. 23,673 1,194,540StoneX Group, Inc. (A) 3,872 224,189Virtus Investment Partners, Inc. 1,746 378,882Waddell & Reed Financial, Inc., Class A 14,618 372,320WisdomTree Investments, Inc. 33,757 180,600

9,337,218Consumer finance – 0.7%Curo Group Holdings Corp. 4,621 66,219Encore Capital Group, Inc. (A) 7,388 287,763Enova International, Inc. (A) 8,347 206,755EZCORP, Inc., Class A (A) 12,909 61,834FirstCash, Inc. 9,701 679,458Green Dot Corp., Class A (A) 12,233 682,601LendingClub Corp. (A) 16,947 178,960Navient Corp. 43,156 423,792Nelnet, Inc., Class A 4,058 289,092Oportun Financial Corp. (A) 5,057 97,954PRA Group, Inc. (A) 10,765 426,940PROG Holdings, Inc. (A) 16,018 862,890Regional Management Corp. 2,309 68,947World Acceptance Corp. (A)(B) 1,088 111,215

4,444,420Diversified financial services – 0.2%Alerus Financial Corp. 4,212 115,282Banco Latinoamericano de Comercio

Exterior SA, Class E 7,340 116,192Cannae Holdings, Inc. (A) 20,397 902,975NewStar Financial, Inc. (A)(C) 8,978 912

1,135,361Insurance – 2.1%Ambac Financial Group, Inc. (A) 10,855 166,950American Equity Investment Life

Holding Company 21,356 590,707AMERISAFE, Inc. 4,569 262,398Argo Group International Holdings, Ltd. 7,853 343,176


COMMON STOCKS (continued)Insurance (continued)BRP Group, Inc., Class A (A) 10,035 $ 300,749Citizens, Inc. (A)(B) 13,882 79,544CNO Financial Group, Inc. 32,697 726,854Crawford & Company, Class A 5,167 38,184Donegal Group, Inc., Class A 3,248 45,699eHealth, Inc. (A) 6,153 434,463Employers Holdings, Inc. 7,148 230,094Enstar Group, Ltd. (A) 2,808 575,331FBL Financial Group, Inc., Class A 2,332 122,453Genworth Financial, Inc., Class A (A) 119,709 452,500Goosehead Insurance, Inc., Class A 3,107 387,629Greenlight Capital Re, Ltd., Class A (A) 8,437 61,674HCI Group, Inc. 1,624 84,935Heritage Insurance Holdings, Inc. 6,819 69,076Horace Mann Educators Corp. 9,893 415,902Independence Holding Company 1,293 53,013Investors Title Company 361 55,233James River Group Holdings, Ltd. 7,116 349,751Kinsale Capital Group, Inc. 5,023 1,005,253MBIA, Inc. (A) 14,168 93,225National General Holdings Corp. 16,059 548,897National Western Life Group, Inc., Class A 620 127,993NI Holdings, Inc. (A) 2,793 45,861Palomar Holdings, Inc. (A) 4,845 430,430ProAssurance Corp. 12,891 229,331RLI Corp. 9,347 973,490Safety Insurance Group, Inc. 3,454 269,067Selective Insurance Group, Inc. 13,958 934,907Selectquote, Inc. (A) 7,471 155,023State Auto Financial Corp. 4,831 85,702Stewart Information Services Corp. 6,286 303,991Third Point Reinsurance, Ltd. (A) 19,933 189,762Tiptree, Inc. 7,793 39,121Trupanion, Inc. (A) 7,159 857,004United Fire Group, Inc. 4,999 125,475Universal Insurance Holdings, Inc. 6,452 97,490Watford Holdings, Ltd. (A) 4,206 145,528

12,503,865Mortgage real estate investment trusts – 1.2%Anworth Mortgage Asset Corp. 26,624 72,151Apollo Commercial Real Estate

Finance, Inc. 33,567 374,943Arbor Realty Trust, Inc. 26,129 370,509Ares Commercial Real Estate Corp. 7,972 94,947ARMOUR Residential REIT, Inc. 14,671 158,300Blackstone Mortgage Trust, Inc., Class A 32,290 888,944Broadmark Realty Capital, Inc. 30,476 310,855Capstead Mortgage Corp. 22,669 131,707Cherry Hill Mortgage Investment Corp. 4,758 43,488Chimera Investment Corp. 44,952 460,758Colony Credit Real Estate, Inc. 19,969 149,768Dynex Capital, Inc. 5,548 98,754Granite Point Mortgage Trust, Inc. 12,774 127,612Great Ajax Corp. 6,176 64,601Hannon Armstrong Sustainable

Infrastructure Capital, Inc. 17,415 1,104,633Invesco Mortgage Capital, Inc. (B) 44,924 151,843KKR Real Estate Finance Trust, Inc. 6,587 118,039Ladder Capital Corp. 25,462 249,018MFA Financial, Inc. 108,062 420,361New York Mortgage Trust, Inc. 91,078 336,078Orchid Island Capital, Inc. (B) 16,768 87,529PennyMac Mortgage Investment Trust 23,238 408,756Ready Capital Corp. 10,231 127,376Redwood Trust, Inc. 27,375 240,353




COMMON STOCKS (continued)Mortgage real estate investment trusts (continued)TPG RE Finance Trust, Inc. 14,275 $ 151,601Two Harbors Investment Corp. 65,378 416,458Western Asset Mortgage Capital Corp. (B) 14,326 46,703

7,206,085Thrifts and mortgage finance – 1.6%Axos Financial, Inc. (A) 13,434 504,178Bridgewater Bancshares, Inc. (A) 6,504 81,235Capitol Federal Financial, Inc. 30,228 377,850Columbia Financial, Inc. (A) 11,367 176,871ESSA Bancorp, Inc. 3,316 49,740Essent Group, Ltd. 26,070 1,126,224Federal Agricultural Mortgage Corp.,

Class C 2,226 165,281Flagstar Bancorp, Inc. 10,032 408,904FS Bancorp, Inc. 1,130 61,924Home Bancorp, Inc. 2,415 67,596HomeStreet, Inc. 5,438 183,533Kearny Financial Corp. 19,706 208,095Luther Burbank Corp. 4,928 48,294Merchants Bancorp 2,195 60,648Meridian Bancorp, Inc. 12,020 179,218Meta Financial Group, Inc. 8,025 293,394Mr. Cooper Group, Inc. (A) 17,985 558,075NMI Holdings, Inc., Class A (A) 19,638 444,801Northfield Bancorp, Inc. 12,821 158,083Northwest Bancshares, Inc. 27,504 350,401PCSB Financial Corp. 4,954 78,967PennyMac Financial Services, Inc. 10,009 656,791Premier Financial Corp. 9,134 210,082Provident Financial Services, Inc. 16,927 304,009Radian Group, Inc. 45,192 915,138Riverview Bancorp, Inc. 7,716 40,586Southern Missouri Bancorp, Inc. 2,506 76,283Territorial Bancorp, Inc. 2,612 62,766The Hingham Institution for Savings 367 79,272Timberland Bancorp, Inc. 2,281 55,337TrustCo Bank Corp. 25,217 168,197Walker & Dunlop, Inc. 6,718 618,190Washington Federal, Inc. 17,729 456,344Waterstone Financial, Inc. 6,151 115,762Western New England Bancorp, Inc. 7,934 54,665WSFS Financial Corp. 11,806 529,853

9,926,58790,211,122

Health care – 20.5%Biotechnology – 10.9%89bio, Inc. (A) 2,053 50,032Achillion Pharmaceuticals, Inc. (A)(C) 38,157 57,052ADMA Biologics, Inc. (A)(B) 18,057 35,211Aduro Biotech, Inc. (A)(C) 4,010 12,030Adverum Biotechnologies, Inc. (A) 21,306 230,957Aeglea BioTherapeutics, Inc. (A) 11,398 89,702Affimed NV (A) 20,553 119,618Agenus, Inc. (A) 38,408 122,137Akebia Therapeutics, Inc. (A) 35,980 100,744Akero Therapeutics, Inc. (A) 3,446 88,907Akouos, Inc. (A) 3,687 73,113Albireo Pharma, Inc. (A) 4,144 155,441Alder Biopharmaceuticals, Inc. (A)(B)(C) 20,275 30,587Alector, Inc. (A) 11,377 172,134Aligos Therapeutics, Inc. (A) 2,481 68,600Allakos, Inc. (A)(B) 6,205 868,700Allogene Therapeutics, Inc. (A) 12,766 322,214Allovir, Inc. (A) 4,258 163,678


COMMON STOCKS (continued)Biotechnology (continued)ALX Oncology Holdings, Inc. (A) 2,287 $ 197,139Amicus Therapeutics, Inc. (A) 61,076 1,410,245AnaptysBio, Inc. (A) 5,353 115,090Anavex Life Sciences Corp. (A)(B) 13,898 75,049Anika Therapeutics, Inc. (A) 3,299 149,313Annexon, Inc. (A) 3,761 94,138Apellis Pharmaceuticals, Inc. (A) 14,373 822,136Applied Genetic Technologies Corp. (A) 8,307 33,976Applied Molecular Transport, Inc. (A) 3,150 96,926Applied Therapeutics, Inc. (A) 3,508 77,211Aprea Therapeutics, Inc. (A) 1,910 9,397Arcturus Therapeutics Holdings, Inc. (A) 5,227 226,747Arcus Biosciences, Inc. (A) 10,063 261,235Arcutis Biotherapeutics, Inc. (A) 4,915 138,259Ardelyx, Inc. (A) 18,071 116,919Arena Pharmaceuticals, Inc. (A) 13,867 1,065,402Arrowhead Pharmaceuticals, Inc. (A) 23,851 1,830,087Assembly Biosciences, Inc. (A) 8,210 49,671Atara Biotherapeutics, Inc. (A) 17,974 352,830Athenex, Inc. (A) 16,874 186,626Athersys, Inc. (A)(B) 45,421 79,487Atreca, Inc., Class A (A) 7,104 114,730AVEO Pharmaceuticals, Inc. (A) 5,967 34,430Avid Bioservices, Inc. (A) 13,483 155,594Avidity Biosciences, Inc. (A) 3,919 100,013Avrobio, Inc. (A) 7,979 111,227Beam Therapeutics, Inc. (A)(B) 9,446 771,171Beyondspring, Inc. (A) 3,953 48,227BioCryst Pharmaceuticals, Inc. (A) 42,417 316,007Biohaven Pharmaceutical Holding

Company, Ltd. (A) 11,471 983,179Bioxcel Therapeutics, Inc. (A) 3,063 141,511Black Diamond Therapeutics, Inc. (A) 4,462 143,007Blueprint Medicines Corp. (A) 13,156 1,475,445BrainStorm Cell Therapeutics, Inc. (A)(B) 7,315 33,100Bridgebio Pharma, Inc. (A) 17,345 1,233,403C4 Therapeutics, Inc. (A) 2,501 82,858Cabaletta Bio, Inc. (A) 3,621 45,190Calithera Biosciences, Inc. (A) 17,448 85,670CareDx, Inc. (A) 11,413 826,872CASI Pharmaceuticals, Inc. (A) 17,217 50,790Catalyst Biosciences, Inc. (A) 6,176 38,971Catalyst Pharmaceuticals, Inc. (A) 23,994 80,140Cellular Biomedicine Group, Inc. (A) 3,392 62,345CEL-SCI Corp. (A)(B) 8,433 98,329Checkpoint Therapeutics, Inc. (A)(B) 14,571 38,613ChemoCentryx, Inc. (A) 11,813 731,461Chimerix, Inc. (A) 12,839 62,012Chinook Therapeutics, Inc. (A) 3,360 53,290Clovis Oncology, Inc. (A)(B) 20,691 99,317Coherus Biosciences, Inc. (A) 13,720 238,454Concert Pharmaceuticals, Inc. (A) 7,755 98,023Constellation Pharmaceuticals, Inc. (A) 7,427 213,898ContraFect Corp. (A)(B) 7,837 39,577Corbus Pharmaceuticals Holdings, Inc. (A) 21,270 26,588Cortexyme, Inc. (A)(B) 3,897 108,259Crinetics Pharmaceuticals, Inc. (A) 6,761 95,398Cue Biopharma, Inc. (A) 7,455 93,262Cytokinetics, Inc. (A) 15,905 330,506CytomX Therapeutics, Inc. (A) 11,895 77,912Deciphera Pharmaceuticals, Inc. (A) 9,050 516,484Denali Therapeutics, Inc. (A) 14,960 1,253,050DermTech, Inc. (A) 2,475 80,289Dicerna Pharmaceuticals, Inc. (A) 15,754 347,061Dyadic International, Inc. (A) 5,816 31,290




COMMON STOCKS (continued)Biotechnology (continued)Dynavax Technologies Corp. (A)(B) 25,850 $ 115,033Dyne Therapeutics, Inc. (A) 3,394 71,274Eagle Pharmaceuticals, Inc. (A) 2,586 120,430Editas Medicine, Inc. (A) 14,980 1,050,248Eidos Therapeutics, Inc. (A) 2,608 343,161Eiger BioPharmaceuticals, Inc. (A) 7,865 96,661Emergent BioSolutions, Inc. (A) 10,677 956,659Enanta Pharmaceuticals, Inc. (A) 4,552 191,639Epizyme, Inc. (A) 21,334 231,687Esperion Therapeutics, Inc. (A)(B) 6,368 165,568Evelo Biosciences, Inc. (A)(B) 5,451 65,903Exicure, Inc. (A) 17,707 31,341Fate Therapeutics, Inc. (A) 17,042 1,549,629Fennec Pharmaceuticals, Inc. (A) 6,295 46,898FibroGen, Inc. (A) 20,086 744,990Five Prime Therapeutics, Inc. (A) 7,468 127,031Flexion Therapeutics, Inc. (A) 11,127 128,406Forma Therapeutics Holdings, Inc. (A) 4,130 144,137Fortress Biotech, Inc. (A) 17,848 56,578Frequency Therapeutics, Inc. (A)(B) 6,062 213,746G1 Therapeutics, Inc. (A) 8,210 147,698Generation Bio Company (A) 2,890 81,932Geron Corp. (A)(B) 72,873 115,868GlycoMimetics, Inc. (A) 10,232 38,472Gossamer Bio, Inc. (A) 13,831 133,746Halozyme Therapeutics, Inc. (A) 31,605 1,349,850Harpoon Therapeutics, Inc. (A) 2,795 46,425Heron Therapeutics, Inc. (A) 21,187 448,423Homology Medicines, Inc. (A) 8,943 100,966Hookipa Pharma, Inc. (A) 3,739 41,466iBio, Inc. (A) 48,447 50,869Ideaya Biosciences, Inc. (A) 4,183 58,562IGM Biosciences, Inc. (A)(B) 1,684 148,680ImmunoGen, Inc. (A) 43,764 282,278Immunovant, Inc. (A) 8,810 406,934Inhibrx, Inc. (A) 1,931 63,665Inovio Pharmaceuticals, Inc. (A)(B) 37,877 335,211Inozyme Pharma, Inc. (A) 2,072 42,766Insmed, Inc. (A) 24,155 804,120Intellia Therapeutics, Inc. (A) 11,975 651,440Intercept Pharmaceuticals, Inc. (A) 6,173 152,473Invitae Corp. (A)(B) 27,428 1,146,765Ironwood Pharmaceuticals, Inc. (A) 38,298 436,214iTeos Therapeutics, Inc. (A) 2,733 92,430IVERIC bio, Inc. (A) 19,835 137,060Kadmon Holdings, Inc. (A) 42,380 175,877KalVista Pharmaceuticals, Inc. (A) 3,791 71,991Karuna Therapeutics, Inc. (A) 3,798 385,839Karyopharm Therapeutics, Inc. (A) 16,768 259,569Keros Therapeutics, Inc. (A) 3,070 216,558Kezar Life Sciences, Inc. (A) 9,131 47,664Kindred Biosciences, Inc. (A) 10,477 45,156Kiniksa Pharmaceuticals, Ltd., Class A (A) 6,479 114,484Kodiak Sciences, Inc. (A) 7,663 1,125,771Kronos Bio, Inc. (A) 3,395 101,409Krystal Biotech, Inc. (A) 3,335 200,100Kura Oncology, Inc. (A) 14,570 475,856Kymera Therapeutics, Inc. (A) 2,363 146,506Lexicon Pharmaceuticals, Inc. (A)(B) 11,930 40,801Ligand Pharmaceuticals, Inc. (A) 3,448 342,904LogicBio Therapeutics, Inc. (A) 4,467 34,083MacroGenics, Inc. (A) 13,000 297,180Madrigal Pharmaceuticals, Inc. (A) 2,083 231,567Magenta Therapeutics, Inc. (A) 5,692 44,625MannKind Corp. (A) 54,148 169,483


COMMON STOCKS (continued)Biotechnology (continued)MediciNova, Inc. (A)(B) 11,462 $ 60,290MEI Pharma, Inc. (A) 28,303 74,720MeiraGTx Holdings PLC (A) 5,457 82,619Mersana Therapeutics, Inc. (A) 12,805 340,741Mirati Therapeutics, Inc. (A) 10,132 2,225,393Molecular Templates, Inc. (A) 6,792 63,777Morphic Holding, Inc. (A) 3,483 116,855Mustang Bio, Inc. (A) 14,758 55,859Myriad Genetics, Inc. (A) 17,215 340,427NantKwest, Inc. (A) 7,669 102,228Natera, Inc. (A) 17,898 1,781,209Neoleukin Therapeutics, Inc. (A) 8,230 116,043Neubase Therapeutics, Inc. (A) 4,939 34,524NextCure, Inc. (A) 4,378 47,720Nkarta, Inc. (A) 3,931 241,639Novavax, Inc. (A)(B) 14,636 1,632,060Nurix Therapeutics, Inc. (A) 2,743 90,190Oncocyte Corp. (A) 17,460 41,729Oncorus, Inc. (A) 1,603 51,825OPKO Health, Inc. (A)(B) 94,697 374,053ORIC Pharmaceuticals, Inc. (A)(B) 5,249 177,679Passage Bio, Inc. (A) 5,931 151,656PDL BioPharma, Inc. (A) 28,581 70,595Pfenex, Inc. (A)(C) 9,241 6,931Pieris Pharmaceuticals, Inc. (A) 14,962 37,405PMV Pharmaceuticals, Inc. (A) 3,189 196,155Praxis Precision Medicines, Inc. (A) 2,565 141,126Precigen, Inc. (A)(B) 15,743 160,579Precision BioSciences, Inc. (A) 11,260 93,908Prelude Therapeutics, Inc. (A) 2,163 154,763Prevail Therapeutics, Inc. (A) 3,825 88,243Progenics Pharmaceuticals, Inc. (A)(C) 24,422 1,099Protagonist Therapeutics, Inc. (A) 7,532 151,845Prothena Corp. PLC (A) 8,019 96,308PTC Therapeutics, Inc. (A) 14,735 899,277Puma Biotechnology, Inc. (A) 7,585 77,822Radius Health, Inc. (A) 11,071 197,728RAPT Therapeutics, Inc. (A)(B) 2,775 54,806REGENXBIO, Inc. (A) 8,218 372,768Relay Therapeutics, Inc. (A) 7,658 318,266Replimune Group, Inc. (A) 5,637 215,052REVOLUTION Medicines, Inc. (A) 9,201 364,268Rhythm Pharmaceuticals, Inc. (A) 7,982 237,305Rigel Pharmaceuticals, Inc. (A) 41,939 146,787Rocket Pharmaceuticals, Inc. (A) 8,130 445,849Rubius Therapeutics, Inc. (A) 9,421 71,505Sangamo Therapeutics, Inc. (A) 27,585 430,464Scholar Rock Holding Corp. (A) 6,046 293,412Selecta Biosciences, Inc. (A) 18,150 54,995Seres Therapeutics, Inc. (A) 13,060 319,970Shattuck Labs, Inc. (A) 3,077 161,266Soleno Therapeutics, Inc. (A) 17,484 33,744Solid Biosciences, Inc. (A)(B) 7,342 55,652Sorrento Therapeutics, Inc. (A)(B) 59,287 404,634Spectrum Pharmaceuticals, Inc. (A) 36,046 122,917Spero Therapeutics, Inc. (A) 5,199 100,809SpringWorks Therapeutics, Inc. (A) 5,662 410,608Spruce Biosciences, Inc. (A) 1,736 42,202Stemline Therapeutics, Inc. (A)(C) 12,819 4,230Stoke Therapeutics, Inc. (A) 3,004 186,038Sutro Biopharma, Inc. (A) 6,769 146,955Syndax Pharmaceuticals, Inc. (A) 6,686 148,697Synergy Pharmaceuticals, Inc. (A)(C) 80,513 233Syros Pharmaceuticals, Inc. (A) 10,284 111,581Taysha Gene Therapies, Inc. (A) 2,084 55,309




COMMON STOCKS (continued)Biotechnology (continued)TCR2 Therapeutics, Inc. (A) 6,205 $ 191,921TG Therapeutics, Inc. (A) 27,330 1,421,707Translate Bio, Inc. (A) 16,226 299,045Travere Therapeutics, Inc. (A) 11,792 321,391Turning Point Therapeutics, Inc. (A) 8,820 1,074,717Twist Bioscience Corp. (A) 7,783 1,099,660Ultragenyx Pharmaceutical, Inc. (A) 14,871 2,058,593UNITY Biotechnology, Inc. (A)(B) 9,603 50,320UroGen Pharma, Ltd. (A)(B) 4,901 88,316Vanda Pharmaceuticals, Inc. (A) 13,368 175,656Vaxart, Inc. (A)(B) 12,546 71,638Vaxcyte, Inc. (A) 4,469 118,741VBI Vaccines, Inc. (A)(B) 43,449 119,485Veracyte, Inc. (A) 13,662 668,618Verastem, Inc. (A) 43,277 92,180Vericel Corp. (A) 10,767 332,485Viela Bio, Inc. (A)(B) 5,126 184,382Viking Therapeutics, Inc. (A)(B) 16,857 94,905Vir Biotechnology, Inc. (A) 12,722 340,695Voyager Therapeutics, Inc. (A) 6,930 49,550XBiotech, Inc. (A)(B) 3,689 57,733Xencor, Inc. (A) 13,296 580,104XOMA Corp. (A) 1,566 69,108Y-mAbs Therapeutics, Inc. (A) 7,257 359,294Zentalis Pharmaceuticals, Inc. (A) 6,772 351,738ZIOPHARM Oncology, Inc. (A)(B) 53,397 134,560

66,302,332Health care equipment and supplies – 3.3%Accelerate Diagnostics, Inc. (A)(B) 8,074 61,201Accuray, Inc. (A) 23,207 96,773Acutus Medical, Inc. (A) 2,396 69,029Alphatec Holdings, Inc. (A) 13,182 191,403AngioDynamics, Inc. (A) 8,767 134,398Antares Pharma, Inc. (A) 39,081 155,933Apyx Medical Corp. (A) 8,997 64,778Aspira Women’s Health, Inc. (A)(B) 19,611 131,590AtriCure, Inc. (A) 10,473 583,032Atrion Corp. 338 217,077Avanos Medical, Inc. (A) 11,395 522,803Axogen, Inc. (A) 9,109 163,051Axonics Modulation

Technologies, Inc. (A)(B) 7,278 363,318BioLife Solutions, Inc. (A) 3,461 138,059Cantel Medical Corp. 9,048 713,525Cardiovascular Systems, Inc. (A) 9,332 408,368Cerus Corp. (A) 39,309 272,018Co-Diagnostics, Inc. (A)(B) 6,487 60,329CONMED Corp. 6,468 724,416CryoLife, Inc. (A) 8,885 209,775CryoPort, Inc. (A)(B) 8,272 362,975Cutera, Inc. (A) 4,316 104,059CytoSorbents Corp. (A) 10,799 86,068Eargo, Inc. (A) 1,812 81,214GenMark Diagnostics, Inc. (A) 16,807 245,382Glaukos Corp. (A) 10,186 766,598Heska Corp. (A) 1,643 239,303Inari Medical, Inc. (A) 1,826 159,392Inogen, Inc. (A) 4,400 196,592Integer Holdings Corp. (A) 7,783 631,902IntriCon Corp. (A) 2,548 46,119Invacare Corp. 8,881 79,485iRadimed Corp. (A) 1,761 40,151iRhythm Technologies, Inc. (A) 6,829 1,619,907Lantheus Holdings, Inc. (A) 15,998 215,813LeMaitre Vascular, Inc. 4,121 166,901


COMMON STOCKS (continued)Health care equipment and supplies (continued)LivaNova PLC (A) 11,650 $ 771,347Meridian Bioscience, Inc. (A) 10,145 189,610Merit Medical Systems, Inc. (A) 12,918 717,078Mesa Laboratories, Inc. 1,134 325,050Misonix, Inc. (A) 3,608 45,100Natus Medical, Inc. (A) 8,343 167,194Neogen Corp. (A) 12,535 994,026Nevro Corp. (A) 8,075 1,397,783NuVasive, Inc. (A) 12,215 688,071OraSure Technologies, Inc. (A) 16,729 177,076Orthofix Medical, Inc. (A) 4,353 187,092OrthoPediatrics Corp. (A) 3,050 125,813Outset Medical, Inc. (A) 2,232 126,867Pulmonx Corp. (A) 2,647 182,696Pulse Biosciences, Inc. (A)(B) 3,683 87,876Quotient, Ltd. (A) 17,581 91,597Repro-Med Systems, Inc. (A) 7,137 42,965Retractable Technologies, Inc. (A)(B) 3,308 35,528SeaSpine Holdings Corp. (A) 6,544 114,193Shockwave Medical, Inc. (A) 6,783 703,533SI-BONE, Inc. (A) 6,863 205,204Sientra, Inc. (A) 12,546 48,804Silk Road Medical, Inc. (A) 6,502 409,496STAAR Surgical Company (A) 10,905 863,894Stereotaxis, Inc. (A) 12,474 63,493Surgalign Holdings, Inc. (A) 17,127 37,508Surmodics, Inc. (A) 3,132 136,305Tactile Systems Technology, Inc. (A) 4,525 203,354TransMedics Group, Inc. (A) 6,367 126,703Utah Medical Products, Inc. 828 69,800Vapotherm, Inc. (A) 4,765 127,988Varex Imaging Corp. (A) 9,420 157,126ViewRay, Inc. (A) 28,267 107,980Zynex, Inc. (A) 4,568 61,485

20,112,372Health care providers and services – 2.7%1Life Healthcare, Inc. (A) 18,726 817,390AdaptHealth Corp. (A) 5,918 222,280Addus HomeCare Corp. (A) 3,411 399,394American Renal Associates

Holdings, Inc. (A) 3,581 41,002AMN Healthcare Services, Inc. (A) 11,069 755,459Apollo Medical Holdings, Inc. (A) 4,999 91,332BioTelemetry, Inc. (A) 8,028 578,658Brookdale Senior Living, Inc. (A) 43,703 193,604Castle Biosciences, Inc. (A) 2,896 194,466Community Health Systems, Inc. (A) 20,560 152,761CorVel Corp. (A) 2,105 223,130Covetrus, Inc. (A) 27,451 788,942Cross Country Healthcare, Inc. (A) 9,312 82,597Five Star Senior Living, Inc. (A) 5,361 36,991Fulgent Genetics, Inc. (A)(B) 3,172 165,261Hanger, Inc. (A) 8,943 196,657HealthEquity, Inc. (A) 17,898 1,247,670InfuSystem Holdings, Inc. (A) 4,062 76,284LHC Group, Inc. (A) 7,201 1,536,117Magellan Health, Inc. (A) 5,738 475,336MEDNAX, Inc. (A) 17,791 436,591National HealthCare Corp. 2,925 194,249National Research Corp. 3,270 139,793Ontrak, Inc. (A)(B) 1,914 118,266Option Care Health, Inc. (A) 10,753 168,177Owens & Minor, Inc. 17,084 462,122Patterson Companies, Inc. 20,218 599,059PetIQ, Inc. (A)(B) 5,072 195,018




COMMON STOCKS (continued)Health care providers and services (continued)Progyny, Inc. (A) 6,359 $ 269,558R1 RCM, Inc. (A) 25,840 620,677RadNet, Inc. (A) 10,556 206,581Select Medical Holdings Corp. (A) 25,793 713,434Sharps Compliance Corp. (A) 4,759 44,973Surgery Partners, Inc. (A) 5,532 160,483Tenet Healthcare Corp. (A) 24,829 991,422The Ensign Group, Inc. 12,223 891,301The Joint Corp. (A) 3,472 91,175The Pennant Group, Inc. (A) 6,061 351,902The Providence Service Corp. (A) 2,875 398,561Tivity Health, Inc. (A) 10,271 201,209Triple-S Management Corp., Class B (A) 5,298 113,112US Physical Therapy, Inc. 3,030 364,358Viemed Healthcare, Inc. (A) 9,259 71,850

16,079,202Health care technology – 1.2%Accolade, Inc. (A) 2,974 129,369Allscripts Healthcare Solutions, Inc. (A) 37,630 543,377Computer Programs & Systems, Inc. 3,402 91,310Evolent Health, Inc., Class A (A) 17,936 287,514Health Catalyst, Inc. (A) 8,045 350,199HealthStream, Inc. (A) 6,060 132,350HMS Holdings Corp. (A) 20,991 771,419Icad, Inc. (A) 5,542 73,154Inovalon Holdings, Inc., Class A (A) 17,723 322,027Inspire Medical Systems, Inc. (A) 6,232 1,172,177NextGen Healthcare, Inc. (A) 13,175 240,312Omnicell, Inc. (A) 10,083 1,210,162OptimizeRx Corp. (A) 3,684 114,793Phreesia, Inc. (A) 7,717 418,724Schrodinger, Inc. (A) 7,116 563,445Simulations Plus, Inc. 3,379 243,018Tabula Rasa HealthCare, Inc. (A)(B) 5,076 217,456Vocera Communications, Inc. (A) 7,632 316,957

7,197,763Life sciences tools and services – 0.9%ChromaDex Corp. (A) 11,464 55,027Codexis, Inc. (A) 12,810 279,642Fluidigm Corp. (A)(B) 17,934 107,604Harvard Bioscience, Inc. (A) 11,456 49,146Luminex Corp. 10,163 234,969Medpace Holdings, Inc. (A) 6,519 907,445NanoString Technologies, Inc. (A) 10,432 697,692NeoGenomics, Inc. (A) 24,922 1,341,800Pacific Biosciences of California, Inc. (A) 41,886 1,086,523Personalis, Inc. (A) 5,854 214,315Quanterix Corp. (A) 5,018 233,337

5,207,500Pharmaceuticals – 1.5%Aerie Pharmaceuticals, Inc. (A) 9,222 124,589Agile Therapeutics, Inc. (A)(B) 18,455 52,966Amneal Pharmaceuticals, Inc. (A) 24,203 110,608Amphastar Pharmaceuticals, Inc. (A) 8,469 170,312ANI Pharmaceuticals, Inc. (A) 2,413 70,074Aquestive Therapeutics, Inc. (A)(B) 5,642 30,185Arvinas, Inc. (A) 8,241 699,908Atea Pharmaceuticals, Inc. (A) 3,339 139,503Athira Pharma, Inc. (A) 3,065 104,976Axsome Therapeutics, Inc. (A) 6,620 539,331BioDelivery Sciences

International, Inc. (A) 23,155 97,251Cara Therapeutics, Inc. (A) 10,281 155,552Cassava Sciences, Inc. (A) 8,161 55,658


COMMON STOCKS (continued)Pharmaceuticals (continued)Chiasma, Inc. (A) 13,404 $ 58,307Collegium Pharmaceutical, Inc. (A) 8,484 169,935Corcept Therapeutics, Inc. (A) 23,174 606,232CorMedix, Inc. (A) 8,011 59,522Cymabay Therapeutics, Inc. (A) 17,104 98,177Durect Corp. (A) 50,676 104,899Elanco Animal Health, Inc. (A)(C) 15,082 0Endo International PLC (A) 54,101 388,445Eton Pharmaceuticals, Inc. (A)(B) 5,080 41,300Evofem Biosciences, Inc. (A)(B) 20,392 49,145Fulcrum Therapeutics, Inc. (A) 3,835 44,908Graybug Vision, Inc. (A) 1,628 47,245Harmony Biosciences Holdings, Inc. (A) 1,392 50,321IMARA, Inc. (A)(B) 1,951 43,020Innoviva, Inc. (A) 15,402 190,831Intersect ENT, Inc. (A) 7,759 177,681Intra-Cellular Therapies, Inc. (A) 15,820 503,076Kala Pharmaceuticals, Inc. (A)(B) 10,418 70,634Lannett Company, Inc. (A) 8,524 55,576Marinus Pharmaceuticals, Inc. (A)(B) 6,441 78,580NGM Biopharmaceuticals, Inc. (A) 5,876 178,013Ocular Therapeutix, Inc. (A) 16,274 336,872Odonate Therapeutics, Inc. (A) 3,979 76,397Omeros Corp. (A)(B) 14,557 207,947Optinose, Inc. (A)(B) 9,805 40,593Pacira BioSciences, Inc. (A) 10,137 606,598Paratek Pharmaceuticals, Inc. (A) 11,495 71,959Phathom Pharmaceuticals, Inc. (A) 2,585 85,874Phibro Animal Health Corp., Class A 4,911 95,372Pliant Therapeutics, Inc. (A)(B) 2,516 57,164Prestige Consumer Healthcare, Inc. (A) 12,033 419,591Provention Bio, Inc. (A)(B) 11,558 195,793Relmada Therapeutics, Inc. (A)(B) 3,684 118,146Revance Therapeutics, Inc. (A) 15,235 431,760SIGA Technologies, Inc. (A) 13,464 97,883Supernus Pharmaceuticals, Inc. (A) 11,777 296,309Tarsus Pharmaceuticals, Inc. (A) 1,557 64,351TherapeuticsMD, Inc. (A)(B) 66,492 80,455Theravance Biopharma, Inc. (A) 11,223 199,433Tricida, Inc. (A) 7,689 54,207Verrica Pharmaceuticals, Inc. (A)(B) 3,802 43,761VYNE Therapeutics, Inc. (A) 38,535 60,885WaVe Life Sciences, Ltd. (A) 8,403 66,132Xeris Pharmaceuticals, Inc. (A) 11,996 59,020Zogenix, Inc. (A) 13,338 266,627

9,399,889124,299,058

Industrials – 14.8%Aerospace and defense – 0.9%AAR Corp. 8,008 290,050Aerojet Rocketdyne Holdings, Inc. (A) 17,046 900,881AeroVironment, Inc. (A) 5,123 445,189Astronics Corp. (A) 5,833 77,171Cubic Corp. 7,429 460,895Ducommun, Inc. (A) 2,669 143,325Kaman Corp. 6,529 373,002Kratos Defense & Security

Solutions, Inc. (A) 28,772 789,216Maxar Technologies, Inc. 14,543 561,214Moog, Inc., Class A 7,006 555,576National Presto Industries, Inc. 1,211 107,089PAE, Inc. (A) 14,005 128,566Park Aerospace Corp. 4,820 64,636Parsons Corp. (A) 5,298 192,900Triumph Group, Inc. 12,152 152,629




COMMON STOCKS (continued)Aerospace and defense (continued)Vectrus, Inc. (A) 2,841 $ 141,255

5,383,594Air freight and logistics – 0.3%Air Transport Services Group, Inc. (A) 14,171 444,119Atlas Air Worldwide Holdings, Inc. (A) 6,149 335,366Echo Global Logistics, Inc. (A) 6,462 173,311Forward Air Corp. 6,601 507,221Hub Group, Inc., Class A (A) 7,878 449,046Radiant Logistics, Inc. (A) 10,955 63,539

1,972,602Airlines – 0.3%Allegiant Travel Company 3,066 580,210Hawaiian Holdings, Inc. 10,897 192,877Mesa Air Group, Inc. (A) 7,251 48,509SkyWest, Inc. 11,646 469,450Spirit Airlines, Inc. (A) 22,829 558,169

1,849,215Building products – 1.5%AAON, Inc. 9,657 643,446Advanced Drainage Systems, Inc. 13,324 1,113,620Alpha Pro Tech, Ltd. (A)(B) 3,215 35,847American Woodmark Corp. (A) 4,015 376,808Apogee Enterprises, Inc. 6,246 197,873Builders FirstSource, Inc. (A) 27,433 1,119,541Caesarstone, Ltd. 6,360 81,980Cornerstone Building Brands, Inc. (A) 11,225 104,168CSW Industrials, Inc. 3,229 361,357Gibraltar Industries, Inc. (A) 7,737 556,600Griffon Corp. 10,291 209,731Insteel Industries, Inc. 4,707 104,825JELD-WEN Holding, Inc. (A) 16,220 411,339Masonite International Corp. (A) 5,803 570,667PGT Innovations, Inc. (A) 13,632 277,275Quanex Building Products Corp. 8,279 183,545Resideo Technologies, Inc. (A) 33,535 712,954Simpson Manufacturing Company, Inc. 10,223 955,339UFP Industries, Inc. 14,104 783,477

8,800,392Commercial services and supplies – 1.9%ABM Industries, Inc. 15,912 602,110ACCO Brands Corp. 22,107 186,804Brady Corp., Class A 11,101 586,355BrightView Holdings, Inc. (A) 9,851 148,947Casella Waste Systems, Inc., Class A (A) 11,099 687,583CECO Environmental Corp. (A) 8,811 61,325Cimpress PLC (A) 4,238 371,842Covanta Holding Corp. 28,195 370,200Deluxe Corp. 9,967 291,036Ennis, Inc. 6,780 121,023Harsco Corp. (A) 18,538 333,313Healthcare Services Group, Inc. 17,770 499,337Heritage-Crystal Clean, Inc. (A) 4,097 86,324Herman Miller, Inc. 13,969 472,152HNI Corp. 10,057 346,564Interface, Inc. 13,778 144,669KAR Auction Services, Inc. 30,628 569,987Kimball International, Inc., Class B 8,651 103,379Knoll, Inc. 12,049 176,879Matthews International Corp., Class A 7,349 216,061McGrath RentCorp 5,774 387,435Montrose Environmental Group, Inc. (A) 2,645 81,889PICO Holdings, Inc. (A) 6,116 57,185Pitney Bowes, Inc. 41,635 256,472SP Plus Corp. (A) 5,477 157,902


COMMON STOCKS (continued)Commercial services and supplies (continued)Steelcase, Inc., Class A 20,459 $ 277,219Team, Inc. (A) 8,034 87,571Tetra Tech, Inc. 12,695 1,469,827The Brink’s Company 11,700 842,400UniFirst Corp. 3,552 751,923US Ecology, Inc. 7,590 275,745Viad Corp. 5,049 182,622VSE Corp. 2,397 92,261

11,296,341Construction and engineering – 1.4%Aegion Corp. (A) 7,434 141,172Ameresco, Inc., Class A (A) 5,824 304,246API Group Corp. (A)(D) 33,432 606,791Arcosa, Inc. 11,511 632,299Argan, Inc. 3,663 162,967Comfort Systems USA, Inc. 8,589 452,297Construction Partners, Inc., Class A (A) 6,165 179,463Dycom Industries, Inc. (A) 7,307 551,825EMCOR Group, Inc. 12,786 1,169,408Fluor Corp. 33,687 537,981Granite Construction, Inc. 11,237 300,140Great Lakes Dredge & Dock Corp. (A) 15,506 204,214HC2 Holdings, Inc. (A) 14,755 48,101IES Holdings, Inc. (A) 2,060 94,842MasTec, Inc. (A) 13,414 914,567MYR Group, Inc. (A) 3,897 234,210Northwest Pipe Company (A) 2,760 78,108NV5 Global, Inc. (A) 2,578 203,095Primoris Services Corp. 11,531 318,371Sterling Construction Company, Inc. (A) 7,026 130,754Tutor Perini Corp. (A) 10,018 129,733WillScot Mobile Mini Holdings Corp. (A) 38,165 884,283

8,278,867Electrical equipment – 1.7%Allied Motion Technologies, Inc. 1,992 101,791American Superconductor Corp. (A) 6,462 151,340Atkore International Group, Inc. (A) 11,235 461,871AZZ, Inc. 6,222 295,172Bloom Energy Corp., Class A (A) 21,140 605,872Encore Wire Corp. 4,904 297,035EnerSys 9,967 827,859FuelCell Energy, Inc. (A)(B) 68,248 762,330LSI Industries, Inc. 7,465 63,900Orion Energy Systems, Inc. (A) 6,927 68,369Plug Power, Inc. (A) 88,947 3,016,193Powell Industries, Inc. 2,544 75,023Preformed Line Products Company 748 51,193Sunrun, Inc. (A) 35,625 2,471,663Thermon Group Holdings, Inc. (A) 7,977 124,681TPI Composites, Inc. (A) 7,313 385,980Vicor Corp. (A) 4,596 423,843

10,184,115Industrial conglomerates – 0.0%Raven Industries, Inc. 8,454 279,743Machinery – 3.6%Alamo Group, Inc. 2,344 323,355Albany International Corp., Class A 7,241 531,634Altra Industrial Motion Corp. 15,329 849,686Astec Industries, Inc. 5,400 312,552Barnes Group, Inc. 11,090 562,152Blue Bird Corp. (A) 3,922 71,616Chart Industries, Inc. (A) 8,587 1,011,463CIRCOR International, Inc. (A) 4,937 189,778Columbus McKinnon Corp. 5,634 216,571




COMMON STOCKS (continued)Machinery (continued)Douglas Dynamics, Inc. 5,354 $ 228,991Energy Recovery, Inc. (A) 9,514 129,771Enerpac Tool Group Corp. 12,821 289,883EnPro Industries, Inc. 4,964 374,881ESCO Technologies, Inc. 6,033 622,726Evoqua Water Technologies Corp. (A) 21,820 588,704Federal Signal Corp. 14,187 470,583Franklin Electric Company, Inc. 10,804 747,745Graham Corp. 3,277 49,745Helios Technologies, Inc. 7,431 395,998Hillenbrand, Inc. 17,452 694,590Hurco Companies, Inc. 2,011 60,330Hyster-Yale Materials Handling, Inc. 2,397 142,741John Bean Technologies Corp. 7,413 844,118Kadant, Inc. 2,711 382,197Kennametal, Inc. 19,697 713,819LB Foster Company, Class A (A) 3,145 47,332Lindsay Corp. 2,552 327,830Luxfer Holdings PLC 7,307 119,981Lydall, Inc. (A) 4,088 122,763Meritor, Inc. (A) 16,397 457,640Miller Industries, Inc. 2,948 112,083Mueller Industries, Inc. 13,239 464,821Mueller Water Products, Inc., Class A 37,175 460,227Navistar International Corp. (A) 11,865 521,585NN, Inc. (A) 11,188 73,505Omega Flex, Inc. 684 99,864Park-Ohio Holdings Corp. 2,330 71,997Proto Labs, Inc. (A) 6,330 971,022RBC Bearings, Inc. (A) 5,826 1,043,087REV Group, Inc. 7,253 63,899Rexnord Corp. 28,326 1,118,594SPX Corp. (A) 10,240 558,490SPX FLOW, Inc. (A) 10,122 586,671Standex International Corp. 2,936 227,599Tennant Company 4,318 302,994Terex Corp. 15,948 556,426The ExOne Company (A) 3,486 33,082The Gorman-Rupp Company 4,100 133,045The Greenbrier Companies, Inc. 7,742 281,654The Manitowoc Company, Inc. (A) 8,644 115,052The Shyft Group, Inc. 8,362 237,314TriMas Corp. (A) 9,894 313,343Wabash National Corp. 12,697 218,769Watts Water Technologies, Inc., Class A 6,422 781,557Welbilt, Inc. (A) 31,138 411,022

21,638,877Marine – 0.1%Costamare, Inc. 12,465 103,210Matson, Inc. 10,152 578,359Scorpio Bulkers, Inc. (B) 2,655 44,949SEACOR Holdings, Inc. (A) 4,622 191,582

918,100Professional services – 1.2%Acacia Research Corp. (A) 13,981 55,085ASGN, Inc. (A) 12,061 1,007,455Barrett Business Services, Inc. 1,954 133,282CBIZ, Inc. (A) 12,068 321,129CRA International, Inc. 1,973 100,485Exponent, Inc. 12,138 1,092,784Forrester Research, Inc. (A) 2,773 116,189Franklin Covey Company (A) 3,371 75,072GP Strategies Corp. (A) 3,763 44,629Heidrick & Struggles International, Inc. 4,889 143,639Huron Consulting Group, Inc. (A) 5,376 316,915


COMMON STOCKS (continued)Professional services (continued)ICF International, Inc. 4,383 $ 325,788Insperity, Inc. 8,529 694,431Kelly Services, Inc., Class A 8,351 171,780Kforce, Inc. 4,684 197,150Korn Ferry 13,003 565,631Red Violet, Inc. (A)(B) 1,800 46,998Resources Connection, Inc. 7,481 94,036TriNet Group, Inc. (A) 9,741 785,125TrueBlue, Inc. (A) 8,882 166,005Upwork, Inc. (A) 22,077 762,098Willdan Group, Inc. (A) 2,690 112,173

7,327,879Road and rail – 0.5%ArcBest Corp. 5,981 255,209Avis Budget Group, Inc. (A) 12,551 468,152Covenant Logistics Group, Inc. (A) 3,300 48,873Daseke, Inc. (A) 11,496 66,792Heartland Express, Inc. 11,357 205,562Marten Transport, Ltd. 14,122 243,322Saia, Inc. (A) 6,241 1,128,373U.S. Xpress Enterprises, Inc., Class A (A) 6,160 42,134Universal Logistics Holdings, Inc. 2,118 43,610Werner Enterprises, Inc. 14,351 562,846

3,064,873Trading companies and distributors – 1.4%Alta Equipment Group, Inc. (A)(B) 5,183 51,208Applied Industrial Technologies, Inc. 9,188 716,572Beacon Roofing Supply, Inc. (A) 13,072 525,364BMC Stock Holdings, Inc. (A) 15,983 857,967CAI International, Inc. 4,063 126,928DXP Enterprises, Inc. (A) 4,217 93,744Foundation Building Materials, Inc. (A) 4,830 92,784GATX Corp. 8,205 682,492GMS, Inc. (A) 9,957 303,489H&E Equipment Services, Inc. 7,633 227,540Herc Holdings, Inc. (A) 5,799 385,112Lawson Products, Inc. (A) 1,258 64,045MRC Global, Inc. (A) 18,822 124,790NOW, Inc. (A) 27,272 195,813Rush Enterprises, Inc., Class A 8,958 371,040Rush Enterprises, Inc., Class B 2,432 92,148SiteOne Landscape Supply, Inc. (A) 10,393 1,648,642Systemax, Inc. 3,070 110,182Textainer Group Holdings, Ltd. (A) 11,836 227,014Titan Machinery, Inc. (A) 4,844 94,700Transcat, Inc. (A) 2,073 71,892Triton International, Ltd. 14,289 693,159Veritiv Corp. (A) 3,273 68,046WESCO International, Inc. (A) 11,596 910,286

8,734,95789,729,555

Information technology – 13.7%Communications equipment – 0.9%Acacia Communications, Inc. (A) 9,186 670,211ADTRAN, Inc. 11,877 175,423Applied Optoelectronics, Inc. (A)(B) 5,688 48,405CalAmp Corp. (A) 8,736 86,661Calix, Inc. (A) 12,539 373,161Casa Systems, Inc. (A) 8,526 52,605Clearfield, Inc. (A) 2,890 71,441Comtech Telecommunications Corp. 5,769 119,361Digi International, Inc. (A) 7,191 135,910DZS, Inc. (A) 3,134 48,483Extreme Networks, Inc. (A) 29,487 203,165




COMMON STOCKS (continued)Communications equipment (continued)Genasys, Inc. (A) 9,505 $ 61,973Harmonic, Inc. (A) 22,609 167,081Infinera Corp. (A) 38,614 404,675Inseego Corp. (A)(B) 16,673 257,931InterDigital, Inc. 7,364 446,848KVH Industries, Inc. (A) 5,172 58,702NETGEAR, Inc. (A) 7,128 289,611NetScout Systems, Inc. (A) 16,845 461,890Plantronics, Inc. 8,257 223,187Resonant, Inc. (A)(B) 14,393 38,141Ribbon Communications, Inc. (A) 16,868 110,654Viavi Solutions, Inc. (A) 54,249 812,379

5,317,898Electronic equipment, instruments and components – 2.2%Akoustis Technologies, Inc. (A)(B) 8,248 100,873Arlo Technologies, Inc. (A) 19,533 152,162Badger Meter, Inc. 6,897 648,732Bel Fuse, Inc., Class B 2,581 38,792Belden, Inc. 10,440 437,436Benchmark Electronics, Inc. 8,682 234,501CTS Corp. 7,511 257,853Daktronics, Inc. 11,818 55,308ePlus, Inc. (A) 3,179 279,593Fabrinet (A) 8,665 672,317FARO Technologies, Inc. (A) 4,229 298,694Fitbit, Inc., Class A (A) 58,632 398,698II-VI, Inc. (A) 24,226 1,840,207Insight Enterprises, Inc. (A) 8,242 627,134Intellicheck, Inc. (A) 5,064 57,755Iteris, Inc. (A) 11,098 62,704Itron, Inc. (A) 9,546 915,461Kimball Electronics, Inc. (A) 5,796 92,678Knowles Corp. (A) 20,997 386,975Luna Innovations, Inc. (A) 7,319 72,312Methode Electronics, Inc. 8,666 331,734MTS Systems Corp. 4,667 271,433Napco Security Technologies, Inc. (A) 3,097 81,203nLight, Inc. (A) 8,351 272,660Novanta, Inc. (A) 8,094 956,873OSI Systems, Inc. (A) 4,004 373,253PAR Technology Corp. (A)(B) 4,453 279,604PC Connection, Inc. (A) 2,459 116,286Plexus Corp. (A) 6,764 529,012Powerfleet, Inc. (A) 8,140 60,480Rogers Corp. (A) 4,413 685,295Sanmina Corp. (A) 15,117 482,081ScanSource, Inc. (A) 6,355 167,645TTM Technologies, Inc. (A) 23,324 321,755Vishay Intertechnology, Inc. 31,263 647,457Vishay Precision Group, Inc. (A) 2,994 94,251

13,301,207IT services – 1.9%Brightcove, Inc. (A) 9,885 181,884Cardtronics PLC, Class A (A) 8,693 306,863Cass Information Systems, Inc. 3,573 139,025Conduent, Inc. (A) 39,700 190,560CSG Systems International, Inc. 7,779 350,600Endurance International Group

Holdings, Inc. (A) 15,751 148,847EVERTEC, Inc. 14,255 560,507EVO Payments, Inc., Class A (A) 9,738 263,023ExlService Holdings, Inc. (A) 7,857 668,866GreenSky, Inc., Class A (A) 16,430 76,071Grid Dynamics Holdings, Inc. (A) 6,248 78,725i3 Verticals, Inc., Class A (A) 4,355 144,586


COMMON STOCKS (continued)IT services (continued)International Money Express, Inc. (A) 6,758 $ 104,884KBR, Inc. 33,644 1,040,609Limelight Networks, Inc. (A) 29,625 118,204LiveRamp Holdings, Inc. (A) 15,231 1,114,757ManTech International Corp., Class A 6,470 575,442MAXIMUS, Inc. 14,357 1,050,789MoneyGram International, Inc. (A) 15,473 84,560NIC, Inc. 15,633 403,800Paysign, Inc. (A) 8,456 39,236Perficient, Inc. (A) 7,711 367,429Perspecta, Inc. 33,244 800,516Rackspace Technology, Inc. (A) 7,938 151,298Repay Holdings Corp. (A) 14,247 388,231ServiceSource International, Inc. (A) 26,702 46,996Sykes Enterprises, Inc. (A) 9,055 341,102The Hackett Group, Inc. 6,484 93,305TTEC Holdings, Inc. 4,317 314,839Tucows, Inc., Class A (A) 2,315 171,055Unisys Corp. (A) 14,629 287,899Verra Mobility Corp. (A) 32,102 430,809Virtusa Corp. (A) 6,894 352,490

11,387,807Semiconductors and semiconductor equipment – 2.8%Advanced Energy Industries, Inc. (A) 9,010 873,700Alpha & Omega Semiconductor, Ltd. (A) 4,907 116,001Ambarella, Inc. (A) 7,850 720,787Amkor Technology, Inc. 23,482 354,109Atomera, Inc. (A)(B) 4,520 72,727Axcelis Technologies, Inc. (A) 8,007 233,164AXT, Inc. (A) 9,405 90,006Brooks Automation, Inc. 17,245 1,170,073CEVA, Inc. (A) 5,139 233,825CMC Materials, Inc. 6,861 1,038,069Cohu, Inc. 9,886 377,447CyberOptics Corp. (A) 1,949 44,223Diodes, Inc. (A) 10,067 709,724DSP Group, Inc. (A) 5,330 88,425FormFactor, Inc. (A) 18,311 787,739GSI Technology, Inc. (A) 5,236 38,746Ichor Holdings, Ltd. (A) 5,449 164,260Impinj, Inc. (A) 4,150 173,761Lattice Semiconductor Corp. (A) 32,175 1,474,259MACOM Technology Solutions

Holdings, Inc. (A) 11,173 614,962Maxeon Solar Technologies, Ltd. (A) 2,359 66,925MaxLinear, Inc. (A) 16,323 623,375NeoPhotonics Corp. (A) 12,489 113,525NVE Corp. 1,351 75,899Onto Innovation, Inc. (A) 11,306 537,600PDF Solutions, Inc. (A) 7,165 154,764Photronics, Inc. (A) 14,979 167,166Power Integrations, Inc. 13,896 1,137,527Rambus, Inc. (A) 27,041 472,136Semtech Corp. (A) 15,250 1,099,373Silicon Laboratories, Inc. (A) 10,224 1,301,924SiTime Corp. (A) 2,211 247,477SMART Global Holdings, Inc. (A) 3,523 132,570SunPower Corp. (A)(B) 18,184 466,238Synaptics, Inc. (A) 8,155 786,142Ultra Clean Holdings, Inc. (A) 9,581 298,448Veeco Instruments, Inc. (A) 11,977 207,921

17,265,017Software – 5.7%8x8, Inc. (A) 25,107 865,438A10 Networks, Inc. (A) 15,099 148,876




COMMON STOCKS (continued)Software (continued)ACI Worldwide, Inc. (A) 27,202 $ 1,045,373Agilysys, Inc. (A) 4,432 170,100Alarm.com Holdings, Inc. (A) 11,288 1,167,744Altair Engineering, Inc., Class A (A) 10,282 598,207American Software, Inc., Class A 7,534 129,359Appfolio, Inc., Class A (A) 3,895 701,256Appian Corp. (A)(B) 8,461 1,371,443Avaya Holdings Corp. (A) 19,856 380,242Benefitfocus, Inc. (A) 7,221 104,560Blackbaud, Inc. 11,773 677,654Blackline, Inc. (A) 12,064 1,609,096Bottomline Technologies DE, Inc. (A) 10,512 554,403Box, Inc., Class A (A) 33,512 604,892Cerence, Inc. (A) 8,743 878,497ChannelAdvisor Corp. (A) 7,011 112,036Cloudera, Inc. (A) 48,818 679,058CommVault Systems, Inc. (A) 10,123 560,511Cornerstone OnDemand, Inc. (A) 14,621 643,909Digimarc Corp. (A)(B) 2,975 140,539Digital Turbine, Inc. (A) 19,949 1,128,315Domo, Inc., Class B (A) 6,172 393,588Ebix, Inc. 6,348 241,034eGain Corp. (A) 5,496 64,908Envestnet, Inc. (A) 12,596 1,036,525GTY Technology Holdings, Inc. (A) 12,934 66,998Intelligent Systems Corp. (A)(B) 1,982 79,498j2 Global, Inc. (A) 10,256 1,001,909LivePerson, Inc. (A) 14,838 923,369MicroStrategy, Inc., Class A (A) 1,745 678,020Mimecast, Ltd. (A) 13,620 774,161Mitek Systems, Inc. (A) 10,017 178,102Model N, Inc. (A) 8,103 289,115OneSpan, Inc. (A) 7,860 162,545Ping Identity Holding Corp. (A) 8,637 247,364Progress Software Corp. 10,691 483,126PROS Holdings, Inc. (A) 9,427 478,609Q2 Holdings, Inc. (A) 11,945 1,511,401QAD, Inc., Class A 2,792 176,399Qualys, Inc. (A) 8,084 985,197Rapid7, Inc. (A) 12,152 1,095,624Sailpoint Technologies Holdings, Inc. (A) 20,952 1,115,484Sapiens International Corp. NV 6,270 191,925ShotSpotter, Inc. (A) 2,138 80,603Smith Micro Software, Inc. (A) 9,595 52,005Sprout Social, Inc., Class A (A) 6,550 297,436SPS Commerce, Inc. (A) 8,434 915,848Sumo Logic, Inc. (A) 3,225 92,171SVMK, Inc. (A) 29,277 748,027Synchronoss Technologies, Inc. (A) 11,642 54,717Telenav, Inc. (A) 9,900 46,530Tenable Holdings, Inc. (A) 16,853 880,738Upland Software, Inc. (A) 6,244 286,537Varonis Systems, Inc. (A) 7,425 1,214,804Verint Systems, Inc. (A) 15,406 1,034,975Veritone, Inc. (A) 5,585 158,893VirnetX Holding Corp. (B) 16,268 81,991Workiva, Inc. (A) 9,441 864,984Xperi Holding Corp. 24,844 519,240Yext, Inc. (A) 24,431 384,055Zix Corp. (A) 13,149 113,476Zuora, Inc., Class A (A) 24,149 336,396

34,609,835Technology hardware, storage and peripherals – 0.2%3D Systems Corp. (A)(B) 28,612 299,854Avid Technology, Inc. (A) 7,804 123,849


COMMON STOCKS (continued)Technology hardware, storage and peripherals (continued)Corsair Gaming, Inc. (A) 3,514 $ 127,277Diebold Nixdorf, Inc. (A) 16,891 180,058Eastman Kodak Company (A)(B) 4,068 33,114Immersion Corp. (A) 4,823 54,452Intevac, Inc. (A) 6,384 46,029Quantum Corp. (A) 8,211 50,251Super Micro Computer, Inc. (A) 10,508 332,683

1,247,56783,129,331

Materials – 4.2%Chemicals – 1.7%AdvanSix, Inc. (A) 6,839 136,712American Vanguard Corp. 7,685 119,271Amyris, Inc. (A)(B) 26,139 161,408Avient Corp. 21,611 870,491Balchem Corp. 7,650 881,433Chase Corp. 1,752 176,970Ferro Corp. (A) 19,500 285,285FutureFuel Corp. 6,711 85,230GCP Applied Technologies, Inc. (A) 11,690 276,469Hawkins, Inc. 2,311 120,888HB Fuller Company 12,161 630,913Ingevity Corp. (A) 9,864 747,001Innospec, Inc. 5,804 526,597Intrepid Potash, Inc. (A) 2,601 62,814Koppers Holdings, Inc. (A) 5,155 160,630Kraton Corp. (A) 7,473 207,675Kronos Worldwide, Inc. 5,333 79,515Livent Corp. (A) 35,000 659,400Minerals Technologies, Inc. 8,028 498,699Orion Engineered Carbons SA 14,497 248,479PQ Group Holdings, Inc. 9,181 130,921Quaker Chemical Corp. 3,142 796,151Rayonier Advanced Materials, Inc. (A) 14,971 97,611Sensient Technologies Corp. 9,994 737,257Stepan Company 5,019 598,867Trecora Resources (A) 7,770 54,312Tredegar Corp. 6,374 106,446Trinseo SA 9,096 465,806Tronox Holdings PLC, Class A 21,098 308,453

10,231,704Construction materials – 0.1%Forterra, Inc. (A) 6,762 116,273Summit Materials, Inc., Class A (A) 27,347 549,128U.S. Concrete, Inc. (A) 3,992 159,560United States Lime & Minerals, Inc. 556 63,384

888,345Containers and packaging – 0.2%Greif, Inc., Class A 6,015 281,983Greif, Inc., Class B 1,379 66,716Myers Industries, Inc. 8,480 176,214O-I Glass, Inc. 37,124 441,776Pactiv Evergreen, Inc. (A) 8,676 157,383Ranpak Holdings Corp. (A) 7,387 99,281UFP Technologies, Inc. (A) 1,875 87,375

1,310,728Metals and mining – 1.7%1911 Gold Corp. (A) 5,045 2,115Alcoa Corp. (A) 44,470 1,025,034Allegheny Technologies, Inc. (A) 30,264 507,527Arconic Corp. (A) 23,556 701,969Caledonia Mining Corp. PLC 2,921 46,385Carpenter Technology Corp. 11,421 332,580




COMMON STOCKS (continued)Metals and mining (continued)Century Aluminum Company (A) 11,891 $ 131,158Cleveland-Cliffs, Inc. (B) 93,726 1,364,651Coeur Mining, Inc. (A) 57,837 598,613Commercial Metals Company 27,955 574,196Compass Minerals International, Inc. 8,048 496,723Fortitude Gold Corp. (A)(C) 5,150 5,408Gatos Silver, Inc. (A) 5,843 76,134Gold Resource Corp. 18,026 52,456Haynes International, Inc. 3,076 73,332Hecla Mining Company 123,967 803,306Kaiser Aluminum Corp. 3,759 371,765Materion Corp. 4,867 310,125Novagold Resources, Inc. (A) 56,084 542,332Ryerson Holding Corp. (A) 3,948 53,851Schnitzer Steel Industries, Inc., Class A 6,072 193,758SunCoke Energy, Inc. 19,965 86,848TimkenSteel Corp. (A) 12,398 57,899United States Steel Corp. (B) 52,218 875,696Warrior Met Coal, Inc. 12,208 260,275Worthington Industries, Inc. 8,569 439,932

9,984,068Paper and forest products – 0.5%Boise Cascade Company 9,308 444,922Clearwater Paper Corp. (A) 3,901 147,263Domtar Corp. 12,992 411,197Glatfelter Corp. 10,598 173,595Louisiana-Pacific Corp. 25,965 965,119Neenah, Inc. 4,074 225,374Schweitzer-Mauduit International, Inc. 7,373 296,468Verso Corp., Class A 7,660 92,073

2,756,01125,170,856

Real estate – 6.0%Equity real estate investment trusts – 5.2%Acadia Realty Trust 20,536 291,406Agree Realty Corp. 12,705 845,899Alexander & Baldwin, Inc. 17,616 302,643Alexander’s, Inc. 525 145,609American Assets Trust, Inc. 12,117 349,939American Finance Trust, Inc. 26,208 194,725Armada Hoffler Properties, Inc. 14,492 162,600Bluerock Residential Growth REIT, Inc. 6,727 85,231Broadstone Net Lease, Inc., Class A 7,543 147,692BRT Apartments Corp. 3,468 52,714CareTrust REIT, Inc. 22,872 507,301CatchMark Timber Trust, Inc., Class A 12,727 119,125Centerspace 3,019 213,262Chatham Lodging Trust 11,239 121,381CIM Commercial Trust Corp. 3,506 49,925City Office REIT, Inc. 10,398 101,588Colony Capital, Inc. 115,152 553,881Columbia Property Trust, Inc. 27,545 394,995Community Healthcare Trust, Inc. 5,074 239,036CoreCivic, Inc. 28,585 187,232CorePoint Lodging, Inc. 10,182 70,052DiamondRock Hospitality Company (A) 47,862 394,862Diversified Healthcare Trust 57,351 236,286Easterly Government Properties, Inc. 19,224 435,424EastGroup Properties, Inc. 9,167 1,265,596Essential Properties Realty Trust, Inc. 23,869 506,023Farmland Partners, Inc. (B) 8,080 70,296Four Corners Property Trust, Inc. 16,966 505,078Franklin Street Properties Corp. 26,175 114,385Front Yard Residential Corp. 12,120 196,344


COMMON STOCKS (continued)Equity real estate investment trusts (continued)Getty Realty Corp. 7,908 $ 217,786Gladstone Commercial Corp. 8,468 152,424Gladstone Land Corp. 5,656 82,804Global Medical REIT, Inc. 10,563 137,953Global Net Lease, Inc. 21,479 368,150Healthcare Realty Trust, Inc. 31,747 939,711Hersha Hospitality Trust 9,036 71,294Independence Realty Trust, Inc. 22,506 302,256Industrial Logistics Properties Trust 15,440 359,598Innovative Industrial Properties, Inc. (B) 5,107 935,245iStar, Inc. 17,245 256,088Kite Realty Group Trust 19,752 295,490Lexington Realty Trust 64,275 682,601LTC Properties, Inc. 9,185 357,388Mack-Cali Realty Corp. 21,015 261,847Monmouth Real Estate Investment Corp. 22,582 391,120National Health Investors, Inc. 10,051 695,228National Storage Affiliates Trust 14,898 536,775NETSTREIT Corp. 2,927 57,047New Senior Investment Group, Inc. 19,865 102,901NexPoint Residential Trust, Inc. 5,330 225,512Office Properties Income Trust 11,516 261,644One Liberty Properties, Inc. 4,125 82,789Pebblebrook Hotel Trust 31,151 585,639Physicians Realty Trust 49,046 873,019Piedmont Office Realty Trust, Inc.,

Class A 29,829 484,125Plymouth Industrial REIT, Inc. 6,169 92,535PotlatchDeltic Corp. 15,578 779,212Preferred Apartment Communities, Inc.,

Class A 12,452 92,145PS Business Parks, Inc. 4,646 617,314QTS Realty Trust, Inc., Class A 14,682 908,522Retail Opportunity Investments Corp. 27,834 372,697Retail Properties of America, Inc., Class A 51,356 439,607Retail Value, Inc. 4,711 70,053RLJ Lodging Trust 39,449 558,203RPT Realty 20,272 175,353Ryman Hospitality Properties, Inc. 12,046 816,237Sabra Health Care REIT, Inc. 48,746 846,718Safehold, Inc. 4,086 296,194Saul Centers, Inc. 2,853 90,383Seritage Growth Properties, Class A (A)(B) 7,997 117,396Service Properties Trust 39,403 452,740SITE Centers Corp. 36,420 368,570STAG Industrial, Inc. 35,360 1,107,475Summit Hotel Properties, Inc. 24,729 222,808Sunstone Hotel Investors, Inc. 51,372 582,045Tanger Factory Outlet Centers, Inc. (B) 21,936 218,483Terreno Realty Corp. 15,667 916,676The GEO Group, Inc. 27,711 245,519The Macerich Company (B) 35,658 380,471UMH Properties, Inc. 9,262 137,170Uniti Group, Inc. 46,298 543,076Universal Health Realty Income Trust 3,123 200,715Urban Edge Properties 27,762 359,240Urstadt Biddle Properties, Inc., Class A 7,294 103,064Washington Real Estate Investment Trust 19,754 427,279Whitestone REIT 10,669 85,032Xenia Hotels & Resorts, Inc. 27,304 415,021

31,614,917Real estate management and development – 0.8%CTO Realty Growth, Inc. 1,681 70,871Cushman & Wakefield PLC (A) 26,403 391,556eXp World Holdings, Inc. (A) 5,882 371,272




COMMON STOCKS (continued)Real estate management and development (continued)Fathom Holdings, Inc. (A) 1,216 $ 43,825Forestar Group, Inc. (A) 3,856 77,814FRP Holdings, Inc. (A) 1,908 86,909Griffin Industrial Realty, Inc. (A) 772 48,250Kennedy-Wilson Holdings, Inc. 28,752 514,373Marcus & Millichap, Inc. (A) 5,530 205,882Newmark Group, Inc., Class A 34,914 254,523Rafael Holdings, Inc., Class B (A) 2,393 55,805RE/MAX Holdings, Inc., Class A 4,239 154,003Realogy Holdings Corp. (A) 27,166 356,418Redfin Corp. (A) 23,555 1,616,580Tejon Ranch Company (A) 5,884 85,024The RMR Group, Inc., Class A 3,738 144,362The St. Joe Company 7,859 333,615

4,811,08236,425,999

Utilities – 2.9%Electric utilities – 0.6%ALLETE, Inc. 12,246 758,517MGE Energy, Inc. 8,768 614,023Otter Tail Corp. 9,770 416,300PNM Resources, Inc. 18,739 909,404Portland General Electric Company 21,149 904,543

3,602,787Gas utilities – 0.9%Brookfield Infrastructure Corp., Class A 7,452 538,780Chesapeake Utilities Corp. 3,866 418,340New Jersey Resources Corp. 22,548 801,581Northwest Natural Holding Company 7,334 337,291ONE Gas, Inc. 12,267 941,738RGC Resources, Inc. 2,445 58,142South Jersey Industries, Inc. 24,038 518,019Southwest Gas Holdings, Inc. 13,079 794,549Spire, Inc. 11,767 753,559

5,161,999Independent power and renewable electricity producers –0.6%Atlantic Power Corp. (A) 28,928 60,749Brookfield Renewable Corp., Class A 24,200 1,410,134Clearway Energy, Inc., Class A 8,549 252,623Clearway Energy, Inc., Class C 19,341 617,558Ormat Technologies, Inc. 9,388 847,549Sunnova Energy International, Inc. (A) 12,640 570,443

3,759,056Multi-utilities – 0.4%Avista Corp. 16,253 652,395Black Hills Corp. 14,787 908,661NorthWestern Corp. 11,949 696,746Unitil Corp. 3,616 160,080

2,417,882


COMMON STOCKS (continued)Water utilities – 0.4%American States Water Company 8,708 $ 692,373Artesian Resources Corp., Class A 2,406 89,214Cadiz, Inc. (A)(B) 6,103 64,997California Water Service Group 11,796 637,338Consolidated Water Company, Ltd. 5,108 61,551Global Water Resources, Inc. 4,065 58,577Middlesex Water Company 4,026 291,764Pure Cycle Corp. (A) 6,335 71,142SJW Group 6,343 439,950The York Water Company 3,314 154,432

2,561,33817,503,062


RIGHTS – 0.0%Pan American Silver Corp. (Expiration

Date: 2-22-29) (A)(B)(E) 88,114 72,694TOTAL RIGHTS (Cost $26,845) $ 72,694


0.1386% (F)(G) 984,784 9,853,849Repurchase agreement – 3.0%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $28,027,179) $ 28,025,849Total Investments (Small Cap Index Trust)


Security Abbreviations and Legend(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Security is valued using significant unobservable inputs and is



(E) Strike price and/or expiration date not available.(F) The rate shown is the annualized seven-day yield as of 12-31-20.(G) Investment is an affiliate of the fund, the advisor and/or subadvisor.


DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)Russell 2000 E-Mini Index Futures 205 Long Mar 2021 $19,737,926 $20,241,700 $503,774

$503,774




Small Cap Index Trust (continued)See Notes to financial statements regarding investment transactions and other derivatives information.

Small Cap Opportunities TrustShares orPrincipalAmount Value

COMMON STOCKS – 99.5%Communication services – 2.5%Diversified telecommunication services – 0.6%ATN International, Inc. 1,524 $ 63,642CenturyLink, Inc. 45,663 445,214Cincinnati Bell, Inc. (A) 1,172 17,908Consolidated Communications

Holdings, Inc. (A) 4,985 24,377Iridium Communications, Inc. (A) 3,824 150,379Liberty Latin America, Ltd., Class A (A) 2,622 29,183Liberty Latin America, Ltd., Class C (A) 8,946 99,211

829,914Entertainment – 0.1%Ballantyne Strong, Inc. (A) 1,114 2,243Liberty Media Corp.-Liberty Braves,

Class A (A) 512 12,733Liberty Media Corp.-Liberty Braves,

Class C (A) 1,200 29,856Lions Gate Entertainment Corp.,

Class A (A)(B) 5,418 61,603Lions Gate Entertainment Corp.,

Class B (A) 6,529 67,771Madison Square Garden Entertainment

Corp. (A) 136 14,285Reading International, Inc., Class A (A) 1,100 5,522The Marcus Corp. 2,916 39,308

233,321Interactive media and services – 0.1%Cars.com, Inc. (A) 6,379 72,083DHI Group, Inc. (A) 5,212 11,571Yelp, Inc. (A) 1,135 37,080

120,734Media – 1.5%A.H. Belo Corp., Class A 4,238 6,399AMC Networks, Inc., Class A (A)(B) 1,328 47,503Beasley Broadcast Group, Inc., Class A 502 748Boston Omaha Corp., Class A (A) 600 16,590Entercom Communications Corp., Class A 1,442 3,562Entravision Communications Corp.,

Class A 5,075 13,956Gannett Company, Inc. (A) 7,195 24,175Gray Television, Inc. (A) 7,792 139,399Hemisphere Media Group, Inc. (A) 951 9,852John Wiley & Sons, Inc., Class A 2,305 105,246Liberty Broadband Corp., Series C (A) 2,500 395,925Meredith Corp. 3,097 59,462News Corp., Class A 8,993 161,604News Corp., Class B 6,326 112,413Nexstar Media Group, Inc., Class A 2,212 241,528Scholastic Corp. 2,233 55,825TEGNA, Inc. 8,626 120,333The EW Scripps Company, Class A 5,843 89,339The Interpublic Group of Companies, Inc. 20,071 472,070

2,075,929Wireless telecommunication services – 0.2%Spok Holdings, Inc. 3,863 42,995Telephone & Data Systems, Inc. 8,489 157,641United States Cellular Corp. (A) 3,059 93,881

294,5173,554,415

Consumer discretionary – 13.8%

Small Cap Opportunities Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Auto components – 2.1%Adient PLC (A) 4,046 $ 140,679American Axle & Manufacturing

Holdings, Inc. (A) 6,125 51,083BorgWarner, Inc. 10,814 417,853Cooper Tire & Rubber Company 4,326 175,203Cooper-Standard Holdings, Inc. (A) 1,311 45,452Dana, Inc. 6,999 136,620Dorman Products, Inc. (A) 3,561 309,166Fox Factory Holding Corp. (A) 8,221 869,042Gentherm, Inc. (A) 420 27,392Horizon Global Corp. (A) 878 7,542Lear Corp. 2,130 338,734Modine Manufacturing Company (A) 5,862 73,627Motorcar Parts of America, Inc. (A) 1,585 31,098Patrick Industries, Inc. 200 13,670Standard Motor Products, Inc. 2,263 91,561Stoneridge, Inc. (A) 1,672 50,545Strattec Security Corp. 924 45,609The Goodyear Tire & Rubber Company 17,127 186,856

3,011,732Automobiles – 0.3%Harley-Davidson, Inc. 5,728 210,218Thor Industries, Inc. 901 83,784Winnebago Industries, Inc. 1,336 80,080

374,082Distributors – 0.0%Core-Mark Holding Company, Inc. 1,227 36,037Weyco Group, Inc. 1,316 20,845

56,882Diversified consumer services – 1.0%Adtalem Global Education, Inc. (A) 4,502 152,843American Public Education, Inc. (A) 1,450 44,196Carriage Services, Inc. 1,797 56,282Graham Holdings Company, Class B 347 185,083Grand Canyon Education, Inc. (A) 7,630 710,420Houghton Mifflin Harcourt Company (A) 5,833 19,424Laureate Education, Inc., Class A (A) 2,412 35,119Lincoln Educational Services Corp. (A) 1,100 7,150OneSpaWorld Holdings, Ltd. 2,242 22,734Perdoceo Education Corp. (A) 3,146 39,734Stride, Inc. (A) 3,438 72,989Universal Technical Institute, Inc. (A) 3,087 19,942Zovio, Inc. (A) 3,463 16,415

1,382,331Hotels, restaurants and leisure – 1.4%Aramark 4,804 184,858Ark Restaurants Corp. 64 1,241Biglari Holdings, Inc., Class A (A) 3 1,755Biglari Holdings, Inc., Class B (A) 102 11,342BJ’s Restaurants, Inc. (A) 585 22,517Bluegreen Vacations Holding Corp. 348 4,708Boyd Gaming Corp. (A) 493 21,160Carrols Restaurant Group, Inc. (A) 1,688 10,601Churchill Downs, Inc. 3,066 597,226Chuy’s Holdings, Inc. (A) 18,241 483,204Del Taco Restaurants, Inc. (A) 2,438 22,088Dover Motorsports, Inc. 400 908El Pollo Loco Holdings, Inc. (A) 2,613 47,295Extended Stay America, Inc. 6,744 99,879Fiesta Restaurant Group, Inc. (A) 1,348 15,367International Game Technology PLC 6,958 117,869




COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Marriott Vacations Worldwide Corp. 2,056 $ 282,124Monarch Casino & Resort, Inc. (A) 1,278 78,239Playa Hotels & Resorts NV (A) 2,743 16,321Potbelly Corp. (A) 2,073 9,121Red Lion Hotels Corp. (A) 3,000 10,380Red Robin Gourmet Burgers, Inc. (A) 731 14,057

2,052,260Household durables – 2.7%Bassett Furniture Industries, Inc. 2,333 46,847Beazer Homes USA, Inc. (A) 700 10,605Cavco Industries, Inc. (A) 606 106,323Century Communities, Inc. (A) 1,640 71,799Ethan Allen Interiors, Inc. 1,706 34,478Flexsteel Industries, Inc. 1,750 61,198Hooker Furniture Corp. 2,121 68,402iRobot Corp. (A) 884 70,976KB Home 6,043 202,561La-Z-Boy, Inc. 3,617 144,101LGI Homes, Inc. (A) 1,268 134,218Lifetime Brands, Inc. 2,931 44,551M/I Homes, Inc. (A) 2,195 97,217MDC Holdings, Inc. 4,474 217,436Meritage Homes Corp. (A) 3,432 284,238Mohawk Industries, Inc. (A) 3,916 551,960Taylor Morrison Home Corp. (A) 7,422 190,374The New Home Company, Inc. (A) 831 3,897Toll Brothers, Inc. 10,667 463,694TopBuild Corp. (A) 3,258 599,733TRI Pointe Group, Inc. (A) 11,625 200,531Universal Electronics, Inc. (A) 521 27,332VOXX International Corp. (A) 3,131 39,952Whirlpool Corp. 685 123,636

3,796,059Internet and direct marketing retail – 0.2%Lands’ End, Inc. (A) 700 15,099Liquidity Services, Inc. (A) 1,691 26,904Qurate Retail, Inc., Series A 20,519 225,093

267,096Leisure products – 0.3%Acushnet Holdings Corp. 3,045 123,444American Outdoor Brands, Inc. (A) 214 3,644Escalade, Inc. 3,529 74,709Johnson Outdoors, Inc., Class A 766 86,275Nautilus, Inc. (A) 1,580 28,661Smith & Wesson Brands, Inc. 859 15,247Vista Outdoor, Inc. (A) 3,475 82,566

414,546Multiline retail – 0.9%Big Lots, Inc. 1,719 73,797Dillard’s, Inc., Class A (B) 2,339 147,474Kohl’s Corp. 9,676 393,716Macy’s, Inc. (B) 15,246 171,518Ollie’s Bargain Outlet Holdings, Inc. (A) 5,240 428,475

1,214,980Specialty retail – 3.9%Abercrombie & Fitch Company, Class A 5,916 120,450Advance Auto Parts, Inc. 679 106,949American Eagle Outfitters, Inc. 7,348 147,474America’s Car-Mart, Inc. (A) 596 65,465Asbury Automotive Group, Inc. (A) 767 111,783At Home Group, Inc. (A) 448 6,926AutoNation, Inc. (A) 6,612 461,451Barnes & Noble Education, Inc. (A) 6,174 28,709


COMMON STOCKS (continued)Specialty retail (continued)Bed Bath & Beyond, Inc. (B) 9,468 $ 168,152Big 5 Sporting Goods Corp. (B) 2,004 20,461Boot Barn Holdings, Inc. (A) 2,280 98,861Build-A-Bear Workshop, Inc. (A) 2,470 10,547Caleres, Inc. 3,908 61,160Citi Trends, Inc. 1,533 76,159Conn’s, Inc. (A) 76 888Designer Brands, Inc., Class A 5,177 39,604Dick’s Sporting Goods, Inc. 4,295 241,422Five Below, Inc. (A) 3,644 637,627Foot Locker, Inc. 5,430 219,589GameStop Corp., Class A (A)(B) 10,093 190,152Genesco, Inc. (A) 1,511 45,466Group 1 Automotive, Inc. 1,693 222,020Guess?, Inc. 6,368 144,044Haverty Furniture Companies, Inc. 1,920 53,126Hibbett Sports, Inc. (A) 1,307 60,357Lithia Motors, Inc., Class A 3,411 998,297MarineMax, Inc. (A) 2,016 70,620Monro, Inc. 1,345 71,689Penske Automotive Group, Inc. 5,153 306,037Rent-A-Center, Inc. 1,084 41,506Shoe Carnival, Inc. (B) 1,352 52,971Signet Jewelers, Ltd. 4,374 119,279Sonic Automotive, Inc., Class A 1,811 69,850The Aaron’s Company, Inc. (A) 1,356 25,710The Buckle, Inc. 2,056 60,035The Cato Corp., Class A 1,957 18,768The ODP Corp. 3,355 98,302Tilly’s, Inc., Class A 712 5,810Urban Outfitters, Inc. (A) 4,660 119,296Zumiez, Inc. (A) 2,122 78,047

5,475,059Textiles, apparel and luxury goods – 1.0%Capri Holdings, Ltd. (A) 4,479 188,118Culp, Inc. 334 5,301Delta Apparel, Inc. (A) 500 10,035Fossil Group, Inc. (A) 1,707 14,800G-III Apparel Group, Ltd. (A) 3,397 80,645Lakeland Industries, Inc. (A) 1,110 30,248Movado Group, Inc. (A) 1,758 29,218Oxford Industries, Inc. 4,461 292,240PVH Corp. 3,178 298,382Ralph Lauren Corp. 1,512 156,855Rocky Brands, Inc. 1,478 41,487Steven Madden, Ltd. 1,687 59,585Superior Group of Companies, Inc. 663 15,408Tapestry, Inc. 3,889 120,870Unifi, Inc. (A) 2,453 43,516Vera Bradley, Inc. (A) 2,034 16,191

1,402,89919,447,926

Consumer staples – 3.9%Beverages – 0.3%MGP Ingredients, Inc. 571 26,871Molson Coors Beverage Company, Class B 7,874 355,826

382,697Food and staples retailing – 1.3%Ingles Markets, Inc., Class A 1,895 80,841Natural Grocers by Vitamin Cottage, Inc. 1,014 13,932Performance Food Group Company (A) 12,525 596,315PriceSmart, Inc. 4,342 395,513Rite Aid Corp. (A) 1,483 23,476SpartanNash Company 4,194 73,018




COMMON STOCKS (continued)Food and staples retailing (continued)The Andersons, Inc. 3,784 $ 92,746The Chefs’ Warehouse, Inc. (A) 1,493 38,355United Natural Foods, Inc. (A)(B) 3,818 60,973US Foods Holding Corp. (A) 10,710 356,750Village Super Market, Inc., Class A 685 15,111Weis Markets, Inc. 2,671 127,701

1,874,731Food products – 1.8%Alico, Inc. 341 10,578B&G Foods, Inc. (B) 1,941 53,824Bunge, Ltd. 4,879 319,965Cal-Maine Foods, Inc. (A) 831 31,196Darling Ingredients, Inc. (A) 11,669 673,068Farmer Brothers Company (A) 1,069 4,992Flowers Foods, Inc. 510 11,541Fresh Del Monte Produce, Inc. 3,135 75,459Hostess Brands, Inc. (A) 3,408 49,893Ingredion, Inc. 3,024 237,898J&J Snack Foods Corp. 210 32,628Landec Corp. (A) 3,130 33,961Limoneira Company 199 3,313Pilgrim’s Pride Corp. (A) 4,917 96,422Post Holdings, Inc. (A) 4,147 418,888Sanderson Farms, Inc. 1,287 170,141Seaboard Corp. 52 157,612Seneca Foods Corp., Class A (A) 1,409 56,219The Simply Good Foods Company (A) 2,032 63,724TreeHouse Foods, Inc. (A) 1,084 46,059


Class A (A) 3,288 119,453Oil-Dri Corp. of America 531 18,096Spectrum Brands Holdings, Inc. 1,296 102,358

299,868Personal products – 0.2%Coty, Inc., Class A 15,614 109,610Edgewell Personal Care Company 1,909 66,013Mannatech, Inc. 276 5,134Natural Alternatives International, Inc. (A) 200 2,084Nu Skin Enterprises, Inc., Class A 2,536 138,542

321,383Tobacco – 0.1%Universal Corp. 2,175 105,727

5,531,787Energy – 4.4%Energy equipment and services – 0.8%Archrock, Inc. 9,027 78,174Bristow Group, Inc. (A) 625 16,450ChampionX Corp. (A) 6,585 100,751Dawson Geophysical Company (A) 3,948 8,370DMC Global, Inc. 381 16,478Dril-Quip, Inc. (A) 2,786 82,521Exterran Corp. (A) 4,737 20,938Frank’s International NV (A) 3,231 8,853Geospace Technologies Corp. (A) 516 4,417Gulf Island Fabrication, Inc. (A) 3,019 9,238Helix Energy Solutions Group, Inc. (A) 14,129 59,342Helmerich & Payne, Inc. 5,043 116,796KLX Energy Services Holdings, Inc. (A) 373 2,410Liberty Oilfield Services, Inc., Class A 2,721 28,054Matrix Service Company (A) 2,731 30,096


COMMON STOCKS (continued)Energy equipment and services (continued)Nabors Industries, Ltd. 597 $ 34,763National Oilwell Varco, Inc. 5,103 70,064Natural Gas Services Group, Inc. (A) 2,620 24,838Newpark Resources, Inc. (A) 6,750 12,960NexTier Oilfield Solutions, Inc. (A) 8,103 27,874Oceaneering International, Inc. (A) 8,109 64,467Oil States International, Inc. (A) 4,041 20,286Patterson-UTI Energy, Inc. 14,112 74,229ProPetro Holding Corp. (A) 2,374 17,544RPC, Inc. (A) 2,090 6,584SEACOR Marine Holdings, Inc. (A) 2,432 6,591Select Energy Services, Inc., Class A (A) 2,493 10,221TechnipFMC PLC 18,865 177,331Tidewater, Inc. (A) 391 3,378Transocean, Ltd. (A)(B) 13,252 30,612U.S. Silica Holdings, Inc. 4,282 30,060

1,194,690Oil, gas and consumable fuels – 3.6%Adams Resources & Energy, Inc. 724 17,448Antero Midstream Corp. 10,057 77,539Antero Resources Corp. (A) 20,791 113,311Apache Corp. 368 5,222Arch Resources, Inc. 1,502 65,743Ardmore Shipping Corp. 1,174 3,839Berry Corp. 1,497 5,509Bonanza Creek Energy, Inc. (A) 1,183 22,867Cabot Oil & Gas Corp. 7,609 123,875Callon Petroleum Company (A)(B) 1,492 19,635Centennial Resource Development, Inc.,

Class A (A) 11,699 17,549Cimarex Energy Company 1,649 61,854Clean Energy Fuels Corp. (A) 11,526 90,594CNX Resources Corp. (A) 18,164 196,171Concho Resources, Inc. 7,958 464,349CONSOL Energy, Inc. (A) 2,270 16,367Continental Resources, Inc. 10,297 167,841CVR Energy, Inc. 1,951 29,070Delek US Holdings, Inc. 6,080 97,706Devon Energy Corp. 18,790 297,070DHT Holdings, Inc. 10,864 56,819Diamondback Energy, Inc. 3,498 169,303Dorian LPG, Ltd. (A) 2,153 26,245EnLink Midstream LLC (A) 15,746 58,418EQT Corp. 14,983 190,434Equitrans Midstream Corp. 14,382 115,631GasLog, Ltd. (B) 2,719 10,115Green Plains, Inc. (A) 5,268 69,380HollyFrontier Corp. 8,137 210,341International Seaways, Inc. 1,434 23,417Kosmos Energy, Ltd. 13,783 32,390Laredo Petroleum, Inc. (A) 56 1,103Marathon Oil Corp. 30,110 200,834Matador Resources Company (A) 5,416 65,317Murphy Oil Corp. 12,648 153,041NACCO Industries, Inc., Class A 700 18,410Nordic American Tankers, Ltd. (B) 2,259 6,664Overseas Shipholding Group, Inc.,

Class A (A) 861 1,843Par Pacific Holdings, Inc. (A) 1,158 16,189Parsley Energy, Inc., Class A 22,061 313,266PBF Energy, Inc., Class A 9,324 66,200PDC Energy, Inc. (A) 7,428 152,497Peabody Energy Corp. (A) 6,070 14,629Penn Virginia Corp. (A) 651 6,608PHX Minerals, Inc. 557 1,281




COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)QEP Resources, Inc. 13,169 $ 31,474Range Resources Corp. (A) 13,645 91,422Renewable Energy Group, Inc. (A) 4,097 290,150REX American Resources Corp. (A) 268 19,690SandRidge Energy, Inc. (A) 1,746 5,413Scorpio Tankers, Inc. (B) 2,441 27,315SFL Corp., Ltd. 4,240 26,627SilverBow Resources, Inc. (A) 324 1,720SM Energy Company 6,189 37,877Southwestern Energy Company (A) 42,945 127,976Talos Energy, Inc. (A) 2,469 20,345Targa Resources Corp. 4,673 123,274Teekay Corp. (A) 286 615Teekay Tankers, Ltd., Class A (A) 1,159 12,761World Fuel Services Corp. 3,769 117,442WPX Energy, Inc. (A) 25,019 203,905

5,011,9406,206,630

Financials – 19.4%Banks – 10.4%1st Source Corp. 2,392 96,398Allegiance Bancshares, Inc. 308 10,512Altabancorp 518 14,463American National Bankshares, Inc. 991 25,974American River Bankshares 2,249 29,574Ameris Bancorp 14,831 564,616Arrow Financial Corp. 440 13,160Associated Banc-Corp. 14,499 247,208Atlantic Capital Bancshares, Inc. (A) 667 10,619Atlantic Union Bankshares Corp. 13,155 433,326Banc of California, Inc. 3,461 50,911BancFirst Corp. 230 13,501BancorpSouth Bank 3,862 105,973Bank of Commerce Holdings 2,506 24,809Bank of Marin Bancorp 542 18,612Bank OZK 5,996 187,495BankFinancial Corp. 2,146 18,842BankUnited, Inc. 2,793 97,141Banner Corp. 3,129 145,780Bar Harbor Bankshares 1,690 38,177BCB Bancorp, Inc. 1,477 16,350Berkshire Hills Bancorp, Inc. 3,974 68,035BOK Financial Corp. 1,863 127,578Boston Private Financial Holdings, Inc. 7,971 67,355Bridge Bancorp, Inc. 1,057 25,558Brookline Bancorp, Inc. 7,510 90,420Bryn Mawr Bank Corp. 1,969 60,242Byline Bancorp, Inc. 683 10,552C&F Financial Corp. 627 23,268Cadence BanCorp 4,741 77,847California First National Bancorp 1,653 25,045Camden National Corp. 1,722 61,613Capital City Bank Group, Inc. 1,865 45,842Central Pacific Financial Corp. 2,960 56,270Century Bancorp, Inc., Class A 497 38,448Chemung Financial Corp. 723 24,546CIT Group, Inc. 4,212 151,211City Holding Company 400 27,820Civista Bancshares, Inc. 514 9,010CNB Financial Corp. 1,562 33,255Columbia Banking System, Inc. 3,819 137,102Comerica, Inc. 4,777 266,843Community Trust Bancorp, Inc. 1,588 58,835ConnectOne Bancorp, Inc. 1,273 25,193CrossFirst Bankshares, Inc. (A) 1,024 11,008


COMMON STOCKS (continued)Banks (continued)Customers Bancorp, Inc. (A) 2,391 $ 43,468CVB Financial Corp. 3,279 63,941Dime Community Bancshares, Inc. 3,601 56,788Eagle Bancorp, Inc. 1,535 63,396East West Bancorp, Inc. 461 23,377Enterprise Bancorp, Inc. 246 6,285Enterprise Financial Services Corp. 1,453 50,782Equity Bancshares, Inc., Class A (A) 697 15,048FB Financial Corp. 610 21,185Financial Institutions, Inc. 1,481 33,323First Bancorp (North Carolina) 3,205 108,425First Bancorp (Puerto Rico) 17,832 164,411First Busey Corp. 1,350 29,093First Business Financial Services, Inc. 1,366 25,148First Commonwealth Financial Corp. 9,089 99,434First Community Bankshares, Inc. 2,201 47,498First Financial Bancorp 8,716 152,791First Financial Corp. 1,432 55,633First Financial Northwest, Inc. 1,100 12,540First Foundation, Inc. 1,677 33,540First Hawaiian, Inc. 1,461 34,450First Horizon Corp. 30,320 386,883First Internet Bancorp 377 10,835First Interstate BancSystem, Inc., Class A 1,946 79,338First Merchants Corp. 4,769 178,408First Mid Bancshares, Inc. 349 11,747First Midwest Bancorp, Inc. 7,500 119,400First Northwest Bancorp 800 12,480Flushing Financial Corp. 3,421 56,925FNB Corp. 18,182 172,729Fulton Financial Corp. 13,097 166,594German American Bancorp, Inc. 302 9,993Great Southern Bancorp, Inc. 1,329 64,988Great Western Bancorp, Inc. 3,593 75,094Hancock Whitney Corp. 7,556 257,055Hanmi Financial Corp. 3,082 34,950HarborOne Bancorp, Inc. 3,617 39,281Heartland Financial USA, Inc. 2,428 98,018Heritage Commerce Corp. 2,225 19,736Heritage Financial Corp. 1,481 34,641Hilltop Holdings, Inc. 6,466 177,880Home BancShares, Inc. 1,178 22,947HomeTrust Bancshares, Inc. 560 10,814Hope Bancorp, Inc. 11,326 123,567Horizon Bancorp, Inc. 3,249 51,529Independent Bank Corp. (Massachusetts) 885 64,640Independent Bank Corp. (Michigan) 206 3,805Independent Bank Group, Inc. 1,479 92,467International Bancshares Corp. 5,571 208,578Investors Bancorp, Inc. 22,228 234,728Lakeland Bancorp, Inc. 4,261 54,115Macatawa Bank Corp. 5,091 42,612Mercantile Bank Corp. 1,266 34,397Midland States Bancorp, Inc. 670 11,973MidWestOne Financial Group, Inc. 1,343 32,904National Bank Holdings Corp., Class A 1,336 43,767NBT Bancorp, Inc. 3,264 104,774Nicolet Bankshares, Inc. (A) 565 37,488Northrim BanCorp, Inc. 1,530 51,944Norwood Financial Corp. 1,188 31,090OceanFirst Financial Corp. 1,393 25,952OFG Bancorp 4,824 89,437Old National Bancorp 12,650 209,484Old Second Bancorp, Inc. 2,721 27,482Origin Bancorp, Inc. 515 14,302




COMMON STOCKS (continued)Banks (continued)Pacific Mercantile Bancorp (A) 762 $ 3,917Pacific Premier Bancorp, Inc. 3,858 120,871PacWest Bancorp 9,138 232,105Peapack-Gladstone Financial Corp. 1,625 36,985Penns Woods Bancorp, Inc. 1,188 30,900Peoples Bancorp, Inc. 2,153 58,325People’s United Financial, Inc. 24,691 319,255Pinnacle Financial Partners, Inc. 11,038 710,847Popular, Inc. 6,493 365,686Preferred Bank 589 29,727Premier Financial Bancorp, Inc. 2,821 37,491Prosperity Bancshares, Inc. 2,521 174,857QCR Holdings, Inc. 1,211 47,943Renasant Corp. 4,029 135,697Republic Bancorp, Inc., Class A 1,724 62,185S&T Bancorp, Inc. 3,436 85,350Sandy Spring Bancorp, Inc. 2,800 90,132Seacoast Banking Corp. of Florida (A) 1,191 35,075Shore Bancshares, Inc. 2,225 32,485Sierra Bancorp 1,759 42,075Simmons First National Corp., Class A 6,232 134,549South State Corp. 3,301 238,662Southern First Bancshares, Inc. (A) 237 8,378Southern National Bancorp of

Virginia, Inc. 3,850 46,624Southside Bancshares, Inc. 374 11,605Sterling Bancorp 11,335 203,803Synovus Financial Corp. 4,323 139,936TCF Financial Corp. 8,981 332,477Texas Capital Bancshares, Inc. (A) 2,159 128,461The Bancorp, Inc. (A) 4,825 65,861The Bank of NT Butterfield & Son, Ltd. 752 23,432The First Bancorp, Inc. 1,769 44,933The First Bancshares, Inc. 611 18,868The First of Long Island Corp. 1,039 18,546Towne Bank 4,414 103,641TriCo Bancshares 721 25,437TriState Capital Holdings, Inc. (A) 1,242 21,611Triumph Bancorp, Inc. (A) 997 48,404Trustmark Corp. 5,532 151,079UMB Financial Corp. 939 64,782Umpqua Holdings Corp. 15,792 239,091United Bankshares, Inc. 7,105 230,202United Community Banks, Inc. 5,084 144,589Univest Financial Corp. 2,460 50,627Valley National Bancorp 27,685 269,929Veritex Holdings, Inc. 1,384 35,513Washington Trust Bancorp, Inc. 635 28,448Webster Financial Corp. 466 19,642WesBanco, Inc. 5,327 159,597Wintrust Financial Corp. 1,992 121,691Zions Bancorp NA 8,491 368,849

14,609,839Capital markets – 1.8%Blucora, Inc. (A) 6,814 108,411Cowen, Inc., Class A 2,956 76,826Houlihan Lokey, Inc. 10,509 706,520Invesco, Ltd. 20,349 354,683Janus Henderson Group PLC 8,689 282,479Oppenheimer Holdings, Inc., Class A 1,974 62,043Owl Rock Capital Corp. 7,377 93,393Stifel Financial Corp. 10,831 546,532StoneX Group, Inc. (A) 1,346 77,933Virtus Investment Partners, Inc. 418 90,706


COMMON STOCKS (continued)Capital markets (continued)Waddell & Reed Financial, Inc., Class A 4,577 $ 116,576

2,516,102Consumer finance – 1.4%Ally Financial, Inc. 14,244 507,941Encore Capital Group, Inc. (A) 2,320 90,364Enova International, Inc. (A) 707 17,512EZCORP, Inc., Class A (A) 3,087 14,787LendingClub Corp. (A) 3,292 34,764Navient Corp. 18,244 179,156Nelnet, Inc., Class A 2,648 188,644Nicholas Financial, Inc. (A) 75 629OneMain Holdings, Inc. 7,990 384,798PRA Group, Inc. (A) 1,637 64,923PROG Holdings, Inc. (A) 2,712 146,095Regional Management Corp. 573 17,110Santander Consumer USA Holdings, Inc. 16,731 368,417

2,015,140Diversified financial services – 0.4%Jefferies Financial Group, Inc. 5,497 135,226Marlin Business Services Corp. 1,698 20,784NewStar Financial, Inc. (A)(C) 5,739 583Voya Financial, Inc. 7,710 453,425

610,018Insurance – 3.8%Alleghany Corp. 470 283,734Ambac Financial Group, Inc. (A) 1,536 23,624American Equity Investment Life

Holding Company 7,384 204,241American National Group, Inc. 1,609 154,657Argo Group International Holdings, Ltd. 3,091 135,077Assured Guaranty, Ltd. 6,879 216,620Athene Holding, Ltd., Class A (A) 10,718 462,375Axis Capital Holdings, Ltd. 3,625 182,664Brighthouse Financial, Inc. (A) 3,376 122,228CNA Financial Corp. 627 24,428CNO Financial Group, Inc. 11,081 246,331Donegal Group, Inc., Class A 2,876 40,465Employers Holdings, Inc. 2,717 87,460Enstar Group, Ltd. (A) 623 127,646Everest Re Group, Ltd. 1,372 321,171FBL Financial Group, Inc., Class A 2,068 108,591FedNat Holding Company 1,090 6,453First American Financial Corp. 439 22,666Genworth Financial, Inc., Class A (A) 14,291 54,020Global Indemnity Group LLC, Class A 1,190 34,022Greenlight Capital Re, Ltd., Class A (A) 2,616 19,123Hallmark Financial Services, Inc. (A) 4,008 14,268Heritage Insurance Holdings, Inc. 9,978 101,077Horace Mann Educators Corp. 3,603 151,470Independence Holding Company 1,947 79,827Investors Title Company 189 28,917Lincoln National Corp. 7,277 366,106Maiden Holdings, Ltd. (A) 7,320 18,227MBIA, Inc. (A) 4,333 28,511Mercury General Corp. 1,185 61,869National General Holdings Corp. 6,267 214,206National Western Life Group, Inc., Class A 221 45,623Old Republic International Corp. 10,611 209,143ProAssurance Corp. 2,100 37,359Protective Insurance Corp., Class B 1,154 15,821Reinsurance Group of America, Inc. 2,994 347,005Safety Insurance Group, Inc. 612 47,675State Auto Financial Corp. 3,787 67,181Stewart Information Services Corp. 2,162 104,554




COMMON STOCKS (continued)Insurance (continued)Third Point Reinsurance, Ltd. (A) 2,292 $ 21,820United Fire Group, Inc. 1,897 47,615United Insurance Holdings Corp. 1,482 8,477Unum Group 11,366 260,736White Mountains Insurance Group, Ltd. 119 119,079

5,274,162Thrifts and mortgage finance – 1.6%Axos Financial, Inc. (A) 1,833 68,792Capitol Federal Financial, Inc. 12,278 153,475ESSA Bancorp, Inc. 897 13,455Federal Agricultural Mortgage Corp.,

Class C 1,163 86,353Flagstar Bancorp, Inc. 4,596 187,333Home Bancorp, Inc. 902 25,247HomeStreet, Inc. 1,732 58,455Kearny Financial Corp. 5,361 56,612Meridian Bancorp, Inc. 1,625 24,229Meta Financial Group, Inc. 2,595 94,873MGIC Investment Corp. 8,611 108,068Mr. Cooper Group, Inc. (A) 2,737 84,929New York Community Bancorp, Inc. 28,861 304,484Northfield Bancorp, Inc. 4,819 59,418Northwest Bancshares, Inc. 8,845 112,685PennyMac Financial Services, Inc. 673 44,162Premier Financial Corp. 2,855 65,665Provident Financial Holdings, Inc. 1,778 27,932Provident Financial Services, Inc. 4,435 79,653Prudential Bancorp, Inc. 1,696 23,490Radian Group, Inc. 5,799 117,430Riverview Bancorp, Inc. 5,483 28,841Southern Missouri Bancorp, Inc. 1,012 30,805Territorial Bancorp, Inc. 1,722 41,380TrustCo Bank Corp. 9,134 60,924Walker & Dunlop, Inc. 517 47,574Washington Federal, Inc. 2,236 57,555Waterstone Financial, Inc. 3,099 58,323Western New England Bancorp, Inc. 4,739 32,652WSFS Financial Corp. 3,099 139,083

2,293,87727,319,138

Health care – 13.4%Biotechnology – 4.3%Achillion Pharmaceuticals, Inc. (A)(C) 10,940 16,357Albireo Pharma, Inc. (A) 12,550 470,751Amicus Therapeutics, Inc. (A) 26,437 610,430AnaptysBio, Inc. (A) 1,489 32,014Anika Therapeutics, Inc. (A) 533 24,124Arena Pharmaceuticals, Inc. (A) 6,177 474,579Biohaven Pharmaceutical Holding

Company, Ltd. (A) 6,130 525,402Chimerix, Inc. (A) 2,352 11,360Concert Pharmaceuticals, Inc. (A) 1,198 15,143Emergent BioSolutions, Inc. (A) 7,618 682,573Enanta Pharmaceuticals, Inc. (A) 400 16,840Five Prime Therapeutics, Inc. (A) 1,389 23,627Halozyme Therapeutics, Inc. (A) 12,640 539,854Insmed, Inc. (A) 9,600 319,584Ligand Pharmaceuticals, Inc. (A)(B) 163 16,210Myriad Genetics, Inc. (A) 1,802 35,635OPKO Health, Inc. (A)(B) 2,204 8,706Oyster Point Pharma, Inc. (A) 21,344 401,694PDL BioPharma, Inc. (A) 5,434 13,422Prothena Corp. PLC (A) 779 9,356Travere Therapeutics, Inc. (A) 19,852 541,066


COMMON STOCKS (continued)Biotechnology (continued)United Therapeutics Corp. (A) 809 $ 122,798Vanda Pharmaceuticals, Inc. (A) 3,056 40,156Veracyte, Inc. (A) 8,811 431,210Vericel Corp. (A) 20,256 625,505

6,008,396Health care equipment and supplies – 3.2%AngioDynamics, Inc. (A) 5,377 82,429AtriCure, Inc. (A) 9,939 553,304Avanos Medical, Inc. (A) 3,306 151,679Cantel Medical Corp. 630 49,682Cardiovascular Systems, Inc. (A) 10,644 465,781CONMED Corp. 535 59,920CryoLife, Inc. (A) 16,983 400,969Envista Holdings Corp. (A) 6,183 208,553FONAR Corp. (A) 463 8,038Globus Medical, Inc., Class A (A) 10,661 695,310Haemonetics Corp. (A) 3,894 462,413ICU Medical, Inc. (A) 1,991 427,050Inogen, Inc. (A) 400 17,872Integer Holdings Corp. (A) 2,433 197,535Integra LifeSciences Holdings Corp. (A) 7,098 460,802Invacare Corp. 3,396 30,394Kewaunee Scientific Corp. (A) 83 1,047LENSAR, Inc. (A) 783 5,677Merit Medical Systems, Inc. (A) 1,549 85,985Natus Medical, Inc. (A) 613 12,285NuVasive, Inc. (A) 1,639 92,325Orthofix Medical, Inc. (A) 541 23,252Surgalign Holdings, Inc. (A) 4,931 10,799Varex Imaging Corp. (A) 1,166 19,449

4,522,550Health care providers and services – 3.2%Acadia Healthcare Company, Inc. (A) 13,918 699,519Addus HomeCare Corp. (A) 448 52,456AMN Healthcare Services, Inc. (A) 590 40,268Brookdale Senior Living, Inc. (A) 14,058 62,277Castle Biosciences, Inc. (A) 8,176 549,018Covetrus, Inc. (A) 1,435 41,242Cross Country Healthcare, Inc. (A) 2,734 24,251HealthEquity, Inc. (A) 8,433 587,864LHC Group, Inc. (A) 3,398 724,861Magellan Health, Inc. (A) 2,125 176,035MedCath Corp. (A)(C) 3,806 1,903MEDNAX, Inc. (A) 6,772 166,185National HealthCare Corp. 1,628 108,115Option Care Health, Inc. (A) 1,559 24,383Owens & Minor, Inc. 5,919 160,109Patterson Companies, Inc. 4,209 124,713Premier, Inc., Class A 2,195 77,045Select Medical Holdings Corp. (A) 9,218 254,970Star Equity Holdings, Inc. (A) 310 1,113Surgery Partners, Inc. (A) 664 19,263The Pennant Group, Inc. (A) 526 30,540The Providence Service Corp. (A) 887 122,965Triple-S Management Corp., Class B (A) 2,760 58,926US Physical Therapy, Inc. 3,530 424,483

4,532,504Health care technology – 0.5%Allscripts Healthcare Solutions, Inc. (A) 9,018 130,220Evolent Health, Inc., Class A (A) 2,142 34,336HealthStream, Inc. (A) 1,369 29,899HMS Holdings Corp. (A) 11,815 434,201NextGen Healthcare, Inc. (A) 1,561 28,473

657,129




COMMON STOCKS (continued)Life sciences tools and services – 0.9%Harvard Bioscience, Inc. (A) 6,562 $ 28,151Luminex Corp. 2,011 46,494Medpace Holdings, Inc. (A) 4,100 570,720Syneos Health, Inc. (A) 9,832 669,854

1,315,219Pharmaceuticals – 1.3%Amphastar Pharmaceuticals, Inc. (A) 600 12,066Cumberland Pharmaceuticals, Inc. (A) 956 2,811Endo International PLC (A) 2,935 21,073GW Pharmaceuticals PLC, ADR (A) 3,278 378,314Jazz Pharmaceuticals PLC (A) 733 120,982Perrigo Company PLC 4,847 216,758Prestige Consumer Healthcare, Inc. (A) 1,934 67,439Supernus Pharmaceuticals, Inc. (A) 18,093 455,220Taro Pharmaceutical Industries, Ltd. (A) 303 22,246Viatris, Inc. (A) 5,117 95,893Zogenix, Inc. (A) 23,761 474,982

1,867,78418,903,582

Industrials – 19.6%Aerospace and defense – 0.9%AAR Corp. 3,682 133,362CPI Aerostructures, Inc. (A) 1,400 5,363Cubic Corp. 2,425 150,447Curtiss-Wright Corp. 1,375 159,981Ducommun, Inc. (A) 1,674 89,894Hexcel Corp. 1,878 91,064Kaman Corp. 2,106 120,316Maxar Technologies, Inc. 1,000 38,590Moog, Inc., Class A 1,748 138,616National Presto Industries, Inc. 244 21,577Park Aerospace Corp. 2,083 27,933SIFCO Industries, Inc. (A) 1,000 8,400Spirit AeroSystems Holdings, Inc., Class A 477 18,646Textron, Inc. 4,476 216,325Vectrus, Inc. (A) 608 30,230

1,250,744Air freight and logistics – 0.6%Air Transport Services Group, Inc. (A) 855 26,796Atlas Air Worldwide Holdings, Inc. (A) 2,943 160,511Echo Global Logistics, Inc. (A) 2,257 60,533Forward Air Corp. 1,054 80,989Hub Group, Inc., Class A (A) 2,878 164,046Radiant Logistics, Inc. (A) 1,875 10,875XPO Logistics, Inc. (A) 2,429 289,537

793,287Airlines – 0.7%Alaska Air Group, Inc. 6,381 331,812Allegiant Travel Company 168 31,792Copa Holdings SA, Class A 905 69,893Hawaiian Holdings, Inc. 2,263 40,055JetBlue Airways Corp. (A) 16,172 235,141SkyWest, Inc. 4,337 174,824Spirit Airlines, Inc. (A)(B) 5,299 129,561

1,013,078Building products – 1.3%American Woodmark Corp. (A) 501 47,019Apogee Enterprises, Inc. 1,785 56,549Armstrong Flooring, Inc. (A) 1,831 6,994Builders FirstSource, Inc. (A) 2,150 87,742Gibraltar Industries, Inc. (A) 9,678 696,235Griffon Corp. 3,371 68,701Insteel Industries, Inc. 1,989 44,295


COMMON STOCKS (continued)Building products (continued)JELD-WEN Holding, Inc. (A) 8,190 $ 207,698Masonite International Corp. (A) 1,346 132,366PGT Innovations, Inc. (A) 784 15,947Quanex Building Products Corp. 3,929 87,106Resideo Technologies, Inc. (A) 4,444 94,479UFP Industries, Inc. 4,551 252,808

1,797,939Commercial services and supplies – 1.7%ABM Industries, Inc. 6,128 231,884ACCO Brands Corp. 7,990 67,516Acme United Corp. 733 22,085ADT, Inc. 15,484 121,549Brady Corp., Class A 874 46,165BrightView Holdings, Inc. (A) 3,362 50,833CECO Environmental Corp. (A) 1,395 9,709Civeo Corp. (A) 673 9,355Clean Harbors, Inc. (A) 2,053 156,233Ennis, Inc. 2,608 46,553Harsco Corp. (A) 1,730 31,105Heritage-Crystal Clean, Inc. (A) 1,877 39,548Herman Miller, Inc. 533 18,015HNI Corp. 980 33,771Interface, Inc. 1,199 12,590KAR Auction Services, Inc. 3,034 56,463Kimball International, Inc., Class B 966 11,544Knoll, Inc. 1,100 16,148Matthews International Corp., Class A 1,190 34,986McGrath RentCorp 2,000 134,200NL Industries, Inc. 3,260 15,583PICO Holdings, Inc. (A) 2,493 23,310Ritchie Brothers Auctioneers, Inc. 13,344 928,075SP Plus Corp. (A) 890 25,659Steelcase, Inc., Class A 4,596 62,276Team, Inc. (A) 2,106 22,955UniFirst Corp. 441 93,355Viad Corp. 1,664 60,187Virco Manufacturing Corp. (A) 1,200 3,036VSE Corp. 1,368 52,654

2,437,342Construction and engineering – 1.9%Aegion Corp. (A) 3,021 57,369Ameresco, Inc., Class A (A) 2,164 113,047API Group Corp. (A)(D) 2,846 51,655Arcosa, Inc. 4,310 236,748Argan, Inc. 604 26,872Comfort Systems USA, Inc. 400 21,064Dycom Industries, Inc. (A) 4,143 312,879EMCOR Group, Inc. 1,077 98,502Fluor Corp. 4,059 64,822Granite Construction, Inc. 4,459 119,100Great Lakes Dredge & Dock Corp. (A) 8,200 107,994IES Holdings, Inc. (A) 237 10,911MasTec, Inc. (A) 4,355 296,924MYR Group, Inc. (A) 1,743 104,754Northwest Pipe Company (A) 1,706 48,280NV5 Global, Inc. (A) 290 22,846Orion Group Holdings, Inc. (A) 4,263 21,144Primoris Services Corp. 3,474 95,917Quanta Services, Inc. 6,258 450,701Sterling Construction Company, Inc. (A) 2,528 47,046Tutor Perini Corp. (A) 4,867 63,028Valmont Industries, Inc. 493 86,240WillScot Mobile Mini Holdings Corp. (A) 9,184 212,793

2,670,636




COMMON STOCKS (continued)Electrical equipment – 0.9%Acuity Brands, Inc. 150 $ 18,164AZZ, Inc. 1,638 77,707Encore Wire Corp. 2,149 130,165EnerSys 563 46,763LSI Industries, Inc. 4,131 35,361nVent Electric PLC 4,483 104,409Powell Industries, Inc. 1,244 36,686Preformed Line Products Company 984 67,345Regal Beloit Corp. 2,002 245,866Sensata Technologies Holding PLC (A) 5,978 315,280Thermon Group Holdings, Inc. (A) 13,920 217,570Ultralife Corp. (A) 1,984 12,836

1,308,152Industrial conglomerates – 0.2%Carlisle Companies, Inc. 2,110 329,540Machinery – 5.6%AGCO Corp. 3,829 394,732Alamo Group, Inc. 4,785 660,091Albany International Corp., Class A 1,064 78,119Altra Industrial Motion Corp. 790 43,790Astec Industries, Inc. 2,415 139,780Barnes Group, Inc. 2,872 145,582Chart Industries, Inc. (A) 2,822 332,403CIRCOR International, Inc. (A) 1,614 62,042Colfax Corp. (A) 8,935 341,674Columbus McKinnon Corp. 2,178 83,722Crane Company 882 68,496EnPro Industries, Inc. 503 37,987ESCO Technologies, Inc. 2,085 215,214Federal Signal Corp. 4,369 144,920Franklin Electric Company, Inc. 886 61,320FreightCar America, Inc. (A) 735 1,771Gates Industrial Corp. PLC (A) 4,373 55,799Gencor Industries, Inc. (A) 2,100 25,830Graham Corp. 333 5,055Helios Technologies, Inc. 4,442 236,714Hillenbrand, Inc. 740 29,452Hurco Companies, Inc. 1,054 31,620Hyster-Yale Materials Handling, Inc. 970 57,764ITT, Inc. 1,509 116,223Kadant, Inc. 218 30,734Kennametal, Inc. 1,872 67,841LB Foster Company, Class A (A) 1,699 25,570Lydall, Inc. (A) 338 10,150Miller Industries, Inc. 1,706 64,862Mueller Industries, Inc. 854 29,984Mueller Water Products, Inc., Class A 1,896 23,472NN, Inc. (A) 2,376 15,610Oshkosh Corp. 2,932 252,357Park-Ohio Holdings Corp. 749 23,144Perma-Pipe International Holdings, Inc. (A) 1,100 6,666RBC Bearings, Inc. (A) 3,511 628,609Rexnord Corp. 4,614 182,207Snap-on, Inc. 2,258 386,434SPX FLOW, Inc. (A) 2,346 135,974Terex Corp. 1,593 55,580The Eastern Company 1,471 35,451The Gorman-Rupp Company 826 26,804The Greenbrier Companies, Inc. 3,369 122,564The LS Starrett Company, Class A (A) 1,530 6,472The Manitowoc Company, Inc. (A) 2,882 38,359The Middleby Corp. (A) 2,184 281,561The Shyft Group, Inc. 29,653 841,552The Timken Company 3,006 232,544Titan International, Inc. 3,936 19,129


COMMON STOCKS (continued)Machinery (continued)TriMas Corp. (A) 1,856 $ 58,780Trinity Industries, Inc. 10,057 265,404Twin Disc, Inc. (A) 1,650 12,953Wabash National Corp. 3,712 63,958Woodward, Inc. 4,787 581,764

7,896,589Marine – 0.3%Costamare, Inc. 3,754 31,083Eagle Bulk Shipping, Inc. (A) 393 7,467Genco Shipping & Trading, Ltd. 1,028 7,566Kirby Corp. (A) 2,094 108,532Matson, Inc. 3,414 194,496Scorpio Bulkers, Inc. 512 8,668SEACOR Holdings, Inc. (A) 2,019 83,688

441,500Professional services – 1.8%Acacia Research Corp. (A) 2,172 8,558ASGN, Inc. (A) 1,215 101,489CBIZ, Inc. (A) 4,857 129,245CRA International, Inc. 1,251 63,713Exponent, Inc. 7,023 632,281Forrester Research, Inc. (A) 7,999 335,158FTI Consulting, Inc. (A) 753 84,125GP Strategies Corp. (A) 1,125 13,343Heidrick & Struggles International, Inc. 1,972 57,937Hill International, Inc. (A) 3,275 6,288Huron Consulting Group, Inc. (A) 1,611 94,968ICF International, Inc. 1,629 121,084Kelly Services, Inc., Class A 4,330 89,068Korn Ferry 4,157 180,830ManpowerGroup, Inc. 2,034 183,426Mistras Group, Inc. (A) 1,232 9,560Nielsen Holdings PLC 14,162 295,561RCM Technologies, Inc. (A) 300 621Resources Connection, Inc. 4,120 51,788TrueBlue, Inc. (A) 2,519 47,080

2,506,123Road and rail – 1.4%AMERCO 819 371,793ArcBest Corp. 2,353 100,403Covenant Logistics Group, Inc. (A) 1,513 22,408Heartland Express, Inc. 1,076 19,476Knight-Swift Transportation Holdings, Inc. 12,827 536,425Marten Transport, Ltd. 7,368 126,951P.A.M. Transportation Services, Inc. (A) 675 33,075Patriot Transportation Holding, Inc. 450 3,951Ryder System, Inc. 4,039 249,449Saia, Inc. (A) 1,258 227,446Schneider National, Inc., Class B 2,862 59,243USA Truck, Inc. (A) 1,375 12,279Werner Enterprises, Inc. 4,946 193,982

1,956,881Trading companies and distributors – 2.2%Air Lease Corp. 8,650 384,233Applied Industrial Technologies, Inc. 205 15,988Beacon Roofing Supply, Inc. (A) 3,611 145,126BMC Stock Holdings, Inc. (A) 2,274 122,068CAI International, Inc. 1,738 54,295DXP Enterprises, Inc. (A) 967 21,496GATX Corp. 3,170 263,681Houston Wire & Cable Company (A) 3,039 8,479Lawson Products, Inc. (A) 591 30,088MRC Global, Inc. (A) 2,745 18,199




COMMON STOCKS (continued)Trading companies and distributors (continued)MSC Industrial Direct Company, Inc.,

Class A 878 $ 74,094NOW, Inc. (A) 9,114 65,439Rush Enterprises, Inc., Class A 3,370 139,585Rush Enterprises, Inc., Class B 1,117 42,323SiteOne Landscape Supply, Inc. (A) 5,779 916,723Textainer Group Holdings, Ltd. (A) 1,991 38,187Titan Machinery, Inc. (A) 2,816 55,053Transcat, Inc. (A) 1,132 39,258Triton International, Ltd. 5,687 275,876Univar Solutions, Inc. (A) 3,749 71,268Veritiv Corp. (A) 889 18,482WESCO International, Inc. (A) 4,087 320,830Willis Lease Finance Corp. (A) 406 12,367

3,133,138Transportation infrastructure – 0.1%Macquarie Infrastructure Corp. 4,124 154,856

27,689,805Information technology – 13.6%Communications equipment – 1.1%ADTRAN, Inc. 5,269 77,823BK Technologies Corp. 2,100 6,363CalAmp Corp. (A) 900 8,928Calix, Inc. (A) 1,577 46,932Communications Systems, Inc. 1,800 8,226Comtech Telecommunications Corp. 3,221 66,642Digi International, Inc. (A) 4,013 75,846EchoStar Corp., Class A (A) 4,430 93,872Harmonic, Inc. (A) 4,356 32,191InterDigital, Inc. 1,773 107,586Juniper Networks, Inc. 11,220 252,562NETGEAR, Inc. (A) 2,991 121,524NetScout Systems, Inc. (A) 5,458 149,658Optical Cable Corp. (A) 931 2,495Ribbon Communications, Inc. (A) 1,083 7,104TESSCO Technologies, Inc. 1,750 10,920ViaSat, Inc. (A) 823 26,871Viavi Solutions, Inc. (A) 31,732 475,187

1,570,730Electronic equipment, instruments and components – 3.5%ADDvantage Technologies Group, Inc. (A) 428 1,280Arlo Technologies, Inc. (A) 6,715 52,310Arrow Electronics, Inc. (A) 6,456 628,169Avnet, Inc. 9,371 329,016Bel Fuse, Inc., Class B 1,641 24,664Belden, Inc. 1,539 64,484Benchmark Electronics, Inc. 3,813 102,989CTS Corp. 3,310 113,632Daktronics, Inc. 3,929 18,388ePlus, Inc. (A) 950 83,553Fabrinet (A) 2,958 229,511Flex, Ltd. (A) 22,654 407,319Frequency Electronics, Inc. (A) 1,783 19,274Insight Enterprises, Inc. (A) 2,606 198,291Jabil, Inc. 9,420 400,633Key Tronic Corp. (A) 1,900 13,110Kimball Electronics, Inc. (A) 3,614 57,788Knowles Corp. (A) 6,866 126,540Methode Electronics, Inc. 1,177 45,056MTS Systems Corp. 626 36,408OSI Systems, Inc. (A) 1,047 97,601PC Connection, Inc. (A) 2,691 127,257Plexus Corp. (A) 2,386 186,609RF Industries, Ltd. 120 589


COMMON STOCKS (continued)Electronic equipment, instruments andcomponents (continued)Richardson Electronics, Ltd. 2,384 $ 11,229Rogers Corp. (A) 3,582 556,249Sanmina Corp. (A) 5,879 187,481ScanSource, Inc. (A) 2,542 67,058SYNNEX Corp. 3,306 269,241TTM Technologies, Inc. (A) 9,753 134,543Vishay Intertechnology, Inc. 10,845 224,600Vishay Precision Group, Inc. (A) 1,686 53,075

4,867,947IT services – 1.9%Alliance Data Systems Corp. 237 17,562CACI International, Inc., Class A (A) 2,675 666,958Concentrix Corp. (A) 3,306 326,302Conduent, Inc. (A) 5,456 26,189DXC Technology Company 10,334 266,101Endava PLC, ADR (A) 9,699 744,398KBR, Inc. 6,509 201,323ManTech International Corp., Class A 2,267 201,627MAXIMUS, Inc. 559 40,913Perficient, Inc. (A) 2,157 102,781Sykes Enterprises, Inc. (A) 3,351 126,232

2,720,386Semiconductors and semiconductor equipment – 3.6%Alpha & Omega Semiconductor, Ltd. (A) 3,269 77,279Amkor Technology, Inc. 18,705 282,071Amtech Systems, Inc. (A) 2,404 15,338Axcelis Technologies, Inc. (A)(B) 3,360 97,843AXT, Inc. (A) 4,229 40,472Brooks Automation, Inc. 6,578 446,317CMC Materials, Inc. 2,053 310,619Cohu, Inc. 3,425 130,767Diodes, Inc. (A) 3,133 220,877DSP Group, Inc. (A) 1,080 17,917Entegris, Inc. 6,450 619,845First Solar, Inc. (A) 4,609 455,922FormFactor, Inc. (A) 1,299 55,883GSI Technology, Inc. (A) 3,507 25,952Kulicke & Soffa Industries, Inc. 4,804 152,815MACOM Technology Solutions

Holdings, Inc. (A) 8,335 458,758MagnaChip Semiconductor Corp. (A) 799 10,802NeoPhotonics Corp. (A) 3,808 34,615ON Semiconductor Corp. (A) 6,724 220,077Onto Innovation, Inc. (A) 1,739 82,689PDF Solutions, Inc. (A) 2,193 47,369Photronics, Inc. (A) 7,002 78,142Power Integrations, Inc. 5,704 466,929Rambus, Inc. (A) 4,286 74,834Silicon Laboratories, Inc. (A) 3,534 450,020Synaptics, Inc. (A) 187 18,027Ultra Clean Holdings, Inc. (A) 2,706 84,292Veeco Instruments, Inc. (A) 2,996 52,011

5,028,482Software – 3.2%Aware, Inc. (A) 2,160 7,560Bottomline Technologies DE, Inc. (A) 5,101 269,027Cerence, Inc. (A) 8,856 889,851Ebix, Inc. 954 36,223j2 Global, Inc. (A) 1,241 121,233Mimecast, Ltd. (A) 13,494 766,999OneSpan, Inc. (A) 1,048 21,673Paylocity Holding Corp. (A) 4,790 986,309Rapid7, Inc. (A) 9,410 848,406




COMMON STOCKS (continued)Software (continued)The Descartes Systems Group, Inc. (A) 6,811 $ 398,307Verint Systems, Inc. (A) 402 27,006Xperi Holding Corp. 4,859 101,553

4,474,147Technology hardware, storage and peripherals – 0.3%AstroNova, Inc. 1,439 15,325NCR Corp. (A) 423 15,892Stratasys, Ltd. (A)(B) 2,906 60,212Super Micro Computer, Inc. (A) 4,394 139,114Xerox Holdings Corp. 8,939 207,295

437,83819,099,530

Materials – 6.6%Chemicals – 3.4%AdvanSix, Inc. (A) 895 17,891American Vanguard Corp. 2,118 32,871Ashland Global Holdings, Inc. 2,215 175,428Avient Corp. 15,170 611,048Balchem Corp. 4,202 484,154Cabot Corp. 1,518 68,128CF Industries Holdings, Inc. 9,411 364,300Core Molding Technologies, Inc. (A) 1,000 14,080Element Solutions, Inc. 14,525 257,528Ferro Corp. (A) 1,600 23,408Flotek Industries, Inc. (A) 1,771 3,737FutureFuel Corp. 4,276 54,305GCP Applied Technologies, Inc. (A) 1,786 42,239Hawkins, Inc. 730 38,186HB Fuller Company 3,426 177,741Huntsman Corp. 15,185 381,751Innospec, Inc. 1,994 180,916Intrepid Potash, Inc. (A) 504 12,172Kraton Corp. (A) 3,085 85,732Kronos Worldwide, Inc. 1,438 21,441LSB Industries, Inc. (A) 567 1,922Minerals Technologies, Inc. 2,502 155,424Olin Corp. 6,642 163,128PQ Group Holdings, Inc. 2,944 41,981Quaker Chemical Corp. 1,765 447,233Rayonier Advanced Materials, Inc. (A) 800 5,216Sensient Technologies Corp. 476 35,115Stepan Company 1,533 182,918The Mosaic Company 3,180 73,172Trecora Resources (A) 2,774 19,390Tredegar Corp. 1,654 27,622Trinseo SA 940 48,137Tronox Holdings PLC, Class A 4,982 72,837Westlake Chemical Corp. 5,483 447,413

4,768,564Construction materials – 0.1%Summit Materials, Inc., Class A (A) 6,168 123,853U.S. Concrete, Inc. (A) 268 10,712United States Lime & Minerals, Inc. 686 78,204

212,769Containers and packaging – 0.7%Graphic Packaging Holding Company 12,264 207,752Greif, Inc., Class A 1,678 78,665Greif, Inc., Class B 498 24,093Silgan Holdings, Inc. 818 30,331Sonoco Products Company 2,431 144,037Westrock Company 10,123 440,654

925,532


COMMON STOCKS (continued)Metals and mining – 1.9%Alcoa Corp. (A) 9,078 $ 209,248Allegheny Technologies, Inc. (A) 5,052 84,722Ampco-Pittsburgh Corp. (A) 1,644 9,009Carpenter Technology Corp. 4,255 123,906Century Aluminum Company (A) 6,579 72,566Coeur Mining, Inc. (A) 5,562 57,567Commercial Metals Company 7,031 144,417Ferroglobe PLC (A) 3,057 5,013Friedman Industries, Inc. 1,511 10,365Haynes International, Inc. 458 10,919Hecla Mining Company 35,139 227,701Materion Corp. 2,048 130,499Nexa Resources SA 900 8,676Olympic Steel, Inc. 2,383 31,765Reliance Steel & Aluminum Company 4,588 549,413Schnitzer Steel Industries, Inc., Class A 3,662 116,854Steel Dynamics, Inc. 13,028 480,342SunCoke Energy, Inc. 6,433 27,984Synalloy Corp. (A) 2,039 15,904TimkenSteel Corp. (A) 2,689 12,558United States Steel Corp. 9,180 153,949Universal Stainless & Alloy

Products, Inc. (A) 1,562 11,684Warrior Met Coal, Inc. 3,785 80,696Worthington Industries, Inc. 2,841 145,857

2,721,614Paper and forest products – 0.5%Boise Cascade Company 2,384 113,955Clearwater Paper Corp. (A) 1,597 60,287Domtar Corp. 4,813 152,331Glatfelter Corp. 4,610 75,512Louisiana-Pacific Corp. 685 25,461Mercer International, Inc. 8,558 87,720Neenah, Inc. 193 10,677Resolute Forest Products, Inc. (A) 9,682 63,320Schweitzer-Mauduit International, Inc. 1,971 79,254Verso Corp., Class A 1,405 16,888

685,4059,313,884

Real estate – 1.8%Equity real estate investment trusts – 1.1%Easterly Government Properties, Inc. 13,420 303,963QTS Realty Trust, Inc., Class A 10,110 625,607STAG Industrial, Inc. 18,867 590,914

1,520,484Real estate management and development – 0.7%BBX Capital, Inc. (A) 348 1,980CTO Realty Growth, Inc. 220 9,275Cushman & Wakefield PLC (A) 5,999 88,965Forestar Group, Inc. (A) 1,913 38,604FRP Holdings, Inc. (A) 722 32,887Griffin Industrial Realty, Inc. (A) 892 55,750Jones Lang LaSalle, Inc. (A) 2,871 425,970Kennedy-Wilson Holdings, Inc. 696 12,451Marcus & Millichap, Inc. (A) 1,253 46,649Rafael Holdings, Inc., Class B (A) 500 11,660RE/MAX Holdings, Inc., Class A 493 17,911Realogy Holdings Corp. (A) 9,825 128,904Stratus Properties, Inc. (A) 1,025 26,138Tejon Ranch Company (A) 1,709 24,695The Howard Hughes Corp. (A) 1,077 85,008




COMMON STOCKS (continued)Real estate management and development (continued)The St. Joe Company 1,296 $ 55,015

1,061,8622,582,346

Utilities – 0.5%Independent power and renewable electricity producers –0.5%Brookfield Renewable Corp., Class A 2,232 130,059Ormat Technologies, Inc. 720 65,002Vistra Corp. 22,923 450,666

645,727Multi-utilities – 0.0%MDU Resources Group, Inc. 2,346 61,794


PREFERRED SECURITIES – 0.1%Consumer discretionary – 0.1%Internet and direct marketing retail – 0.1%Qurate Retail, Inc., 8.000% 615 60,885Industrials – 0.0%Trading companies and distributors – 0.0%WESCO International, Inc. (10.625% to

6-22-25, then 5 Year CMT + 10.325%) 1,507 47,094TOTAL PREFERRED SECURITIES (Cost $134,945) $ 107,979


0.1386% (E)(F) 118,737 1,188,093State Street Institutional Treasury Money

Market Fund, Premier Class,0.0100% (E) 702,469 702,469

State Street Institutional U.S. GovernmentMoney Market Fund, Premier Class,0.0300% (E) 426,915 426,915

TOTAL SHORT-TERM INVESTMENTS (Cost $2,317,624) $ 2,317,477Total Investments (Small Cap Opportunities Trust)


Security Abbreviations and LegendADR American Depositary ReceiptCMT Constant Maturity Treasury(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Security is valued using significant unobservable inputs and is





Small Cap Stock TrustShares orPrincipalAmount Value

COMMON STOCKS – 96.1%Communication services – 1.9%Diversified telecommunication services – 0.8%Bandwidth, Inc., Class A (A) 21,717 $ 3,337,251Media – 1.1%Cardlytics, Inc. (A)(B) 35,157 5,019,365

8,356,616Consumer discretionary – 15.8%Auto components – 0.9%Fox Factory Holding Corp. (A) 37,502 3,964,336Automobiles – 0.9%Thor Industries, Inc. 41,882 3,894,607Diversified consumer services – 2.1%Chegg, Inc. (A) 102,735 9,280,053Hotels, restaurants and leisure – 2.9%GAN, Ltd. (A)(B) 74,437 1,509,582Penn National Gaming, Inc. (A) 78,607 6,789,287Planet Fitness, Inc., Class A (A) 57,032 4,427,394

12,726,263Household durables – 2.4%Cavco Industries, Inc. (A) 21,154 3,711,469Century Communities, Inc. (A) 61,826 2,706,742Skyline Champion Corp. (A) 134,401 4,158,367

10,576,578Leisure products – 1.5%Polaris, Inc. 34,182 3,256,861YETI Holdings, Inc. (A) 46,936 3,213,708

6,470,569Multiline retail – 1.1%Ollie’s Bargain Outlet Holdings, Inc. (A) 59,594 4,873,001Specialty retail – 2.9%Five Below, Inc. (A) 36,187 6,332,001Floor & Decor Holdings, Inc., Class A (A) 70,467 6,542,861

12,874,862Textiles, apparel and luxury goods – 1.1%Wolverine World Wide, Inc. 149,754 4,679,813

69,340,082Consumer staples – 0.8%Beverages – 0.8%The Boston Beer Company, Inc.,

Class A (A) 3,548 3,527,741Financials – 5.8%Banks – 2.0%Sterling Bancorp 221,773 3,987,479Western Alliance Bancorp 85,339 5,116,073

9,103,552Capital markets – 1.6%Ares Management Corp., Class A 67,838 3,191,778BowX Acquisition Corp. (A) 222,900 2,385,030Hamilton Lane, Inc., Class A 19,495 1,521,585

7,098,393Consumer finance – 0.9%PRA Group, Inc. (A) 97,030 3,848,210Insurance – 0.5%James River Group Holdings, Ltd. 43,446 2,135,371Mortgage real estate investment trusts – 0.8%Hannon Armstrong Sustainable

Infrastructure Capital, Inc. 53,782 3,411,39225,596,918

Health care – 30.1%



Small Cap Stock Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Biotechnology – 17.3%Acceleron Pharma, Inc. (A) 18,488 $ 2,365,355Allakos, Inc. (A) 25,541 3,575,740ALX Oncology Holdings, Inc. (A)(B) 50,266 4,332,929Amicus Therapeutics, Inc. (A) 209,998 4,848,854Apellis Pharmaceuticals, Inc. (A) 39,629 2,266,779Arena Pharmaceuticals, Inc. (A) 27,293 2,096,921Ascendis Pharma A/S, ADR (A) 18,743 3,125,958Blueprint Medicines Corp. (A) 23,111 2,591,899ChemoCentryx, Inc. (A) 32,735 2,026,951Constellation Pharmaceuticals, Inc. (A) 56,479 1,626,595Five Prime Therapeutics, Inc. (A) 81,429 1,385,107Freeline Therapeutics Holdings PLC,

ADR (A)(B) 79,632 1,454,080Global Blood Therapeutics, Inc. (A) 34,928 1,512,732Heron Therapeutics, Inc. (A) 162,887 3,447,503ImmunoGen, Inc. (A) 322,465 2,079,899Iovance Biotherapeutics, Inc. (A) 58,808 2,728,691Kodiak Sciences, Inc. (A) 41,693 6,125,119Kura Oncology, Inc. (A) 44,213 1,443,997Mersana Therapeutics, Inc. (A) 71,658 1,906,819Mirati Therapeutics, Inc. (A) 22,173 4,870,078PTC Therapeutics, Inc. (A) 66,389 4,051,721RAPT Therapeutics, Inc. (A)(B) 32,788 647,563Rocket Pharmaceuticals, Inc. (A) 38,876 2,131,960TG Therapeutics, Inc. (A) 95,744 4,980,603Turning Point Therapeutics, Inc. (A) 32,271 3,932,221UroGen Pharma, Ltd. (A)(B) 95,536 1,721,559Y-mAbs Therapeutics, Inc. (A) 52,333 2,591,007

75,868,640Health care equipment and supplies – 4.8%Globus Medical, Inc., Class A (A) 100,516 6,555,654Hill-Rom Holdings, Inc. 39,319 3,852,082Insulet Corp. (A) 15,138 3,869,727Integra LifeSciences Holdings Corp. (A) 42,500 2,759,100Tandem Diabetes Care, Inc. (A) 41,358 3,957,133

20,993,696Health care providers and services – 2.7%1Life Healthcare, Inc. (A) 90,962 3,970,491Addus HomeCare Corp. (A) 27,602 3,231,918LHC Group, Inc. (A) 22,570 4,814,632

12,017,041Health care technology – 2.5%Health Catalyst, Inc. (A) 88,242 3,841,174Multiplan Corp. (A)(B) 519,900 4,154,001Omnicell, Inc. (A) 24,507 2,941,330

10,936,505Life sciences tools and services – 2.3%Medpace Holdings, Inc. (A) 19,541 2,720,107NanoString Technologies, Inc. (A) 46,656 3,120,353NeoGenomics, Inc. (A) 81,050 4,363,732

10,204,192Pharmaceuticals – 0.5%Reata Pharmaceuticals, Inc., Class A (A) 9,271 1,146,081Revance Therapeutics, Inc. (A) 41,060 1,163,640

2,309,721132,329,795

Industrials – 13.8%Aerospace and defense – 2.2%Axon Enterprise, Inc. (A) 24,149 2,958,977Curtiss-Wright Corp. 58,855 6,847,779

9,806,756


COMMON STOCKS (continued)Building products – 0.9%Gibraltar Industries, Inc. (A) 51,369 $ 3,695,486Commercial services and supplies – 0.7%Tetra Tech, Inc. 26,074 3,018,848Construction and engineering – 1.2%Argan, Inc. 64,514 2,870,228Comfort Systems USA, Inc. 48,037 2,529,628

5,399,856Electrical equipment – 0.5%Plug Power, Inc. (A) 61,616 2,089,399Machinery – 4.1%ITT, Inc. 62,322 4,800,040Kennametal, Inc. 121,595 4,406,603Kornit Digital, Ltd. (A) 51,713 4,609,180Rexnord Corp. 106,442 4,203,395

18,019,218Professional services – 0.9%TriNet Group, Inc. (A) 51,098 4,118,499Road and rail – 0.8%Saia, Inc. (A) 20,002 3,616,362Trading companies and distributors – 2.5%Applied Industrial Technologies, Inc. 30,473 2,376,589BMC Stock Holdings, Inc. (A) 77,542 4,162,455Rush Enterprises, Inc., Class A 102,775 4,256,941

10,795,98560,560,409

Information technology – 25.2%Communications equipment – 0.8%Lumentum Holdings, Inc. (A) 35,966 3,409,577Electronic equipment, instruments and components – 3.9%II-VI, Inc. (A) 124,034 9,421,622Novanta, Inc. (A) 42,875 5,068,683PAR Technology Corp. (A)(B) 45,979 2,887,021

17,377,326IT services – 2.8%LiveRamp Holdings, Inc. (A) 75,513 5,526,796Perficient, Inc. (A) 77,036 3,670,765Verra Mobility Corp. (A) 230,250 3,089,955

12,287,516Semiconductors and semiconductor equipment – 5.2%ACM Research, Inc., Class A (A) 33,321 2,707,331Entegris, Inc. 30,435 2,924,804First Solar, Inc. (A) 41,840 4,138,813MKS Instruments, Inc. 32,528 4,893,838SunPower Corp. (A)(B) 58,369 1,496,581Tower Semiconductor, Ltd. (A) 253,999 6,558,254

22,719,621Software – 12.5%2U, Inc. (A) 104,031 4,162,280Digital Turbine, Inc. (A) 113,949 6,444,955Five9, Inc. (A) 18,478 3,222,563HubSpot, Inc. (A) 7,500 2,973,300j2 Global, Inc. (A) 46,111 4,504,584Manhattan Associates, Inc. (A) 37,114 3,903,651MarkLogic Corp. (A)(C) 153,423 42,958Mimecast, Ltd. (A) 67,331 3,827,094PagerDuty, Inc. (A) 88,511 3,690,909Paylocity Holding Corp. (A) 20,858 4,294,871Porch.com, Inc. (A)(D) 216,863 2,939,903Q2 Holdings, Inc. (A) 34,122 4,317,457Rapid7, Inc. (A) 79,521 7,169,613




COMMON STOCKS (continued)Software (continued)Skillz, Inc. (A) 187,825 $ 3,756,500

55,250,638111,044,678

Materials – 1.0%Chemicals – 1.0%Ingevity Corp. (A) 57,087 4,323,199Real estate – 1.7%Equity real estate investment trusts – 1.4%Essential Properties Realty Trust, Inc. 148,718 3,152,822Xenia Hotels & Resorts, Inc. 198,700 3,020,240

6,173,062Real estate management and development – 0.3%Redfin Corp. (A) 19,068 1,308,637


PREFERRED SECURITIES – 0.2%Consumer discretionary – 0.2%Diversified consumer services – 0.2%The Honest Company, Inc.,

Series D (A)(C)(D) 26,954 1,129,642TOTAL PREFERRED SECURITIES (Cost $1,233,280) $ 1,129,642

EXCHANGE-TRADED FUNDS – 1.6%iShares Russell 2000 Growth ETF (B) 24,009 6,883,380TOTAL EXCHANGE-TRADED FUNDS (Cost $5,314,195) $ 6,883,380


0.1386% (E)(F) 1,918,654 19,198,246Repurchase agreement – 1.4%Societe Generale SA Tri-Party Repurchase

Agreement dated 12-31-20 at 0.050% tobe repurchased at $6,400,036 on 1-4-21,collateralized by $3,151,335 FederalHome Loan Mortgage Corp., 0.000% -4.000% due 8-15-27 to 12-1-50 (valuedat $3,311,425), $767,914 FederalNational Mortgage Association, 2.500%- 4.000% due 5-1-50 to 12-1-50 (valuedat $815,336) and $2,293,557Government National MortgageAssociation, 2.000% due 9-20-50 to12-20-50 (valued at $2,401,239) $ 6,400,000 6,400,000

TOTAL SHORT-TERM INVESTMENTS (Cost $25,599,411) $ 25,598,246Total Investments (Small Cap Stock Trust)


Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Security is valued using significant unobservable inputs and is


(D) Restricted security as to resale, excluding 144A securities. For moreinformation on this security refer to the Notes to financialstatements.

(E) The rate shown is the annualized seven-day yield as of 12-31-20.

Small Cap Stock Trust (continued)(F) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Small Cap Value TrustShares orPrincipalAmount Value

COMMON STOCKS – 96.9%Consumer discretionary – 7.5%Auto components – 2.3%Cooper Tire & Rubber Company 150,510 $ 6,095,655Gentherm, Inc. (A) 81,279 5,301,016

11,396,671Hotels, restaurants and leisure – 0.9%Aramark 29,460 1,133,621Wyndham Hotels & Resorts, Inc. 56,320 3,347,661

4,481,282Household durables – 1.8%Helen of Troy, Ltd. (A) 13,780 3,061,778TRI Pointe Group, Inc. (A) 343,865 5,931,671

8,993,449Specialty retail – 0.9%Monro, Inc. 80,450 4,287,985Textiles, apparel and luxury goods – 1.6%Kontoor Brands, Inc. 187,730 7,614,329

36,773,716Consumer staples – 5.5%Beverages – 0.8%C&C Group PLC (A) 1,266,611 3,943,148Food products – 2.2%Cranswick PLC 129,751 6,235,261Hostess Brands, Inc. (A) 262,020 3,835,973Post Holdings, Inc. (A) 6,545 661,110

10,732,344Household products – 2.5%Spectrum Brands Holdings, Inc. 156,625 12,370,243

27,045,735Energy – 3.3%Energy equipment and services – 0.4%Bristow Group, Inc. (A) 79,974 2,104,916Oil, gas and consumable fuels – 2.9%Dorian LPG, Ltd. (A) 424,233 5,171,400Kosmos Energy, Ltd. 1,563,830 3,675,001Magnolia Oil & Gas Corp., Class A (A) 613,580 4,331,875Scorpio Tankers, Inc. (B) 85,942 961,691

14,139,96716,244,883

Financials – 20.1%Banks – 13.4%1st Source Corp. 110,485 4,452,546Atlantic Union Bankshares Corp. 203,320 6,697,361Banc of California, Inc. 445,004 6,546,009Eastern Bankshares, Inc. (A) 243,930 3,978,498First Busey Corp. 246,113 5,303,735First Midwest Bancorp, Inc. 421,566 6,711,331Flushing Financial Corp. 303,786 5,054,999Great Western Bancorp, Inc. 269,726 5,637,273Hancock Whitney Corp. 180,435 6,138,399International Bancshares Corp. 208,729 7,814,814Synovus Financial Corp. 202,198 6,545,149Webster Financial Corp. 12,645 532,987

65,413,101Capital markets – 1.0%Solar Capital, Ltd. 286,464 5,015,985



Small Cap Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Insurance – 4.7%Alleghany Corp. 1,953 $ 1,179,007Argo Group International Holdings, Ltd. 37,450 1,636,565Assured Guaranty, Ltd. 120,202 3,785,161Kemper Corp. 116,495 8,950,311Reinsurance Group of America, Inc. 6,180 716,262White Mountains Insurance Group, Ltd. 6,630 6,634,376

22,901,682Thrifts and mortgage finance – 1.0%Northwest Bancshares, Inc. 393,095 5,008,030

98,338,798Health care – 3.7%Health care equipment and supplies – 1.7%Lantheus Holdings, Inc. (A) 465,060 6,273,659Natus Medical, Inc. (A) 98,365 1,971,235

8,244,894Health care providers and services – 0.4%AMN Healthcare Services, Inc. (A) 31,350 2,139,638Health care technology – 1.6%Allscripts Healthcare Solutions, Inc. (A) 524,252 7,570,199

17,954,731Industrials – 27.7%Aerospace and defense – 0.9%Hexcel Corp. 94,890 4,601,216Building products – 4.0%American Woodmark Corp. (A) 82,000 7,695,700Tyman PLC (A) 2,418,659 11,584,248

19,279,948Commercial services and supplies – 4.3%ACCO Brands Corp. 725,245 6,128,320BrightView Holdings, Inc. (A) 326,642 4,938,827Clean Harbors, Inc. (A) 9,480 721,428SP Plus Corp. (A) 173,913 5,013,912UniFirst Corp. 19,040 4,030,578

20,833,065Construction and engineering – 3.3%Primoris Services Corp. 263,770 7,282,690Valmont Industries, Inc. 50,310 8,800,728

16,083,418Electrical equipment – 1.0%Thermon Group Holdings, Inc. (A) 325,588 5,088,940Machinery – 6.8%Albany International Corp., Class A 57,474 4,219,741ESCO Technologies, Inc. 23,462 2,421,748Luxfer Holdings PLC 383,179 6,291,799Luxfer Holdings PLC (London

Stock Exchange) 23,810 355,722Mueller Industries, Inc. 241,805 8,489,774TriMas Corp. (A) 361,651 11,453,487

33,232,271Marine – 0.6%SEACOR Holdings, Inc. (A) 73,533 3,047,943Professional services – 5.4%CBIZ, Inc. (A) 198,693 5,287,221Forrester Research, Inc. (A) 146,408 6,134,495Huron Consulting Group, Inc. (A) 159,686 9,413,490ICF International, Inc. 76,595 5,693,306

26,528,512Trading companies and distributors – 1.4%GATX Corp. 79,225 6,589,936

135,285,249


COMMON STOCKS (continued)Information technology – 9.0%Electronic equipment, instruments and components – 5.2%Belden, Inc. 219,824 $ 9,210,626Coherent, Inc. (A) 44,060 6,609,881CTS Corp. 221,480 7,603,408Rogers Corp. (A) 12,532 1,946,094

25,370,009IT services – 1.9%ExlService Holdings, Inc. (A) 41,610 3,542,259WNS Holdings, Ltd., ADR (A) 79,439 5,723,580

9,265,839Semiconductors and semiconductor equipment – 1.7%Onto Innovation, Inc. (A) 172,053 8,181,120Software – 0.2%CDK Global, Inc. 18,900 979,587

43,796,555Materials – 7.2%Chemicals – 4.7%Element Solutions, Inc. 491,710 8,718,018Ingevity Corp. (A) 32,970 2,496,818Orion Engineered Carbons SA 420,425 7,206,085Stepan Company 38,600 4,605,752

23,026,673Containers and packaging – 0.2%Sealed Air Corp. 22,840 1,045,844Paper and forest products – 2.3%Louisiana-Pacific Corp. 65,197 2,423,372Neenah, Inc. 151,781 8,396,522

10,819,89434,892,411

Real estate – 9.6%Equity real estate investment trusts – 9.6%Alexander & Baldwin, Inc. 402,040 6,907,047Brandywine Realty Trust 524,820 6,250,606Corporate Office Properties Trust 145,447 3,793,258Lexington Realty Trust 347,440 3,689,813Physicians Realty Trust 403,580 7,183,724Piedmont Office Realty Trust, Inc.,

Class A 357,030 5,794,597PotlatchDeltic Corp. 132,207 6,612,994RPT Realty 757,312 6,550,749

46,782,788Utilities – 3.3%Electric utilities – 1.2%Portland General Electric Company 132,020 5,646,495Gas utilities – 2.1%New Jersey Resources Corp. 139,853 4,971,774Spire, Inc. 70,400 4,508,416UGI Corp. 24,355 851,451

10,331,64115,978,136



0.1386% (C)(D) 88,378 884,316




SHORT-TERM INVESTMENTS (continued)Repurchase agreement – 3.1%Bank of America Tri-Party Repurchase

Agreement dated 12-31-20 at 0.080% tobe repurchased at $15,500,138 on1-4-21, collateralized by $14,106,041Government National MortgageAssociation, 2.418% - 2.613% due9-20-70 (valued at $15,810,000) $ 15,500,000 $ 15,500,000

TOTAL SHORT-TERM INVESTMENTS (Cost $16,384,383) $ 16,384,316Total Investments (Small Cap Value Trust)


Security Abbreviations and LegendADR American Depositary Receipt(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) The rate shown is the annualized seven-day yield as of 12-31-20.(D) Investment is an affiliate of the fund, the advisor and/or subadvisor.


Small Company Value TrustShares orPrincipalAmount Value

COMMON STOCKS – 99.1%Communication services – 2.3%Media – 2.3%Advantage Solutions, Inc. (A)(B) 28,612 $ 376,820Boston Omaha Corp., Class A (A) 23,475 649,084Cable One, Inc. 1,009 2,247,769Scholastic Corp. 13,571 339,275

3,612,948Consumer discretionary – 10.3%Auto components – 1.8%Dorman Products, Inc. (A) 9,346 811,420LCI Industries 8,043 1,043,016Visteon Corp. (A) 8,114 1,018,469

2,872,905Distributors – 0.6%Pool Corp. 2,649 986,753Diversified consumer services – 0.8%Strategic Education, Inc. 12,277 1,170,366Hotels, restaurants and leisure – 2.5%BJ’s Restaurants, Inc. (A) 18,325 705,329Marriott Vacations Worldwide Corp. 7,090 972,890Papa John’s International, Inc. 9,163 777,481Planet Fitness, Inc., Class A (A) 8,400 652,092Red Robin Gourmet Burgers, Inc. (A) 21,435 412,195Texas Roadhouse, Inc. 3,800 297,008

3,816,995Household durables – 1.1%Cavco Industries, Inc. (A) 6,294 1,104,282Meritage Homes Corp. (A) 7,089 587,111

1,691,393Specialty retail – 2.2%Hibbett Sports, Inc. (A) 10,300 475,654Lumber Liquidators Holdings, Inc. (A) 37,453 1,151,305Monro, Inc. 13,106 698,550Sportsman’s Warehouse Holdings, Inc. (A) 53,570 940,154

Small Company Value Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Specialty retail (continued)The Aaron’s Company, Inc. (A) 7,877 $ 149,348

3,415,011Textiles, apparel and luxury goods – 1.3%Hanesbrands, Inc. 56,566 824,732Steven Madden, Ltd. 33,634 1,187,953

2,012,68515,966,108

Consumer staples – 3.0%Beverages – 0.5%Coca-Cola Consolidated, Inc. 2,862 762,065Food and staples retailing – 0.4%Grocery Outlet Holding Corp. (A) 15,511 608,807Food products – 2.1%Nomad Foods, Ltd. (A) 63,118 1,604,460Post Holdings, Inc. (A) 9,297 939,090The Simply Good Foods Company (A) 24,152 757,407

3,300,9574,671,829

Energy – 4.4%Energy equipment and services – 2.0%Cactus, Inc., Class A 35,799 933,280ChampionX Corp. (A) 77,800 1,190,340Liberty Oilfield Services, Inc., Class A 86,774 894,640

3,018,260Oil, gas and consumable fuels – 2.4%International Seaways, Inc. 27,697 452,287Kimbell Royalty Partners LP (B) 32,216 254,829Magnolia Oil & Gas Corp., Class A (A) 79,265 559,611Matador Resources Company (A) 54,033 651,638REX American Resources Corp. (A) 9,932 729,704WPX Energy, Inc. (A) 130,507 1,063,632

3,711,7016,729,961

Financials – 28.4%Banks – 15.2%Atlantic Capital Bancshares, Inc. (A) 13,573 216,082BankUnited, Inc. 51,723 1,798,926Columbia Banking System, Inc. 34,621 1,242,894CrossFirst Bankshares, Inc. (A) 44,844 482,073East West Bancorp, Inc. 17,169 870,640Eastern Bankshares, Inc. (A) 26,000 424,060FB Financial Corp. 33,124 1,150,397Glacier Bancorp, Inc. 25,529 1,174,589HarborOne Bancorp, Inc. 72,907 791,770Heritage Financial Corp. 17,902 418,728Home BancShares, Inc. 110,218 2,147,047Howard Bancorp, Inc. (A) 55,346 653,636Independent Bank Corp. (Massachusetts) 9,139 667,513Live Oak Bancshares, Inc. 29,236 1,387,541National Bank Holdings Corp., Class A 30,985 1,015,069Origin Bancorp, Inc. 25,340 703,692Pinnacle Financial Partners, Inc. 27,832 1,792,381Popular, Inc. 18,245 1,027,558Prosperity Bancshares, Inc. 3,436 238,321South State Corp. 16,794 1,214,206Towne Bank 48,256 1,133,051Webster Financial Corp. 25,272 1,065,215Western Alliance Bancorp 32,748 1,963,243

23,578,632Capital markets – 2.6%Hercules Capital, Inc. 54,136 780,641




COMMON STOCKS (continued)Capital markets (continued)Houlihan Lokey, Inc. 16,925 $ 1,137,868Main Street Capital Corp. 13,571 437,800StepStone Group, Inc., Class A (A)(B) 8,056 320,629Virtus Investment Partners, Inc. 5,876 1,275,092

3,952,030Consumer finance – 1.9%Green Dot Corp., Class A (A) 18,517 1,033,249PRA Group, Inc. (A) 8,691 344,685PROG Holdings, Inc. (A) 29,634 1,596,384

2,974,318Diversified financial services – 0.2%Cannae Holdings, Inc. (A) 7,584 335,744Insurance – 2.0%BRP Group, Inc., Class A (A) 28,080 841,558James River Group Holdings, Ltd. 8,636 424,459Palomar Holdings, Inc. (A) 7,968 707,877ProAssurance Corp. 26,649 474,086Safety Insurance Group, Inc. 3,002 233,856State Auto Financial Corp. 26,044 462,021

3,143,857Mortgage real estate investment trusts – 2.2%Capstead Mortgage Corp. 61,727 358,634Hannon Armstrong Sustainable

Infrastructure Capital, Inc. 35,793 2,270,350PennyMac Mortgage Investment Trust 46,059 810,178

3,439,162Thrifts and mortgage finance – 4.3%Meridian Bancorp, Inc. 43,579 649,763PCSB Financial Corp. 20,092 320,266PennyMac Financial Services, Inc. 30,662 2,012,040Radian Group, Inc. 56,633 1,146,818Walker & Dunlop, Inc. 6,074 558,929WSFS Financial Corp. 43,236 1,940,432

6,628,24844,051,991

Health care – 7.5%Biotechnology – 1.7%Acceleron Pharma, Inc. (A) 3,337 426,936Blueprint Medicines Corp. (A) 3,000 336,450Insmed, Inc. (A) 6,300 209,727Kodiak Sciences, Inc. (A) 2,979 437,645Replimune Group, Inc. (A) 7,807 297,837Ultragenyx Pharmaceutical, Inc. (A) 4,286 593,311Xencor, Inc. (A) 8,856 386,387

2,688,293Health care equipment and supplies – 2.4%Atrion Corp. 1,451 931,890Avanos Medical, Inc. (A) 13,084 600,294Envista Holdings Corp. (A) 26,407 890,708Mesa Laboratories, Inc. 1,733 496,747Outset Medical, Inc. (A) 453 25,749Quidel Corp. (A) 4,255 764,411

3,709,799Health care providers and services – 2.7%Molina Healthcare, Inc. (A) 1,452 308,811Option Care Health, Inc. (A) 33,228 519,686Select Medical Holdings Corp. (A) 51,199 1,416,164The Ensign Group, Inc. 14,618 1,065,945The Pennant Group, Inc. (A) 16,332 948,236

4,258,842


COMMON STOCKS (continued)Health care technology – 0.5%Certara, Inc. (A)(B) 2,343 $ 79,006Phreesia, Inc. (A) 11,980 650,035

729,041Life sciences tools and services – 0.1%Seer, Inc. (A) 1,626 91,284Pharmaceuticals – 0.1%Arvinas, Inc. (A) 1,864 158,310

11,635,569Industrials – 16.6%Aerospace and defense – 1.7%Cubic Corp. 17,469 1,083,777Parsons Corp. (A) 15,808 575,569Triumph Group, Inc. 73,699 925,659

2,585,005Building products – 1.6%JELD-WEN Holding, Inc. (A) 15,137 383,874Resideo Technologies, Inc. (A) 21,629 459,833UFP Industries, Inc. 30,394 1,688,387

2,532,094Commercial services and supplies – 2.6%Brady Corp., Class A 15,755 832,179McGrath RentCorp 14,040 942,084MSA Safety, Inc. 5,663 845,996Stericycle, Inc. (A) 16,507 1,144,430UniFirst Corp. 1,454 307,797

4,072,486Construction and engineering – 1.1%Aegion Corp. (A) 67,769 1,286,933Ameresco, Inc., Class A (A) 6,900 360,456

1,647,389Electrical equipment – 0.6%Array Technologies, Inc. (A) 8,939 385,628Thermon Group Holdings, Inc. (A) 33,783 528,028

913,656Machinery – 4.5%Alamo Group, Inc. 3,300 455,235Blue Bird Corp. (A) 27,817 507,938Chart Industries, Inc. (A) 4,200 494,718CIRCOR International, Inc. (A) 20,088 772,183Enerpac Tool Group Corp. 34,202 773,307ESCO Technologies, Inc. 13,638 1,407,714Helios Technologies, Inc. 19,922 1,061,643Hydrofarm Holdings Group, Inc. (A) 1,017 53,474SPX Corp. (A) 14,886 811,882The Timken Company 7,500 580,200

6,918,294Marine – 0.4%Matson, Inc. 12,449 709,220Professional services – 1.2%Clarivate PLC (A) 33,320 989,937FTI Consulting, Inc. (A) 2,097 234,277Korn Ferry 14,640 636,840

1,861,054Road and rail – 1.2%Landstar System, Inc. 7,353 990,155Ryder System, Inc. 15,029 928,191

1,918,346Trading companies and distributors – 1.7%Air Lease Corp. 9,400 417,548Beacon Roofing Supply, Inc. (A) 29,795 1,197,461




COMMON STOCKS (continued)Trading companies and distributors (continued)Rush Enterprises, Inc., Class A 11,617 $ 481,176Univar Solutions, Inc. (A) 28,500 541,785

2,637,97025,795,514

Information technology – 8.5%Communications equipment – 0.8%Harmonic, Inc. (A) 174,374 1,288,624Electronic equipment, instruments and components – 3.1%Belden, Inc. 41,539 1,740,484Knowles Corp. (A) 37,178 685,191Littelfuse, Inc. 9,416 2,397,879

4,823,554IT services – 0.5%i3 Verticals, Inc., Class A (A) 22,019 731,031Semiconductors and semiconductor equipment – 2.2%Entegris, Inc. 13,201 1,268,616MaxLinear, Inc. (A) 28,330 1,081,923Onto Innovation, Inc. (A) 8,828 419,771Semtech Corp. (A) 9,233 665,607

3,435,917Software – 1.9%Ceridian HCM Holding, Inc. (A) 18,052 1,923,621NCino, Inc. (A)(B) 6,036 437,067Workiva, Inc. (A) 6,295 576,748

2,937,43613,216,562

Materials – 6.1%Chemicals – 2.4%American Vanguard Corp. 25,577 396,955Element Solutions, Inc. 24,439 433,303Minerals Technologies, Inc. 15,105 938,323Orion Engineered Carbons SA 44,172 757,108Quaker Chemical Corp. 4,349 1,101,993

3,627,682Containers and packaging – 0.5%Myers Industries, Inc. 37,287 774,824Metals and mining – 2.5%Alcoa Corp. (A) 44,242 1,019,778Carpenter Technology Corp. 27,811 809,856Constellium SE (A) 92,689 1,296,719Reliance Steel & Aluminum Company 6,435 770,591

3,896,944Paper and forest products – 0.7%Clearwater Paper Corp. (A) 28,676 1,082,519

9,381,969Real estate – 8.1%Equity real estate investment trusts – 6.8%American Campus Communities, Inc. 14,648 626,495Apartment Investment and Management

Company, Class A 62,100 327,888EastGroup Properties, Inc. 8,952 1,235,913Essential Properties Realty Trust, Inc. 14,826 314,311Healthcare Realty Trust, Inc. 28,827 853,279JBG SMITH Properties 33,109 1,035,318PotlatchDeltic Corp. 26,879 1,344,488PS Business Parks, Inc. 6,217 826,053Safehold, Inc. 5,470 396,520Saul Centers, Inc. 23,510 744,797Sunstone Hotel Investors, Inc. 103,447 1,172,055


COMMON STOCKS (continued)Equity real estate investment trusts (continued)Terreno Realty Corp. 28,311 $ 1,656,477

10,533,594Real estate management and development – 1.3%Opendoor Technologies, Inc. (A)(B) 10,500 238,665The St. Joe Company 43,304 1,838,255

2,076,92012,610,514

Utilities – 3.9%Electric utilities – 1.1%IDACORP, Inc. 5,261 505,214MGE Energy, Inc. 12,047 843,651PNM Resources, Inc. 8,082 392,219

1,741,084Gas utilities – 2.1%Chesapeake Utilities Corp. 17,245 1,866,081ONE Gas, Inc. 15,598 1,197,458RGC Resources, Inc. 10,184 242,176

3,305,715Water utilities – 0.7%California Water Service Group 18,593 1,004,580


WARRANTS – 0.0%Advantage Solutions, Inc. (Expiration

Date: 10-28-25; Strike Price:$11.50) (A) 4,703 13,404



0.1386% (C)(D) 131,200 1,312,799State Street Institutional U.S. Government

Money Market Fund, Premier Class,0.0300% (C) 375,677 375,677

T. Rowe Price Government Reserve Fund,0.0753% (C) 226,250 226,250

TOTAL SHORT-TERM INVESTMENTS (Cost $1,914,789) $ 1,914,726Total Investments (Small Company Value Trust)




Strategic Equity Allocation TrustShares orPrincipalAmount Value

COMMON STOCKS – 96.7%Communication services – 7.6%Diversified telecommunication services – 1.4%Alaska Communications Systems

Group, Inc. 10,857 $ 40,062Altice Europe NV (A)(B) 119,239 772,275



Strategic Equity Allocation Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Diversified telecommunication services (continued)Anterix, Inc. (A) 2,176 $ 81,818AT&T, Inc. 1,124,987 32,354,626ATN International, Inc. 2,097 87,571Bandwidth, Inc., Class A (A) 3,567 548,141BT Group PLC (A) 1,677,265 3,023,201Cellnex Telecom SA (A)(C) 59,452 3,570,267CenturyLink, Inc. 158,224 1,542,684Cincinnati Bell, Inc. (A) 9,442 144,274Cogent Communications Holdings, Inc. 7,741 463,454Consolidated Communications

Holdings, Inc. (A) 13,748 67,228Deutsche Telekom AG 626,351 11,432,525Elisa OYJ 26,728 1,465,210HKT Trust & HKT, Ltd. 711,421 922,663IDT Corp., Class B (A) 3,879 47,944Iliad SA 2,780 570,635Infrastrutture Wireless Italiane SpA (B)(C) 63,154 765,582Iridium Communications, Inc. (A) 21,876 860,274Koninklijke KPN NV 671,342 2,040,404Liberty Latin America, Ltd., Class A (A) 10,745 119,592Liberty Latin America, Ltd., Class C (A) 26,867 297,955Nippon Telegraph & Telephone Corp. 241,916 6,207,318Ooma, Inc. (A) 4,096 58,982Orange SA 374,912 4,463,337ORBCOMM, Inc. (A) 14,333 106,351PCCW, Ltd. 799,317 481,347Proximus SADP 28,586 564,668Singapore Telecommunications, Ltd. 1,311,062 2,289,298Singapore Telecommunications, Ltd. 258,829 454,279Spark New Zealand, Ltd. 345,221 1,169,337Swisscom AG 4,867 2,621,061Telecom Italia SpA 1,571,223 729,281Telecom Italia SpA, Savings Shares 1,132,925 590,327Telefonica Deutschland Holding AG (B) 195,664 538,913Telefonica SA 901,203 3,584,651Telenor ASA 131,492 2,232,044Telia Company AB 461,131 1,904,403Telstra Corp., Ltd. 782,267 1,796,559TPG Telecom, Ltd. (A) 69,884 388,132United Internet AG 20,051 844,048Verizon Communications, Inc. 653,742 38,407,343Vonage Holdings Corp. (A) 43,168 555,788

131,205,852Entertainment – 1.5%Activision Blizzard, Inc. 122,059 11,333,178AMC Entertainment Holdings, Inc.,

Class A (B) 14,854 31,490Bollore SA 166,101 687,683Capcom Company, Ltd. 16,500 1,070,069Cinemark Holdings, Inc. (B) 54,491 948,688Electronic Arts, Inc. 45,565 6,543,134Eros STX Global Corp. (A)(B) 31,210 56,802Glu Mobile, Inc. (A) 27,273 245,730IMAX Corp. (A) 9,297 167,532Koei Tecmo Holdings Company, Ltd. 8,500 518,914Konami Holdings Corp. 17,509 985,165Liberty Media Corp.-Liberty Braves,

Class A (A) 2,869 71,352Liberty Media Corp.-Liberty Braves,

Class C (A) 6,132 152,564Live Nation Entertainment, Inc. (A) 22,766 1,672,846LiveXLive Media, Inc. (A) 10,034 32,912Netflix, Inc. (A) 69,759 37,720,784Nexon Company, Ltd. 91,406 2,820,322Nintendo Company, Ltd. 21,039 13,505,800


COMMON STOCKS (continued)Entertainment (continued)Square Enix Holdings Company, Ltd. 17,300 $ 1,048,909Take-Two Interactive Software, Inc. (A) 18,315 3,805,674The Marcus Corp. 4,475 60,323The Walt Disney Company (A) 285,786 51,778,707Toho Company, Ltd. 21,008 886,089Ubisoft Entertainment SA (A)(B) 17,207 1,658,213Vivendi SA (B) 155,948 5,030,018World Wrestling Entertainment, Inc.,

Class A 15,080 724,594143,557,492

Interactive media and services – 3.1%Adevinta ASA (A)(B) 45,051 757,309Alphabet, Inc., Class A (A) 47,469 83,196,068Alphabet, Inc., Class C (A) 45,850 80,323,698Auto Trader Group PLC (C) 181,501 1,477,371CarGurus, Inc. (A) 16,264 516,057Cars.com, Inc. (A) 12,669 143,160Eventbrite, Inc., Class A (A)(B) 11,964 216,548EverQuote, Inc., Class A (A) 2,640 98,604Facebook, Inc., Class A (A) 379,622 103,697,546Kakaku.com, Inc. 25,200 689,808Liberty TripAdvisor Holdings, Inc.,

Class A (A) 15,134 65,682MediaAlpha, Inc., Class A (A) 1,954 76,343QuinStreet, Inc. (A) 8,939 191,652REA Group, Ltd. 9,901 1,134,134Scout24 AG (B)(C) 20,219 1,652,172SEEK, Ltd. 63,024 1,381,793TripAdvisor, Inc. (A) 31,039 893,302TrueCar, Inc. (A) 20,210 84,882Twitter, Inc. (A) 124,874 6,761,927Yelp, Inc. (A) 35,465 1,158,642Z Holdings Corp. 498,554 3,016,867

287,533,565Media – 1.0%AMC Networks, Inc., Class A (A)(B) 5,319 190,261Boston Omaha Corp., Class A (A) 2,620 72,443Cable One, Inc. 1,743 3,882,916Cardlytics, Inc. (A) 4,874 695,861Charter Communications, Inc., Class A (A) 23,068 15,260,635Comcast Corp., Class A 720,864 37,773,274comScore, Inc. (A) 14,782 36,807CyberAgent, Inc. 19,000 1,310,707Daily Journal Corp. (A) 240 96,960Dentsu Group, Inc. 40,665 1,210,266Discovery, Inc., Series A (A) 25,636 771,387Discovery, Inc., Series C (A) 45,726 1,197,564DISH Network Corp., Class A (A) 39,517 1,277,980Entercom Communications Corp., Class A 23,058 56,953Entravision Communications Corp.,

Class A 12,735 35,021Fluent, Inc. (A) 9,060 48,109Fox Corp., Class A 51,594 1,502,417Fox Corp., Class B 25,090 724,599Gannett Company, Inc. (A) 25,699 86,349Gray Television, Inc. (A) 16,143 288,798Hakuhodo DY Holdings, Inc. 43,873 602,850Hemisphere Media Group, Inc. (A) 3,093 32,043iHeartMedia, Inc., Class A (A)(B) 11,289 146,531Informa PLC (A) 282,284 2,110,742John Wiley & Sons, Inc., Class A 14,094 643,532Loral Space & Communications, Inc. 2,566 53,860Meredith Corp. 7,450 143,040MSG Networks, Inc., Class A (A)(B) 5,735 84,534National CineMedia, Inc. 12,383 46,065




COMMON STOCKS (continued)Media (continued)News Corp., Class A 62,339 $ 1,120,232News Corp., Class B 19,472 346,017Omnicom Group, Inc. 34,418 2,146,651Pearson PLC (B) 141,470 1,298,447Publicis Groupe SA 40,712 2,023,441Schibsted ASA, B Shares (A) 18,417 683,649Schibsted ASA, Class A (A) 14,209 605,585Scholastic Corp. 5,554 138,850SES SA 72,062 676,316Sinclair Broadcast Group, Inc., Class A (B) 8,385 267,062TechTarget, Inc. (A) 4,400 260,084TEGNA, Inc. 110,802 1,545,688The EW Scripps Company, Class A 10,555 161,386The Interpublic Group of Companies, Inc. 62,458 1,469,012The New York Times Company, Class A 46,634 2,414,242Tribune Publishing Company 3,290 45,073ViacomCBS, Inc., Class B 87,565 3,262,672WideOpenWest, Inc. (A) 9,793 104,491WPP PLC 230,266 2,495,160

91,446,562Wireless telecommunication services – 0.6%Boingo Wireless, Inc. (A) 8,384 106,644Gogo, Inc. (A)(B) 10,394 100,094KDDI Corp. 303,143 8,988,264Shenandoah Telecommunications Company 8,942 386,742SoftBank Corp. 539,800 6,775,562SoftBank Group Corp. 294,574 22,869,256Spok Holdings, Inc. 5,035 56,040Tele2 AB, B Shares 93,843 1,241,354Telephone & Data Systems, Inc. 32,151 597,044T-Mobile US, Inc. (A) 92,169 12,428,990Vodafone Group PLC 5,040,821 8,279,485

61,829,475715,572,946

Consumer discretionary – 12.3%Auto components – 0.5%Adient PLC (A) 46,593 1,620,039Aisin Seiki Company, Ltd. 30,458 913,411American Axle & Manufacturing

Holdings, Inc. (A) 21,104 176,007Aptiv PLC 42,452 5,531,071BorgWarner, Inc. 39,155 1,512,949Bridgestone Corp. (B) 100,606 3,299,459Cie Generale des Etablissements

Michelin SCA 31,892 4,106,313Continental AG 20,672 3,076,721Cooper Tire & Rubber Company 9,342 378,351Cooper-Standard Holdings, Inc. (A) 3,157 109,453Dana, Inc. 73,467 1,434,076Denso Corp. 81,395 4,844,691Dorman Products, Inc. (A) 4,935 428,457Faurecia SE (A) 15,564 797,447Fox Factory Holding Corp. (A) 21,039 2,224,033Gentex Corp. 78,702 2,670,359Gentherm, Inc. (A) 6,066 395,625Koito Manufacturing Company, Ltd. 19,666 1,338,387LCI Industries 4,547 589,655Lear Corp. 17,538 2,789,068Modine Manufacturing Company (A) 9,352 117,461Motorcar Parts of America, Inc. (A) 3,688 72,359NGK Spark Plug Company, Ltd. 28,799 491,799Patrick Industries, Inc. 4,171 285,088Standard Motor Products, Inc. 3,862 156,257Stanley Electric Company, Ltd. 24,467 789,292


COMMON STOCKS (continued)Auto components (continued)Stoneridge, Inc. (A) 4,879 $ 147,492Sumitomo Electric Industries, Ltd. 141,743 1,878,207Tenneco, Inc., Class A (A) 9,434 100,000The Goodyear Tire & Rubber Company 118,347 1,291,166Toyoda Gosei Company, Ltd. 12,203 354,061Toyota Industries Corp. 27,553 2,189,115Valeo SA 43,031 1,697,325Visteon Corp. (A) 14,109 1,770,962Workhorse Group, Inc. (A)(B) 17,583 347,792XPEL, Inc. (A) 3,118 160,764

50,084,712Automobiles – 1.9%Bayerische Motoren Werke AG 62,221 5,491,411Daimler AG 160,837 11,400,013Ferrari NV (B) 23,688 5,494,226Fiat Chrysler Automobiles NV (A) 207,074 3,741,011Ford Motor Company 615,030 5,406,114General Motors Company 198,805 8,278,240Harley-Davidson, Inc. 49,140 1,803,438Honda Motor Company, Ltd. 306,373 8,644,705Isuzu Motors, Ltd. 103,646 986,672Mazda Motor Corp. 106,900 715,578Nissan Motor Company, Ltd. (A) 436,276 2,364,794Peugeot SA (A)(B) 110,525 3,026,799Renault SA (A) 36,122 1,581,129Subaru Corp. 115,627 2,313,571Suzuki Motor Corp. 69,243 3,209,794Tesla, Inc. (A) 119,744 84,499,710Thor Industries, Inc. 17,829 1,657,919Toyota Motor Corp. 398,600 30,759,990Volkswagen AG 6,101 1,272,079Winnebago Industries, Inc. 5,781 346,513Yamaha Motor Company, Ltd. 52,613 1,073,885

184,067,591Distributors – 0.1%Core-Mark Holding Company, Inc. 8,363 245,621Funko, Inc., Class A (A) 5,020 52,108Genuine Parts Company 23,109 2,320,837LKQ Corp. (A) 44,843 1,580,267Pool Corp. 6,420 2,391,450

6,590,283Diversified consumer services – 0.1%Adtalem Global Education, Inc. (A) 26,423 897,061American Public Education, Inc. (A) 2,805 85,496Aspen Group, Inc. (A) 4,749 52,856Carriage Services, Inc. 3,161 99,003Collectors Universe, Inc. 1,710 128,934Franchise Group, Inc. 4,135 125,911Graham Holdings Company, Class B 1,294 690,194Grand Canyon Education, Inc. (A) 15,060 1,402,237H&R Block, Inc. 58,924 934,535Houghton Mifflin Harcourt Company (A) 20,608 68,625Laureate Education, Inc., Class A (A) 20,100 292,656OneSpaWorld Holdings, Ltd. 8,791 89,141Perdoceo Education Corp. (A) 12,905 162,990Regis Corp. (A)(B) 5,029 46,217Service Corp. International 55,555 2,727,751Strategic Education, Inc. 12,390 1,181,139Stride, Inc. (A) 7,462 158,418Universal Technical Institute, Inc. (A) 6,300 40,698Vivint Smart Home, Inc. (A) 14,303 296,787WW International, Inc. (A) 23,964 584,722

10,065,371




COMMON STOCKS (continued)Hotels, restaurants and leisure – 1.8%Accel Entertainment, Inc. (A) 9,193 $ 92,849Accor SA (A) 34,368 1,246,898Aristocrat Leisure, Ltd. 107,996 2,593,088Bally’s Corp. 3,330 167,266Biglari Holdings, Inc., Class B (A) 282 31,358BJ’s Restaurants, Inc. (A) 4,161 160,157Bloomin’ Brands, Inc. 16,317 316,876Bluegreen Vacations Holding Corp. 2,674 36,179Boyd Gaming Corp. (A) 40,837 1,752,724Brinker International, Inc. 8,313 470,266Caesars Entertainment, Inc. (A) 100,346 7,452,697Carnival Corp. 116,758 2,528,978Carrols Restaurant Group, Inc. (A) 7,033 44,167Century Casinos, Inc. (A) 5,865 37,477Chipotle Mexican Grill, Inc. (A) 4,407 6,111,231Choice Hotels International, Inc. 9,299 992,482Churchill Downs, Inc. 18,410 3,586,084Chuy’s Holdings, Inc. (A) 3,740 99,073Compass Group PLC 335,225 6,252,401Cracker Barrel Old Country Store, Inc. 12,020 1,585,678Crown Resorts, Ltd. 69,988 520,883Darden Restaurants, Inc. 20,836 2,481,984Dave & Buster’s Entertainment, Inc. 8,275 248,416Del Taco Restaurants, Inc. (A) 6,000 54,360Denny’s Corp. (A) 11,739 172,329Dine Brands Global, Inc. 2,899 168,142Domino’s Pizza, Inc. 6,303 2,416,948El Pollo Loco Holdings, Inc. (A) 3,556 64,364Entain PLC (A) 109,663 1,700,961Everi Holdings, Inc. (A) 15,437 213,185Evolution Gaming Group AB (B)(C) 23,847 2,397,446Fiesta Restaurant Group, Inc. (A) 3,643 41,530Flutter Entertainment PLC (A) 29,087 5,914,409Galaxy Entertainment Group, Ltd. 407,153 3,169,497GAN, Ltd. (A) 4,634 93,978Genting Singapore, Ltd. 1,136,421 731,901Golden Entertainment, Inc. (A) 3,278 65,199Hilton Grand Vacations, Inc. (A) 15,827 496,176Hilton Worldwide Holdings, Inc. 43,458 4,835,137InterContinental Hotels Group PLC (A) 32,609 2,113,554International Game Technology PLC 18,404 311,764Jack in the Box, Inc. 11,529 1,069,891La Francaise des Jeux SAEM (C) 16,152 740,344Las Vegas Sands Corp. 52,609 3,135,496Lindblad Expeditions Holdings, Inc. (A) 5,046 86,388Marriott International, Inc., Class A 41,795 5,513,596Marriott Vacations Worldwide Corp. 20,632 2,831,123McDonald’s Corp. 117,603 25,235,252McDonald’s Holdings Company

Japan, Ltd. (B) 12,461 603,875Melco Resorts & Entertainment, Ltd., ADR 40,300 747,565MGM Resorts International 65,581 2,066,457Monarch Casino & Resort, Inc. (A) 2,350 143,867Nathan’s Famous, Inc. 694 38,323Noodles & Company (A) 6,311 49,857Norwegian Cruise Line

Holdings, Ltd. (A)(B) 50,556 1,285,639Oriental Land Company, Ltd. 37,600 6,212,697Papa John’s International, Inc. 16,685 1,415,722Penn National Gaming, Inc. (A) 76,314 6,591,240PlayAGS, Inc. (A) 5,820 41,904RCI Hospitality Holdings, Inc. 1,673 65,983Red Robin Gourmet Burgers, Inc. (A) 3,042 58,498Red Rock Resorts, Inc., Class A 12,266 307,141Royal Caribbean Cruises, Ltd. 29,875 2,231,364


COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Ruth’s Hospitality Group, Inc. 6,118 $ 108,472Sands China, Ltd. 455,882 1,991,018Scientific Games Corp. (A) 28,683 1,190,058SeaWorld Entertainment, Inc. (A) 9,423 297,673Shake Shack, Inc., Class A (A) 6,515 552,342Six Flags Entertainment Corp. 24,366 830,881SJM Holdings, Ltd. 372,826 418,005Sodexo SA 16,625 1,406,038Starbucks Corp. 185,208 19,813,552Tabcorp Holdings, Ltd. 403,340 1,214,350Texas Roadhouse, Inc. 33,044 2,582,719The Cheesecake Factory, Inc. (B) 7,906 292,996The Wendy’s Company 57,833 1,267,699Whitbread PLC (A) 37,929 1,606,544Wingstop, Inc. 15,042 1,993,817Wyndham Destinations, Inc. 27,535 1,235,220Wyndham Hotels & Resorts, Inc. 29,859 1,774,819Wynn Macau, Ltd. (A) 293,070 493,079Wynn Resorts, Ltd. 15,548 1,754,281Yum! Brands, Inc. 47,364 5,141,836

170,207,713Household durables – 0.9%Barratt Developments PLC (A) 191,358 1,749,415Beazer Homes USA, Inc. (A) 5,296 80,234Casio Computer Company, Ltd. 36,548 668,846Casper Sleep, Inc. (A) 5,612 34,514Cavco Industries, Inc. (A) 1,726 302,827Century Communities, Inc. (A) 5,392 236,062D.R. Horton, Inc. 51,633 3,558,546Electrolux AB, Series B 42,386 986,192Ethan Allen Interiors, Inc. 4,341 87,732Garmin, Ltd. 23,893 2,859,036GoPro, Inc., Class A (A) 22,935 189,902Green Brick Partners, Inc. (A) 4,387 100,726Hamilton Beach Brands Holding Company,

Class B 853 14,936Helen of Troy, Ltd. (A) 12,856 2,856,475Hooker Furniture Corp. 2,282 73,595Husqvarna AB, B Shares 78,553 1,019,455Iida Group Holdings Company, Ltd. 27,700 560,044Installed Building Products, Inc. (A) 4,262 434,426iRobot Corp. (A)(B) 5,099 409,399KB Home 44,763 1,500,456La-Z-Boy, Inc. 8,218 327,405Leggett & Platt, Inc. 21,207 939,470Lennar Corp., A Shares 43,988 3,353,205LGI Homes, Inc. (A) 4,140 438,219Lifetime Brands, Inc. 2,582 39,246M/I Homes, Inc. (A) 5,151 228,138MDC Holdings, Inc. 9,409 457,277Meritage Homes Corp. (A) 6,886 570,299Mohawk Industries, Inc. (A) 9,579 1,350,160Newell Brands, Inc. 60,489 1,284,181NVR, Inc. (A) 557 2,272,482Panasonic Corp. 415,009 4,837,854Persimmon PLC 59,935 2,262,114PulteGroup, Inc. 42,957 1,852,306Purple Innovation, Inc. (A) 3,099 102,081Rinnai Corp. 6,778 787,889SEB SA 4,254 773,520Sekisui Chemical Company, Ltd. 67,144 1,273,139Sekisui House, Ltd. 115,826 2,359,584Sharp Corp. 40,000 607,780Skyline Champion Corp. (A) 9,853 304,852Sonos, Inc. (A) 15,001 350,873




COMMON STOCKS (continued)Household durables (continued)Sony Corp. 237,000 $ 23,882,016Taylor Morrison Home Corp. (A) 65,249 1,673,637Taylor Wimpey PLC (A) 684,855 1,549,114Tempur Sealy International, Inc. (A) 61,479 1,659,933The Berkeley Group Holdings PLC 23,622 1,528,050The Lovesac Company (A) 1,891 81,483Toll Brothers, Inc. 36,800 1,599,696TopBuild Corp. (A) 16,741 3,081,683TRI Pointe Group, Inc. (A) 64,143 1,106,467Tupperware Brands Corp. (A) 9,120 295,397Turtle Beach Corp. (A)(B) 2,761 59,500Universal Electronics, Inc. (A) 2,530 132,724VOXX International Corp. (A) 3,940 50,274Whirlpool Corp. 9,978 1,800,929

82,995,795Internet and direct marketing retail – 3.0%1-800-Flowers.com, Inc., Class A (A) 4,613 119,938Amazon.com, Inc. (A) 67,349 219,350,979Booking Holdings, Inc. (A) 6,464 14,397,073CarParts.com, Inc. (A)(B) 6,437 79,754Delivery Hero SE (A)(B)(C) 24,322 3,803,691eBay, Inc. 103,276 5,189,619Etsy, Inc. (A) 19,872 3,535,428Expedia Group, Inc. 21,737 2,877,979Groupon, Inc. (A) 4,381 166,456GrubHub, Inc. (A) 29,805 2,213,617HelloFresh SE (A)(B) 27,772 2,148,223Just Eat Takeaway.com NV (A)(C) 23,756 2,678,558Lands’ End, Inc. (A) 2,189 47,217Liquidity Services, Inc. (A) 5,563 88,507Magnite, Inc. (A) 19,925 611,897Mercari, Inc. (A) 16,100 713,693Ocado Group PLC (A) 91,360 2,856,838Overstock.com, Inc. (A)(B) 7,944 381,074PetMed Express, Inc. (B) 3,665 117,500Prosus NV (A) 91,592 9,889,983Quotient Technology, Inc. (A) 16,329 153,819Rakuten, Inc. 161,705 1,556,060Shutterstock, Inc. 4,065 291,461Stamps.com, Inc. (A) 3,158 619,568Stitch Fix, Inc., Class A (A) 11,182 656,607The RealReal, Inc. (A) 11,836 231,275Waitr Holdings, Inc. (A)(B) 16,257 45,194Zalando SE (A)(B)(C) 28,745 3,197,348ZOZO, Inc. 20,500 505,003

278,524,359Leisure products – 0.2%Acushnet Holdings Corp. 6,250 253,375American Outdoor Brands, Inc. (A) 2,829 48,178Bandai Namco Holdings, Inc. 37,593 3,255,582Brunswick Corp. 25,180 1,919,723Callaway Golf Company 17,346 416,477Clarus Corp. 4,663 71,810Escalade, Inc. 2,139 45,283Hasbro, Inc. 20,412 1,909,338Johnson Outdoors, Inc., Class A 993 111,842Malibu Boats, Inc., Class A (A) 3,834 239,395MasterCraft Boat Holdings, Inc. (A) 3,574 88,778Mattel, Inc. (A) 112,045 1,955,185Nautilus, Inc. (A) 5,560 100,858Polaris, Inc. 18,623 1,774,399Sega Sammy Holdings, Inc. 32,536 513,609Shimano, Inc. 13,981 3,272,655Smith & Wesson Brands, Inc. 10,083 178,973Sturm Ruger & Company, Inc. 3,086 200,806


COMMON STOCKS (continued)Leisure products (continued)Vista Outdoor, Inc. (A) 10,827 $ 257,250Yamaha Corp. 25,173 1,483,301YETI Holdings, Inc. (A) 14,820 1,014,725

19,111,542Multiline retail – 0.5%Big Lots, Inc. 7,256 311,500Dillard’s, Inc., Class A (B) 1,397 88,081Dollar General Corp. 38,663 8,130,829Dollar Tree, Inc. (A) 37,077 4,005,799Kohl’s Corp. 50,625 2,059,931Macy’s, Inc. 58,073 653,321Marui Group Company, Ltd. 35,741 629,399Next PLC (A) 24,984 2,409,112Nordstrom, Inc. (B) 35,023 1,093,068Ollie’s Bargain Outlet Holdings, Inc. (A) 18,209 1,488,950Pan Pacific International Holdings Corp. 77,400 1,788,227Ryohin Keikaku Company, Ltd. 44,860 918,039Target Corp. 79,038 13,952,578Wesfarmers, Ltd. 213,077 8,281,687

45,810,521Specialty retail – 1.8%ABC-Mart, Inc. 6,164 342,733Abercrombie & Fitch Company, Class A 11,620 236,583Academy Sports & Outdoors, Inc. (A) 2,890 59,910Advance Auto Parts, Inc. 10,464 1,648,185American Eagle Outfitters, Inc. 75,879 1,522,892America’s Car-Mart, Inc. (A) 1,179 129,501Asbury Automotive Group, Inc. (A) 3,570 520,292At Home Group, Inc. (A) 10,017 154,863AutoNation, Inc. (A) 18,874 1,317,216AutoZone, Inc. (A) 3,651 4,328,041Bed Bath & Beyond, Inc. (B) 23,545 418,159Best Buy Company, Inc. 35,949 3,587,351Boot Barn Holdings, Inc. (A) 5,324 230,849Caleres, Inc. 7,109 111,256Camping World Holdings, Inc.,

Class A (B) 6,107 159,087CarMax, Inc. (A) 26,122 2,467,484Chico’s FAS, Inc. 24,598 39,111Citi Trends, Inc. 1,929 95,833Conn’s, Inc. (A) 3,516 41,102Designer Brands, Inc., Class A 11,808 90,331Dick’s Sporting Goods, Inc. 21,042 1,182,771Fast Retailing Company, Ltd. 10,946 9,815,050Five Below, Inc. (A) 17,957 3,142,116Foot Locker, Inc. 33,667 1,361,493GameStop Corp., Class A (A)(B) 10,711 201,795Genesco, Inc. (A) 2,693 81,032Group 1 Automotive, Inc. 3,226 423,058GrowGeneration Corp. (A)(B) 6,764 272,048Guess?, Inc. 7,524 170,193Haverty Furniture Companies, Inc. 3,177 87,908Hennes & Mauritz AB, B Shares (A) 150,972 3,169,214Hibbett Sports, Inc. (A) 3,076 142,050Hikari Tsushin, Inc. 3,900 915,072Industria de Diseno Textil SA 204,991 6,506,375JD Sports Fashion PLC (A) 82,302 966,905Kingfisher PLC (A) 396,545 1,465,289L Brands, Inc. 37,391 1,390,571Lithia Motors, Inc., Class A 13,201 3,863,537Lowe’s Companies, Inc. 115,670 18,566,192Lumber Liquidators Holdings, Inc. (A) 5,333 163,936MarineMax, Inc. (A) 3,827 134,060Monro, Inc. 6,180 329,394Murphy USA, Inc. 13,535 1,771,325




COMMON STOCKS (continued)Specialty retail (continued)National Vision Holdings, Inc. (A) 14,961 $ 677,584Nitori Holdings Company, Ltd. 15,011 3,138,822OneWater Marine, Inc., Class A (A) 1,679 48,842O’Reilly Automotive, Inc. (A) 11,425 5,170,612Rent-A-Center, Inc. 9,046 346,371RH (A) 7,935 3,551,071Ross Stores, Inc. 56,058 6,884,483Sally Beauty Holdings, Inc. (A) 20,961 273,331Shimamura Company, Ltd. 4,170 438,162Shoe Carnival, Inc. 1,791 70,171Signet Jewelers, Ltd. 9,704 264,628Sleep Number Corp. (A) 5,035 412,165Sonic Automotive, Inc., Class A 4,302 165,928Sportsman’s Warehouse Holdings, Inc. (A) 8,045 141,190The Aaron’s Company, Inc. (A) 6,223 117,988The Buckle, Inc. (B) 5,376 156,979The Cato Corp., Class A 4,518 43,328The Children’s Place, Inc. (A)(B) 2,667 133,617The Container Store Group, Inc. (A) 3,794 36,195The Gap, Inc. 32,913 664,513The Home Depot, Inc. 170,017 45,159,916The Michaels Companies, Inc. (A)(B) 13,862 180,345The ODP Corp. 9,693 284,005The TJX Companies, Inc. 189,312 12,928,116Tiffany & Company 17,302 2,274,348Tilly’s, Inc., Class A 4,622 37,716Tractor Supply Company 18,617 2,617,178Ulta Beauty, Inc. (A) 9,022 2,590,758Urban Outfitters, Inc. (A) 34,892 893,235USS Company, Ltd. 41,248 834,072Williams-Sonoma, Inc. 24,619 2,507,199Winmark Corp. 576 107,021Yamada Holdings Company, Ltd. 136,208 723,676Zumiez, Inc. (A) 3,923 144,288

167,640,016Textiles, apparel and luxury goods – 1.5%adidas AG (A) 35,779 13,016,569Burberry Group PLC (A) 76,054 1,857,247Carter’s, Inc. 13,952 1,312,465Cie Financiere Richemont SA, A Shares 98,095 8,862,095Columbia Sportswear Company 9,828 858,771Crocs, Inc. (A) 12,343 773,412Deckers Outdoor Corp. (A) 14,214 4,076,291EssilorLuxottica SA 53,448 8,329,037Fossil Group, Inc. (A) 8,863 76,842G-III Apparel Group, Ltd. (A) 8,192 194,478Hanesbrands, Inc. 55,769 813,112Hermes International (B) 5,952 6,400,055Kering SA 14,238 10,332,993Kontoor Brands, Inc. 9,548 387,267Lakeland Industries, Inc. (A)(B) 1,635 44,554LVMH Moet Hennessy Louis Vuitton SE 52,170 32,658,470Moncler SpA (A) 36,412 2,238,632Movado Group, Inc. (A) 3,216 53,450NIKE, Inc., Class B 198,012 28,012,758Oxford Industries, Inc. 3,061 200,526Pandora A/S 18,792 2,103,159Puma SE (A)(B) 18,423 2,073,083PVH Corp. 11,362 1,066,778Ralph Lauren Corp. 7,714 800,250Rocky Brands, Inc. 1,526 42,835Skechers USA, Inc., Class A (A) 43,547 1,565,079Steven Madden, Ltd. 15,258 538,913Superior Group of Companies, Inc. 2,114 49,129Tapestry, Inc. 44,248 1,375,228


COMMON STOCKS (continued)Textiles, apparel and luxury goods (continued)The Swatch Group AG 9,890 $ 521,915The Swatch Group AG, Bearer Shares 5,437 1,478,011Under Armour, Inc., Class A (A) 30,196 518,465Under Armour, Inc., Class C (A) 31,151 463,527Unifi, Inc. (A) 2,806 49,778Vera Bradley, Inc. (A) 4,309 34,300VF Corp. 50,041 4,274,002Wolverine World Wide, Inc. 14,742 460,688

137,914,1641,153,012,067

Consumer staples – 7.3%Beverages – 1.6%Anheuser-Busch InBev SA/NV 143,189 9,989,822Asahi Group Holdings, Ltd. 85,281 3,512,059Brown-Forman Corp., Class B 29,237 2,322,295Budweiser Brewing Company

APAC, Ltd. (C) 323,500 1,068,629Carlsberg A/S, Class B 19,358 3,103,327Celsius Holdings, Inc. (A) 6,603 332,197Coca-Cola Amatil, Ltd. 95,239 948,972Coca-Cola Bottlers Japan Holdings, Inc. 23,300 363,953Coca-Cola Consolidated, Inc. 882 234,850Coca-Cola European Partners PLC 38,358 1,911,379Coca-Cola HBC AG (A) 37,635 1,218,736Constellation Brands, Inc., Class A 26,913 5,895,293Davide Campari-Milano NV (B) 109,143 1,251,033Diageo PLC 439,258 17,380,897Heineken Holding NV 21,651 2,031,563Heineken NV 48,710 5,421,888Ito En, Ltd. 10,100 639,553Kirin Holdings Company, Ltd. (B) 154,592 3,650,380MGP Ingredients, Inc. 2,436 114,638Molson Coors Beverage Company, Class B 30,121 1,361,168Monster Beverage Corp. (A) 58,040 5,367,539National Beverage Corp. (B) 2,198 186,610NewAge, Inc. (A) 18,553 48,794PepsiCo, Inc. 218,335 32,379,081Pernod Ricard SA 39,370 7,560,869Primo Water Corp. 28,991 454,579Remy Cointreau SA 4,241 791,607Suntory Beverage & Food, Ltd. 26,159 926,535The Boston Beer Company, Inc.,

Class A (A) 2,942 2,925,201The Coca-Cola Company 610,874 33,500,330Treasury Wine Estates, Ltd. 135,499 980,178

147,873,955Food and staples retailing – 1.3%Aeon Company, Ltd. 122,878 4,031,179BJ’s Wholesale Club Holdings, Inc. (A) 69,499 2,590,923Carrefour SA 115,237 1,973,366Casey’s General Stores, Inc. 11,847 2,116,111Coles Group, Ltd. 250,675 3,502,287Cosmos Pharmaceutical Corp. 3,800 613,615Costco Wholesale Corp. 69,677 26,252,900Etablissements Franz Colruyt NV 10,406 614,688Grocery Outlet Holding Corp. (A) 27,536 1,080,788HF Foods Group, Inc. (A)(B) 7,041 52,948ICA Gruppen AB (B) 18,900 945,391Ingles Markets, Inc., Class A 2,723 116,163J Sainsbury PLC 334,263 1,027,427Jeronimo Martins SGPS SA 47,303 795,150Kesko OYJ, B Shares 51,329 1,317,441Kobe Bussan Company, Ltd. 23,100 709,747Koninklijke Ahold Delhaize NV 206,851 5,835,541




COMMON STOCKS (continued)Food and staples retailing (continued)Lawson, Inc. 9,389 $ 436,927Performance Food Group Company (A) 24,318 1,157,780PriceSmart, Inc. 4,252 387,315Rite Aid Corp. (A)(B) 10,273 162,622Seven & i Holdings Company, Ltd. 141,629 5,015,163SpartanNash Company 6,624 115,324Sprouts Farmers Market, Inc. (A) 38,095 765,710Sundrug Company, Ltd. 13,492 539,233Sysco Corp. 80,127 5,950,231Tesco PLC 1,840,399 5,807,870The Andersons, Inc. 5,860 143,629The Chefs’ Warehouse, Inc. (A) 5,692 146,227The Kroger Company 121,433 3,856,712Tsuruha Holdings, Inc. 6,998 995,142United Natural Foods, Inc. (A) 10,147 162,048Village Super Market, Inc., Class A 2,262 49,900Walgreens Boots Alliance, Inc. 112,774 4,497,427Walmart, Inc. 218,998 31,568,562Weis Markets, Inc. 1,773 84,767Welcia Holdings Company, Ltd. 17,700 667,686Wm Morrison Supermarkets PLC 452,546 1,095,028Woolworths Group, Ltd. 237,363 7,194,576

124,375,544Food products – 1.8%a2 Milk Company, Ltd. (A) 139,485 1,213,167Ajinomoto Company, Inc. 87,696 1,987,167Alico, Inc. 1,446 44,855Archer-Daniels-Midland Company 87,004 4,385,872Associated British Foods PLC (A) 66,948 2,066,998B&G Foods, Inc. (B) 11,799 327,186Barry Callebaut AG 567 1,351,234Calavo Growers, Inc. 3,106 215,650Calbee, Inc. 16,400 494,370Cal-Maine Foods, Inc. (A) 6,669 250,354Campbell Soup Company 32,429 1,567,942Chocoladefabriken Lindt & Spruengli AG 19 1,908,375Chocoladefabriken Lindt & Spruengli AG,

Participation Certificates 193 1,881,217Conagra Brands, Inc. 78,245 2,837,164Danone SA 116,129 7,642,002Darling Ingredients, Inc. (A) 81,927 4,725,549Flowers Foods, Inc. 62,991 1,425,486Fresh Del Monte Produce, Inc. 5,847 140,737Freshpet, Inc. (A) 7,215 1,024,458General Mills, Inc. 96,189 5,655,913Hormel Foods Corp. 44,946 2,094,933Hostess Brands, Inc. (A) 22,847 334,480Ingredion, Inc. 21,473 1,689,281J&J Snack Foods Corp. 2,794 434,104JDE Peet’s NV (A) 14,086 638,946John B. Sanfilippo & Son, Inc. 1,672 131,854Kellogg Company 40,648 2,529,525Kerry Group PLC, Class A 28,675 4,164,855Kerry Group PLC, Class A (London

Stock Exchange) 1,204 173,720Kikkoman Corp. 27,346 1,903,198Lamb Weston Holdings, Inc. 23,277 1,832,831Lancaster Colony Corp. 9,828 1,805,698Landec Corp. (A) 5,582 60,565Limoneira Company 3,923 65,318McCormick & Company, Inc. 39,707 3,795,989MEIJI Holdings Company, Ltd. 21,500 1,513,164Mondelez International, Inc., Class A 225,893 13,207,964Mowi ASA 82,599 1,844,200Nestle SA 541,403 63,999,934


COMMON STOCKS (continued)Food products (continued)NH Foods, Ltd. 15,441 $ 680,090Nisshin Seifun Group, Inc. 37,200 592,586Nissin Foods Holdings Company, Ltd. 11,875 1,017,871Orkla ASA 141,141 1,432,925Pilgrim’s Pride Corp. (A) 15,764 309,132Post Holdings, Inc. (A) 19,686 1,988,483Sanderson Farms, Inc. 10,146 1,341,301Seneca Foods Corp., Class A (A) 1,413 56,379The Hain Celestial Group, Inc. (A) 26,517 1,064,658The Hershey Company 22,958 3,497,192The J.M. Smucker Company 18,272 2,112,243The Kraft Heinz Company 100,935 3,498,407The Simply Good Foods Company (A) 15,933 499,659Tootsie Roll Industries, Inc. (B) 8,727 259,192Toyo Suisan Kaisha, Ltd. 16,650 810,305TreeHouse Foods, Inc. (A) 18,250 775,443Tyson Foods, Inc., Class A 45,626 2,940,139Vital Farms, Inc. (A) 1,935 48,975WH Group, Ltd. (C) 1,799,500 1,508,974Wilmar International, Ltd. 361,003 1,271,029Yakult Honsha Company, Ltd. 24,103 1,215,559Yamazaki Baking Company, Ltd. (B) 22,790 380,626


Class A (A) 6,025 218,888Church & Dwight Company, Inc. 39,614 3,455,529Colgate-Palmolive Company 135,341 11,573,009Energizer Holdings, Inc. 18,811 793,448Essity AB, B Shares 114,366 3,684,777Henkel AG & Company KGaA 19,529 1,881,825Kimberly-Clark Corp. 53,696 7,239,832Lion Corp. 42,200 1,022,285Oil-Dri Corp. of America 1,393 47,473Pigeon Corp. (B) 21,700 895,618Reckitt Benckiser Group PLC 133,656 11,929,367The Clorox Company 19,734 3,984,689The Procter & Gamble Company 391,730 54,505,312Unicharm Corp. 75,800 3,594,890WD-40 Company 2,530 672,170

105,616,216Personal products – 0.8%Beiersdorf AG 18,942 2,177,565BellRing Brands, Inc., Class A (A) 7,467 181,523Coty, Inc., Class A 91,433 641,860Edgewell Personal Care Company 27,683 957,278elf Beauty, Inc. (A) 8,515 214,493Inter Parfums, Inc. 3,351 202,702Kao Corp. 90,575 6,997,477Kobayashi Pharmaceutical Company, Ltd. 9,300 1,136,705Kose Corp. 6,300 1,076,544Lifevantage Corp. (A) 3,180 29,638L’Oreal SA 47,295 18,045,501Medifast, Inc. 2,103 412,903Nature’s Sunshine Products, Inc. (A) 2,200 32,890Nu Skin Enterprises, Inc., Class A 16,346 892,982Pola Orbis Holdings, Inc. (B) 17,272 350,735Shiseido Company, Ltd. 75,160 5,202,892The Estee Lauder Companies, Inc.,

Class A 35,752 9,516,825Unilever PLC 213,583 12,809,356Unilever PLC (London Stock Exchange) 280,510 16,985,185USANA Health Sciences, Inc. (A) 2,171 167,384




COMMON STOCKS (continued)Personal products (continued)Veru, Inc. (A) 11,259 $ 97,390

78,129,828Tobacco – 0.7%Altria Group, Inc. 293,455 12,031,655British American Tobacco PLC 431,135 16,011,004Imperial Brands PLC 177,851 3,730,350Japan Tobacco, Inc. 225,466 4,596,609Philip Morris International, Inc. 245,991 20,365,595Swedish Match AB 30,481 2,372,054Turning Point Brands, Inc. 2,256 100,527Universal Corp. 4,551 221,224Vector Group, Ltd. 26,065 303,657

59,732,675686,395,641

Energy – 2.4%Energy equipment and services – 0.2%Archrock, Inc. 24,105 208,749Aspen Aerogels, Inc. (A) 4,222 70,465Baker Hughes Company 109,702 2,287,287Bristow Group, Inc. (A) 1,234 32,479Cactus, Inc., Class A 8,874 231,345ChampionX Corp. (A) 94,573 1,446,967DMC Global, Inc. 2,771 119,846Dril-Quip, Inc. (A) 6,488 192,175Frank’s International NV (A) 30,380 83,241Halliburton Company 140,715 2,659,514Helix Energy Solutions Group, Inc. (A) 26,740 112,308Liberty Oilfield Services, Inc., Class A 13,797 142,247Matrix Service Company (A) 5,553 61,194Nabors Industries, Ltd. 1,346 78,378National Energy Services Reunited

Corp. (A) 3,838 38,111National Oilwell Varco, Inc. 62,196 853,951Newpark Resources, Inc. (A) 18,907 36,301NexTier Oilfield Solutions, Inc. (A) 30,885 106,244Oceaneering International, Inc. (A) 18,911 150,342Oil States International, Inc. (A) 11,972 60,099Patterson-UTI Energy, Inc. 34,585 181,917ProPetro Holding Corp. (A) 15,177 112,158RPC, Inc. (A) 11,302 35,601Schlumberger NV 218,043 4,759,879Select Energy Services, Inc., Class A (A) 12,080 49,528Solaris Oilfield Infrastructure, Inc., Class A 6,348 51,673TechnipFMC PLC 67,654 635,948Tenaris SA 88,735 719,085Tidewater, Inc. (A) 8,037 69,440Transocean, Ltd. (A)(B) 109,217 252,291U.S. Silica Holdings, Inc. 14,496 101,762

15,940,525Oil, gas and consumable fuels – 2.2%Ampol, Ltd. 46,925 1,029,001Antero Midstream Corp. 92,362 712,111Antero Resources Corp. (A)(B) 45,424 247,561Apache Corp. 60,462 857,956Arch Resources, Inc. 2,852 124,832Berry Corp. 15,424 56,760Bonanza Creek Energy, Inc. (A) 3,800 73,454BP PLC 3,807,976 13,140,342Brigham Minerals, Inc., Class A 8,617 94,701Cabot Oil & Gas Corp. 63,843 1,039,364Chevron Corp. 304,496 25,714,687Cimarex Energy Company 32,637 1,224,214Clean Energy Fuels Corp. (A) 24,490 192,491CNX Resources Corp. (A) 114,072 1,231,978


COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)Concho Resources, Inc. 31,508 $ 1,838,492ConocoPhillips 168,485 6,737,715CONSOL Energy, Inc. (A) 5,405 38,970Contango Oil & Gas Company (A) 19,840 45,434CVR Energy, Inc. 5,623 83,783Delek US Holdings, Inc. 11,803 189,674Devon Energy Corp. 61,317 969,422DHT Holdings, Inc. 19,992 104,558Diamond S Shipping, Inc. (A) 5,479 36,490Diamondback Energy, Inc. 25,280 1,223,552Dorian LPG, Ltd. (A) 7,011 85,464ENEOS Holdings, Inc. 576,711 2,071,374Energy Fuels, Inc. (A)(B) 25,800 109,908Eni SpA 478,063 4,990,838EOG Resources, Inc. 91,398 4,558,018EQT Corp. 88,060 1,119,243Equinor ASA 183,658 3,099,500Equitrans Midstream Corp. 131,303 1,055,676Exxon Mobil Corp. 668,365 27,550,005Frontline, Ltd. (B) 21,632 134,551Galp Energia SGPS SA 94,198 998,159Golar LNG, Ltd. (A) 17,226 166,059Green Plains, Inc. (A) 6,521 85,882Hess Corp. 42,050 2,219,820HollyFrontier Corp. 23,875 617,169Idemitsu Kosan Company, Ltd. 36,386 801,106Inpex Corp. 192,341 1,037,162International Seaways, Inc. 4,523 73,861Kinder Morgan, Inc. 305,078 4,170,416Koninklijke Vopak NV 13,213 693,144Kosmos Energy, Ltd. 77,431 181,963Lundin Energy AB (B) 34,925 946,560Magnolia Oil & Gas Corp., Class A (A) 24,046 169,765Marathon Oil Corp. 126,446 843,395Marathon Petroleum Corp. 101,868 4,213,260Matador Resources Company (A) 20,858 251,547Murphy Oil Corp. 46,635 564,284Neste OYJ (B) 79,503 5,772,216Nordic American Tankers, Ltd. (B) 27,278 80,470Occidental Petroleum Corp. 134,091 2,321,115Oil Search, Ltd. 370,946 1,063,107OMV AG 27,675 1,105,425ONEOK, Inc. 71,154 2,730,891Origin Energy, Ltd. 330,966 1,215,098Overseas Shipholding Group, Inc.,

Class A (A) 14,323 30,651Ovintiv, Inc. 48,945 702,850Par Pacific Holdings, Inc. (A) 7,726 108,009PBF Energy, Inc., Class A 18,415 130,747PDC Energy, Inc. (A) 18,848 386,949Penn Virginia Corp. (A) 3,018 30,633Phillips 66 68,490 4,790,191Pioneer Natural Resources Company 25,473 2,901,120Range Resources Corp. (A) 40,255 269,709Renewable Energy Group, Inc. (A) 7,086 501,831Repsol SA 275,069 2,771,077REX American Resources Corp. (A) 1,058 77,731Royal Dutch Shell PLC, A Shares 770,724 13,515,717Royal Dutch Shell PLC, B Shares 696,462 11,804,133Santos, Ltd. 332,736 1,611,343Scorpio Tankers, Inc. (B) 9,552 106,887SFL Corp., Ltd. 18,030 113,228SM Energy Company 21,821 133,545Southwestern Energy Company (A) 120,274 358,417Tellurian, Inc. (A)(B) 36,306 46,472




COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)The Williams Companies, Inc. 189,868 $ 3,806,853TOTAL SE 473,650 20,443,775Uranium Energy Corp. (A)(B) 39,732 69,928Valero Energy Corp. 63,587 3,597,117W&T Offshore, Inc. (A)(B) 20,623 44,752Washington H. Soul Pattinson &

Company, Ltd. (B) 20,244 470,914Woodside Petroleum, Ltd. 179,346 3,146,743World Fuel Services Corp. 32,140 1,001,482WPX Energy, Inc. (A) 128,869 1,050,282

208,127,079224,067,604

Financials – 12.5%Banks – 5.3%1st Source Corp. 3,101 124,970ABN AMRO Bank NV (C) 79,491 778,923ACNB Corp. 1,708 42,700Allegiance Bancshares, Inc. 3,733 127,407Altabancorp 2,882 80,465Amalgamated Bank, Class A 3,216 44,188Amerant Bancorp, Inc. (A) 3,738 56,818American National Bankshares, Inc. 2,657 69,640Ameris Bancorp 12,385 471,497Ames National Corp. 2,679 64,350Arrow Financial Corp. 2,306 68,972Associated Banc-Corp. 49,639 846,345Atlantic Capital Bancshares, Inc. (A) 4,470 71,162Atlantic Union Bankshares Corp. 14,427 475,225Australia & New Zealand Banking

Group, Ltd. 532,979 9,352,785Banc of California, Inc. 8,602 126,535BancFirst Corp. 3,557 208,796Banco Bilbao Vizcaya Argentaria SA 1,253,040 6,210,821Banco Espirito Santo SA (A) 625,609 1,000Banco Santander SA (A) 3,258,680 10,161,668BancorpSouth Bank 49,394 1,355,371Bank First Corp. 1,098 71,172Bank Hapoalim BM (A) 213,387 1,465,593Bank Leumi Le-Israel BM 273,025 1,611,600Bank of America Corp. 1,202,009 36,432,893Bank of Hawaii Corp. 12,936 991,156Bank of Marin Bancorp 2,308 79,257Bank OZK 38,627 1,207,866BankFinancial Corp. 3,922 34,435BankUnited, Inc. 16,845 585,869Bankwell Financial Group, Inc. 1,630 31,867Banner Corp. 6,550 305,165Banque Cantonale Vaudoise 5,661 616,192Bar Harbor Bankshares 2,546 57,514Barclays PLC 3,259,963 6,539,791BayCom Corp. (A) 2,960 44,903BCB Bancorp, Inc. 4,395 48,653Berkshire Hills Bancorp, Inc. 8,773 150,194BNP Paribas SA (A) 211,378 11,159,108BOC Hong Kong Holdings, Ltd. 695,241 2,107,431Boston Private Financial Holdings, Inc. 15,774 133,290Bridge Bancorp, Inc. 3,401 82,236Brookline Bancorp, Inc. 14,790 178,072Bryn Mawr Bank Corp. 3,984 121,890Business First Bancshares, Inc. 2,940 59,858Byline Bancorp, Inc. 4,921 76,029C&F Financial Corp. 1,057 39,225Cadence BanCorp 23,011 377,841CaixaBank SA 674,421 1,733,447Cambridge Bancorp 1,352 94,302


COMMON STOCKS (continued)Banks (continued)Camden National Corp. 3,027 $ 108,306Capital Bancorp, Inc. (A) 2,716 37,834Capstar Financial Holdings, Inc. 3,815 56,271Carter Bankshares, Inc. 5,398 57,867Cathay General Bancorp 38,093 1,226,214CBTX, Inc. 3,551 90,586Central Pacific Financial Corp. 5,483 104,232Central Valley Community Bancorp 2,277 33,905Century Bancorp, Inc., Class A 744 57,556Chemung Financial Corp. 1,153 39,144ChoiceOne Financial Services, Inc. 1,629 50,189CIT Group, Inc. 50,024 1,795,862Citigroup, Inc. 328,628 20,263,202Citizens & Northern Corp. 3,503 69,500Citizens Financial Group, Inc. 65,588 2,345,427City Holding Company 2,943 204,686Civista Bancshares, Inc. 3,700 64,861CNB Financial Corp. 3,270 69,618Coastal Financial Corp. (A) 2,351 49,371Columbia Banking System, Inc. 13,266 476,249Comerica, Inc. 22,271 1,244,058Commerce Bancshares, Inc. 33,815 2,221,652Commerzbank AG (A)(B) 188,279 1,216,747Commonwealth Bank of Australia 332,667 21,144,977Community Bank System, Inc. 9,650 601,292Community Bankers Trust Corp. 6,505 43,909Community Trust Bancorp, Inc. 3,081 114,151Concordia Financial Group, Ltd. 193,246 681,690ConnectOne Bancorp, Inc. 7,070 139,915County Bancorp, Inc. 1,591 35,129Credit Agricole SA (A) 216,837 2,741,236CrossFirst Bankshares, Inc. (A) 9,694 104,211Cullen/Frost Bankers, Inc. 18,024 1,572,234Customers Bancorp, Inc. (A) 5,351 97,281CVB Financial Corp. 23,696 462,072Danske Bank A/S (A) 129,621 2,142,299DBS Group Holdings, Ltd. 337,283 6,391,759Dime Community Bancshares, Inc. 5,682 89,605DNB ASA 178,183 3,491,604Eagle Bancorp Montana, Inc. 1,987 42,164Eagle Bancorp, Inc. 6,062 250,361East West Bancorp, Inc. 45,381 2,301,271Eastern Bankshares, Inc. (A) 28,828 470,185Enterprise Financial Services Corp. 4,515 157,799Equity Bancshares, Inc., Class A (A) 3,249 70,146Erste Group Bank AG 52,499 1,599,262Esquire Financial Holdings, Inc. (A) 2,141 41,086Evans Bancorp, Inc. 1,487 40,952Farmers & Merchants Bancorp, Inc. 1,570 36,110Farmers National Banc Corp. 4,801 63,709FB Financial Corp. 5,809 201,747Fidelity D&D Bancorp, Inc. 741 47,691Fifth Third Bancorp 110,479 3,045,906Financial Institutions, Inc. 3,375 75,938FinecoBank Banca Fineco SpA (A)(B) 114,547 1,889,111First Bancorp (North Carolina) 5,387 182,242First Bancorp (Puerto Rico) 40,052 369,279First Busey Corp. 9,394 202,441First Capital, Inc. (B) 595 36,033First Choice Bancorp 2,751 50,866First Commonwealth Financial Corp. 18,223 199,360First Community Bankshares, Inc. 3,086 66,596First Community Corp. 2,212 37,582First Financial Bancorp 18,154 318,240First Financial Bankshares, Inc. 69,491 2,513,837




COMMON STOCKS (continued)Banks (continued)First Financial Corp. 2,738 $ 106,371First Foundation, Inc. 7,551 151,020First Horizon Corp. 178,704 2,280,263First Internet Bancorp 2,052 58,974First Interstate BancSystem, Inc., Class A 7,601 309,893First Merchants Corp. 9,989 373,688First Mid Bancshares, Inc. 2,587 87,078First Midwest Bancorp, Inc. 21,376 340,306First Republic Bank 27,570 4,050,860Flushing Financial Corp. 5,388 89,656FNB Corp. 102,895 977,503Fukuoka Financial Group, Inc. 32,320 576,102Fulton Financial Corp. 81,515 1,036,871German American Bancorp, Inc. 3,752 124,154Glacier Bancorp, Inc. 48,368 2,225,412Great Southern Bancorp, Inc. 2,172 106,211Great Western Bancorp, Inc. 10,689 223,400Guaranty Bancshares, Inc. 1,903 56,995Hancock Whitney Corp. 43,803 1,490,178Hang Seng Bank, Ltd. 143,690 2,479,808Hanmi Financial Corp. 6,567 74,470HarborOne Bancorp, Inc. 10,574 114,834HBT Financial, Inc. 2,619 39,678Heartland Financial USA, Inc. 6,542 264,101Heritage Commerce Corp. 11,849 105,101Heritage Financial Corp. 6,910 161,625Hilltop Holdings, Inc. 13,254 364,618Home BancShares, Inc. 77,208 1,504,012HomeTrust Bancshares, Inc. 3,611 69,728Hope Bancorp, Inc. 22,062 240,696Horizon Bancorp, Inc. 8,287 131,432Howard Bancorp, Inc. (A) 2,868 33,871HSBC Holdings PLC 3,827,409 19,769,483Huntington Bancshares, Inc. 162,958 2,058,160Independent Bank Corp. (Massachusetts) 6,088 444,668Independent Bank Corp. (Michigan) 4,467 82,505Independent Bank Group, Inc. 6,895 431,075ING Groep NV (A) 733,013 6,815,437International Bancshares Corp. 27,781 1,040,121Intesa Sanpaolo SpA (A) 3,107,601 7,345,489Investar Holding Corp. 2,770 45,816Investors Bancorp, Inc. 41,784 441,239Israel Discount Bank, Ltd., Class A 218,735 844,549Japan Post Bank Company, Ltd. 76,100 625,513JPMorgan Chase & Co. 481,421 61,174,166KBC Group NV (A) 46,950 3,285,615KeyCorp 150,098 2,463,108Lakeland Bancorp, Inc. 9,509 120,764Lakeland Financial Corp. 4,567 244,700LCNB Corp. 2,421 35,564Level One Bancorp, Inc. 1,632 33,015Live Oak Bancshares, Inc. 5,236 248,501Lloyds Banking Group PLC (A) 13,302,631 6,632,133M&T Bank Corp. 20,548 2,615,760Macatawa Bank Corp. 7,674 64,231MainStreet Bancshares, Inc. (A) 2,253 38,098Mediobanca Banca di Credito Finanziario

SpA (A) 116,707 1,080,337Mercantile Bank Corp. 3,360 91,291Meridian Corp. 1,816 37,773Metrocity Bankshares, Inc. (B) 2,890 41,674Metropolitan Bank Holding Corp. (A) 1,630 59,120Middlefield Banc Corp. 1,274 28,665Midland States Bancorp, Inc. 4,433 79,218MidWestOne Financial Group, Inc. 3,245 79,503


COMMON STOCKS (continued)Banks (continued)Mitsubishi UFJ Financial Group, Inc. 2,297,168 $ 10,170,982Mizrahi Tefahot Bank, Ltd. 26,359 611,463Mizuho Financial Group, Inc. 453,350 5,753,999MVB Financial Corp. 2,312 52,436National Australia Bank, Ltd. 618,279 10,778,975National Bank Holdings Corp., Class A 5,525 180,999National Bankshares, Inc. 1,772 55,481Natwest Group PLC (A) 911,424 2,083,501NBT Bancorp, Inc. 8,078 259,304Nicolet Bankshares, Inc. (A) 1,865 123,743Nordea Bank ABP 608,862 4,989,861Northeast Bank 1,965 44,252Northrim BanCorp, Inc. 1,675 56,866OceanFirst Financial Corp. 11,263 209,830OFG Bancorp 9,514 176,390Old National Bancorp 29,877 494,763Old Second Bancorp, Inc. 6,583 66,488Origin Bancorp, Inc. 4,334 120,355Oversea-Chinese Banking Corp., Ltd. 621,324 4,734,792Pacific Premier Bancorp, Inc. 15,008 470,201PacWest Bancorp 37,710 957,834Park National Corp. 2,685 281,952Parke Bancorp, Inc. 2,909 45,380Peapack-Gladstone Financial Corp. 3,782 86,078Penns Woods Bancorp, Inc. 1,144 29,755Peoples Bancorp, Inc. 3,816 103,375Peoples Financial Services Corp. 1,131 41,576People’s United Financial, Inc. 68,038 879,731Pinnacle Financial Partners, Inc. 24,290 1,564,276Preferred Bank 2,681 135,310Premier Financial Bancorp, Inc. 3,388 45,027Professional Holding Corp., Class A (A) 2,239 34,548Prosperity Bancshares, Inc. 29,662 2,057,356QCR Holdings, Inc. 2,962 117,266Raiffeisen Bank International AG (A) 27,814 565,226RBB Bancorp 4,011 61,689Red River Bancshares, Inc. 887 43,951Regions Financial Corp. 153,800 2,479,256Reliant Bancorp, Inc. 3,068 57,126Renasant Corp. 10,162 342,256Republic Bancorp, Inc., Class A 1,617 58,325Republic First Bancorp, Inc. (A) 12,091 34,459Resona Holdings, Inc. 389,446 1,363,360Richmond Mutual Bancorporation, Inc. 2,626 35,871S&T Bancorp, Inc. 7,299 181,307Sandy Spring Bancorp, Inc. 8,503 273,712SB Financial Group, Inc. 1,982 36,231Seacoast Banking Corp. of Florida (A) 9,648 284,134ServisFirst Bancshares, Inc. 9,003 362,731Shinsei Bank, Ltd. 29,166 360,312Shore Bancshares, Inc. 3,216 46,954Sierra Bancorp 3,200 76,544Signature Bank 17,199 2,326,853Silvergate Capital Corp., Class A (A) 2,956 219,660Simmons First National Corp., Class A 19,898 429,598Skandinaviska Enskilda Banken AB, A

Shares (A) 305,845 3,149,434SmartFinancial, Inc. 3,336 60,515Societe Generale SA (A) 152,349 3,167,123South Plains Financial, Inc. 2,430 46,049South State Corp. 12,917 933,899Southern First Bancshares, Inc. (A) 1,913 67,625Southern National Bancorp of

Virginia, Inc. 4,836 58,564Southside Bancshares, Inc. 5,933 184,101




COMMON STOCKS (continued)Banks (continued)Spirit of Texas Bancshares, Inc. 3,268 $ 54,902Standard Chartered PLC (A) 504,147 3,201,305Sterling Bancorp 62,080 1,116,198Stock Yards Bancorp, Inc. 3,874 156,820Sumitomo Mitsui Financial Group, Inc. 245,258 7,602,544Sumitomo Mitsui Trust Holdings, Inc. 63,483 1,958,749Summit Financial Group, Inc. 1,877 41,444SVB Financial Group (A) 8,291 3,215,499Svenska Handelsbanken AB, A

Shares (A)(B) 292,372 2,947,118Swedbank AB, A Shares (A) 170,182 2,985,058Synovus Financial Corp. 47,581 1,540,197TCF Financial Corp. 49,170 1,820,273Texas Capital Bancshares, Inc. (A) 25,645 1,525,878The Bancorp, Inc. (A) 9,823 134,084The Bank of East Asia, Ltd. 246,399 527,114The Bank of Kyoto, Ltd. 10,714 558,610The Bank of NT Butterfield & Son, Ltd. 9,225 287,451The Chiba Bank, Ltd. 99,564 549,421The First Bancshares, Inc. 4,063 125,465The First of Long Island Corp. 4,854 86,644The PNC Financial Services Group, Inc. 66,773 9,949,177The Shizuoka Bank, Ltd. 78,308 574,805Tompkins Financial Corp. 2,687 189,702Towne Bank 12,390 290,917TriCo Bancshares 4,971 175,377TriState Capital Holdings, Inc. (A) 5,490 95,526Triumph Bancorp, Inc. (A) 4,258 206,726Truist Financial Corp. 212,325 10,176,737Trustmark Corp. 32,121 877,225U.S. Bancorp 216,232 10,074,249UMB Financial Corp. 21,936 1,513,365Umpqua Holdings Corp. 71,130 1,076,908UniCredit SpA (A) 399,409 3,742,221United Bankshares, Inc. 64,231 2,081,084United Community Banks, Inc. 14,418 410,048United Overseas Bank, Ltd. 221,039 3,767,479Unity Bancorp, Inc. 2,260 39,663Univest Financial Corp. 5,765 118,644Valley National Bancorp 202,552 1,974,882Veritex Holdings, Inc. 8,942 229,452Washington Trust Bancorp, Inc. 3,315 148,512Webster Financial Corp. 28,828 1,215,100Wells Fargo & Company 652,263 19,685,297WesBanco, Inc. 12,016 359,999West Bancorporation, Inc. 3,792 73,186Westamerica Bancorporation 4,973 274,957Westpac Banking Corp. 678,713 10,100,144Wintrust Financial Corp. 18,605 1,136,579Zions Bancorp NA 26,266 1,140,995

499,124,042Capital markets – 2.6%3i Group PLC 182,868 2,892,409Affiliated Managers Group, Inc. 14,576 1,482,379Ameriprise Financial, Inc. 18,624 3,619,202Amundi SA (A)(C) 11,397 928,877Artisan Partners Asset Management, Inc.,

Class A 10,225 514,727Assetmark Financial Holdings, Inc. (A) 3,156 76,375ASX, Ltd. 36,381 2,019,037B Riley Financial, Inc. 3,574 158,042BGC Partners, Inc., Class A 56,745 226,980BlackRock, Inc. 22,443 16,193,522Blucora, Inc. (A) 9,215 146,611Brightsphere Investment Group, Inc. 11,358 218,982


COMMON STOCKS (continued)Capital markets (continued)Cboe Global Markets, Inc. 17,421 $ 1,622,244CME Group, Inc. 56,720 10,325,876Cohen & Steers, Inc. 4,556 338,511Cowen, Inc., Class A 4,973 129,248Credit Suisse Group AG 459,985 5,938,806Daiwa Securities Group, Inc. 271,408 1,236,218Deutsche Bank AG (A) 368,974 4,058,339Deutsche Boerse AG 35,705 6,079,572Diamond Hill Investment Group, Inc. 628 93,742Donnelley Financial Solutions, Inc. (A) 5,608 95,168Eaton Vance Corp. 36,678 2,491,537Ellington Financial, Inc. 7,618 113,051EQT AB (B) 44,772 1,136,477Evercore, Inc., Class A 13,111 1,437,490FactSet Research Systems, Inc. 12,218 4,062,485Federated Hermes, Inc. 47,982 1,386,200Focus Financial Partners, Inc., Class A (A) 5,904 256,824Franklin Resources, Inc. 42,847 1,070,747Greenhill & Company, Inc. 3,005 36,481Hamilton Lane, Inc., Class A 5,832 455,188Hargreaves Lansdown PLC 62,394 1,299,173Hong Kong Exchanges & Clearing, Ltd. 226,371 12,416,833Houlihan Lokey, Inc. 9,486 637,744Interactive Brokers Group, Inc., Class A 25,964 1,581,727Intercontinental Exchange, Inc. 88,680 10,223,917Invesco, Ltd. 60,310 1,051,203Janus Henderson Group PLC 47,796 1,553,848Japan Exchange Group, Inc. 95,800 2,447,862Julius Baer Group, Ltd. 42,059 2,423,082London Stock Exchange Group PLC 59,440 7,337,066Macquarie Group, Ltd. 64,538 6,888,746Magellan Financial Group, Ltd. 24,157 1,000,543MarketAxess Holdings, Inc. 5,907 3,370,298Moelis & Company, Class A 9,851 460,633Moody’s Corp. 25,481 7,395,605Morgan Stanley 225,761 15,471,401MSCI, Inc. 13,068 5,835,254Nasdaq, Inc. 18,418 2,444,805Natixis SA (A) 177,923 609,656Nomura Holdings, Inc. 590,913 3,124,197Northern Trust Corp. 33,334 3,104,729Oppenheimer Holdings, Inc., Class A 1,846 58,020Partners Group Holding AG 3,512 4,126,745Piper Sandler Companies 3,230 325,907PJT Partners, Inc., Class A 4,373 329,068Raymond James Financial, Inc. 19,554 1,870,731S&P Global, Inc. 38,022 12,498,972Safeguard Scientifics, Inc. (A) 6,418 40,947SBI Holdings, Inc. 44,490 1,058,380Schroders PLC 23,361 1,065,168Sculptor Capital Management, Inc. 3,738 56,818SEI Investments Company 38,567 2,216,445Silvercrest Asset Management Group, Inc.,

Class A 2,679 37,211Singapore Exchange, Ltd. 151,048 1,060,961St. James’s Place PLC 100,888 1,561,149Standard Life Aberdeen PLC 421,419 1,615,301State Street Corp. 55,064 4,007,558StepStone Group, Inc., Class A (A) 3,581 142,524Stifel Financial Corp. 51,683 2,607,924StoneX Group, Inc. (A) 3,024 175,090T. Rowe Price Group, Inc. 35,705 5,405,380The Bank of New York Mellon Corp. 128,115 5,437,201The Charles Schwab Corp. 235,347 12,482,805The Goldman Sachs Group, Inc. 54,345 14,331,320




COMMON STOCKS (continued)Capital markets (continued)UBS Group AG 688,942 $ 9,700,187Virtus Investment Partners, Inc. 1,366 296,422Waddell & Reed Financial, Inc., Class A 11,523 293,491WisdomTree Investments, Inc. 26,709 142,893

244,464,287Consumer finance – 0.4%Acom Company, Ltd. 75,010 320,274American Express Company 102,972 12,450,345Capital One Financial Corp. 72,093 7,126,393Curo Group Holdings Corp. 3,775 54,096Discover Financial Services 47,944 4,340,370Encore Capital Group, Inc. (A) 5,769 224,703Enova International, Inc. (A) 6,426 159,172EZCORP, Inc., Class A (A) 10,139 48,566FirstCash, Inc. 20,994 1,470,420Green Dot Corp., Class A (A) 9,500 530,100LendingClub Corp. (A) 13,459 142,127LendingTree, Inc. (A) 3,499 957,991Navient Corp. 93,611 919,260Nelnet, Inc., Class A 3,182 226,686Oportun Financial Corp. (A) 3,800 73,606PRA Group, Inc. (A) 8,440 334,730PROG Holdings, Inc. (A) 34,166 1,840,522Regional Management Corp. 1,733 51,747SLM Corp. 120,129 1,488,398Synchrony Financial 83,977 2,914,842World Acceptance Corp. (A)(B) 843 86,171

35,760,519Diversified financial services – 1.0%Alerus Financial Corp. 2,684 73,461A-Mark Precious Metals, Inc. 1,024 26,266AMP, Ltd. 645,813 776,088Banco Latinoamericano de Comercio

Exterior SA, Class E 5,868 92,890Berkshire Hathaway, Inc., Class B (A) 307,403 71,277,534Cannae Holdings, Inc. (A) 15,986 707,700Eurazeo SE (A) 7,388 502,013EXOR NV 20,380 1,655,408Groupe Bruxelles Lambert SA 21,226 2,139,454Industrivarden AB, A Shares (A) 20,085 669,176Industrivarden AB, C Shares (A) 30,004 969,797Investor AB, B Shares 85,595 6,229,889Jefferies Financial Group, Inc. 66,486 1,635,556Kinnevik AB, B Shares (A) 45,461 2,283,805L E Lundbergforetagen AB, B

Shares (A)(B) 14,282 766,212M&G PLC 488,582 1,318,767Mitsubishi UFJ Lease & Finance

Company, Ltd. 75,796 363,964NewStar Financial, Inc. (A)(D) 6,344 645ORIX Corp. 246,883 3,798,076Sofina SA 2,896 979,648Tokyo Century Corp. 8,100 642,808Wendel SE (B) 5,038 601,235

97,510,392Insurance – 3.0%Admiral Group PLC 35,917 1,420,225Aegon NV 336,266 1,341,320Aflac, Inc. 103,190 4,588,859Ageas SA/NV 32,905 1,747,489AIA Group, Ltd. 2,272,135 27,688,507Alleghany Corp. 4,601 2,777,578Allianz SE 78,396 19,259,768Ambac Financial Group, Inc. (A) 8,743 134,467


COMMON STOCKS (continued)Insurance (continued)American Equity Investment Life

Holding Company 16,810 $ 464,965American Financial Group, Inc. 22,620 1,981,964American International Group, Inc. 135,418 5,126,925AMERISAFE, Inc. 3,648 209,505Aon PLC, Class A 36,111 7,629,171Argo Group International Holdings, Ltd. 6,118 267,357Arthur J. Gallagher & Company 30,674 3,794,681Assicurazioni Generali SpA 207,320 3,629,840Assurant, Inc. 9,554 1,301,446Aviva PLC 738,106 3,283,120AXA SA 363,475 8,716,980Baloise Holding AG 8,712 1,547,879Brighthouse Financial, Inc. (A) 28,746 1,040,749Brown & Brown, Inc. 75,818 3,594,531BRP Group, Inc., Class A (A) 7,916 237,243Chubb, Ltd. 71,261 10,968,493Cincinnati Financial Corp. 23,962 2,093,560Citizens, Inc. (A)(B) 8,536 48,911CNO Financial Group, Inc. 70,438 1,565,837CNP Assurances (A) 32,258 524,097Dai-ichi Life Holdings, Inc. 202,737 3,054,313Direct Line Insurance Group PLC 256,430 1,121,550Donegal Group, Inc., Class A 2,812 39,565eHealth, Inc. (A) 4,773 337,022Employers Holdings, Inc. 5,428 174,727Enstar Group, Ltd. (A) 2,208 452,397Everest Re Group, Ltd. 6,402 1,498,644FBL Financial Group, Inc., Class A 1,878 98,614First American Financial Corp. 35,775 1,847,063Genworth Financial, Inc., Class A (A) 257,162 972,072Gjensidige Forsikring ASA 37,584 838,850Globe Life, Inc. 14,645 1,390,689Goosehead Insurance, Inc., Class A 2,447 305,288Greenlight Capital Re, Ltd., Class A (A) 7,145 52,230Hannover Rueck SE 11,331 1,805,666HCI Group, Inc. 1,217 63,649Heritage Insurance Holdings, Inc. 5,200 52,676Horace Mann Educators Corp. 7,754 325,978Insurance Australia Group, Ltd. 434,292 1,576,076Investors Title Company 284 43,452James River Group Holdings, Ltd. 5,548 272,684Japan Post Holdings Company, Ltd. 296,000 2,305,585Japan Post Insurance Company, Ltd. 42,300 867,324Kemper Corp. 19,835 1,523,923Kinsale Capital Group, Inc. 10,813 2,164,006Legal & General Group PLC 1,121,286 4,086,431Lincoln National Corp. 29,097 1,463,870Loews Corp. 35,965 1,619,144Marsh & McLennan Companies, Inc. 80,093 9,370,881MBIA, Inc. (A) 10,973 72,202Medibank Pvt., Ltd. 517,523 1,198,656Mercury General Corp. 8,582 448,066MetLife, Inc. 120,815 5,672,264MS&AD Insurance Group Holdings, Inc. 83,651 2,545,085Muenchener

Rueckversicherungs-Gesellschaft AG 26,328 7,822,739National General Holdings Corp. 12,611 431,044National Western Life Group, Inc., Class A 503 103,839NN Group NV 54,167 2,341,651Old Republic International Corp. 90,642 1,786,554Palomar Holdings, Inc. (A) 3,797 337,325Phoenix Group Holdings PLC 103,265 989,588Poste Italiane SpA (C) 98,177 1,004,229Primerica, Inc. 12,637 1,692,473




COMMON STOCKS (continued)Insurance (continued)Principal Financial Group, Inc. 40,895 $ 2,028,801ProAssurance Corp. 10,281 182,899Prudential Financial, Inc. 62,011 4,841,199Prudential PLC 490,262 9,014,919QBE Insurance Group, Ltd. 276,095 1,799,704Reinsurance Group of America, Inc. 21,835 2,530,677RenaissanceRe Holdings, Ltd. 16,350 2,711,157RLI Corp. 20,117 2,095,186RSA Insurance Group PLC 194,416 1,802,015Safety Insurance Group, Inc. 2,758 214,848Sampo OYJ, A Shares 88,517 3,784,416SCOR SE (A) 29,796 966,479Selective Insurance Group, Inc. 30,276 2,027,886Selectquote, Inc. (A) 5,783 119,997Sompo Holdings, Inc. 63,091 2,557,887State Auto Financial Corp. 3,621 64,237Stewart Information Services Corp. 4,865 235,271Suncorp Group, Ltd. 240,470 1,809,651Swiss Life Holding AG 5,715 2,665,878Swiss Re AG 53,698 5,059,059T&D Holdings, Inc. 101,125 1,196,192The Allstate Corp. 47,958 5,272,023The Hanover Insurance Group, Inc. 11,984 1,401,169The Hartford Financial Services

Group, Inc. 57,376 2,810,276The Progressive Corp. 92,453 9,141,753The Travelers Companies, Inc. 39,840 5,592,341Third Point Reinsurance, Ltd. (A) 15,083 143,590Tiptree, Inc. 7,098 35,632Tokio Marine Holdings, Inc. 118,685 6,114,836Trean Insurance Group, Inc. (A) 2,397 31,401Trupanion, Inc. (A) 5,596 669,897Tryg A/S 22,712 714,319United Fire Group, Inc. 4,156 104,316Universal Insurance Holdings, Inc. 5,319 80,370Unum Group 32,604 747,936W.R. Berkley Corp. 22,525 1,496,111Watford Holdings, Ltd. (A) 3,207 110,962Willis Towers Watson PLC 20,176 4,250,680Zurich Insurance Group AG 28,275 11,915,676

281,497,197Mortgage real estate investment trusts – 0.1%Anworth Mortgage Asset Corp. 22,073 59,818Apollo Commercial Real Estate

Finance, Inc. 26,401 294,899Arbor Realty Trust, Inc. 20,774 294,575Ares Commercial Real Estate Corp. 5,881 70,043ARMOUR Residential REIT, Inc. 11,925 128,671Blackstone Mortgage Trust, Inc., Class A 25,322 697,115Broadmark Realty Capital, Inc. 23,601 240,730Capstead Mortgage Corp. 17,950 104,290Cherry Hill Mortgage Investment Corp. 3,813 34,851Chimera Investment Corp. 35,199 360,790Colony Credit Real Estate, Inc. 15,955 119,663Dynex Capital, Inc. 4,133 73,567Ellington Residential Mortgage REIT 2,618 34,139Granite Point Mortgage Trust, Inc. 10,207 101,968Great Ajax Corp. 4,861 50,846Hannon Armstrong Sustainable

Infrastructure Capital, Inc. 13,472 854,529Invesco Mortgage Capital, Inc. 34,790 117,590KKR Real Estate Finance Trust, Inc. 4,875 87,360Ladder Capital Corp. 19,656 192,236MFA Financial, Inc. 84,735 329,619New York Mortgage Trust, Inc. 70,564 260,381


COMMON STOCKS (continued)Mortgage real estate investment trusts (continued)Orchid Island Capital, Inc. 13,843 $ 72,260PennyMac Mortgage Investment Trust 18,247 320,965Ready Capital Corp. 7,870 97,982Redwood Trust, Inc. 21,443 188,270TPG RE Finance Trust, Inc. 11,185 118,785Two Harbors Investment Corp. 50,974 324,704Western Asset Mortgage Capital Corp. 12,223 39,847

5,670,493Thrifts and mortgage finance – 0.1%Axos Financial, Inc. (A) 10,546 395,791Bridgewater Bancshares, Inc. (A) 5,163 64,486Capitol Federal Financial, Inc. 23,930 299,125Columbia Financial, Inc. (A) 9,025 140,429ESSA Bancorp, Inc. 2,631 39,465Essent Group, Ltd. 56,406 2,436,739Federal Agricultural Mortgage Corp.,

Class C 1,701 126,299Flagstar Bancorp, Inc. 8,687 354,082FS Bancorp, Inc. 979 53,649Home Bancorp, Inc. 1,554 43,496HomeStreet, Inc. 4,292 144,855Kearny Financial Corp. 15,535 164,050Merchants Bancorp 1,697 46,888Meridian Bancorp, Inc. 9,145 136,352Meta Financial Group, Inc. 6,256 228,719MGIC Investment Corp. 108,325 1,359,479Mr. Cooper Group, Inc. (A) 14,077 436,809New York Community Bancorp, Inc. 148,567 1,567,382NMI Holdings, Inc., Class A (A) 15,353 347,745Northfield Bancorp, Inc. 9,652 119,009Northwest Bancshares, Inc. 21,807 277,821PCSB Financial Corp. 3,733 59,504PennyMac Financial Services, Inc. 7,843 514,658Premier Financial Corp. 7,145 164,335Provident Bancorp, Inc. 4,584 55,008Provident Financial Services, Inc. 13,362 239,982Radian Group, Inc. 35,286 714,542Southern Missouri Bancorp, Inc. 1,780 54,183Standard AVB Financial Corp. 1,054 34,350Territorial Bancorp, Inc. 2,464 59,210The Hingham Institution for Savings 290 62,640Timberland Bancorp, Inc. 1,934 46,919TrustCo Bank Corp. 18,961 126,470Walker & Dunlop, Inc. 5,263 484,301Washington Federal, Inc. 38,353 987,206Waterstone Financial, Inc. 4,992 93,949Western New England Bancorp, Inc. 7,050 48,575WSFS Financial Corp. 9,302 417,474

12,945,9761,176,972,906

Health care – 13.0%Biotechnology – 2.0%89bio, Inc. (A) 1,665 40,576AbbVie, Inc. 278,800 29,873,420Achillion Pharmaceuticals, Inc. (A)(D) 23,194 34,680ADMA Biologics, Inc. (A)(B) 15,161 29,564Aduro Biotech, Inc. (A)(D) 2,435 7,305Adverum Biotechnologies, Inc. (A) 16,709 181,126Aeglea BioTherapeutics, Inc. (A) 9,145 71,971Affimed NV (A) 16,254 94,598Agenus, Inc. (A) 30,435 96,783Akebia Therapeutics, Inc. (A) 27,960 78,288Akero Therapeutics, Inc. (A) 2,605 67,209Akouos, Inc. (A)(B) 2,839 56,297




COMMON STOCKS (continued)Biotechnology (continued)Albireo Pharma, Inc. (A) 3,262 $ 122,358Alder Biopharmaceuticals, Inc. (A)(D) 13,115 19,785Alector, Inc. (A) 8,846 133,840Alexion Pharmaceuticals, Inc. (A) 34,485 5,387,936Aligos Therapeutics, Inc. (A)(B) 1,997 55,217Allakos, Inc. (A) 4,862 680,680Allogene Therapeutics, Inc. (A) 10,088 254,621Allovir, Inc. (A)(B) 3,361 129,197ALX Oncology Holdings, Inc. (A)(B) 1,801 155,246Amgen, Inc. 91,975 21,146,892Amicus Therapeutics, Inc. (A) 47,629 1,099,754AnaptysBio, Inc. (A) 4,089 87,914Anavex Life Sciences Corp. (A)(B) 10,538 56,905Anika Therapeutics, Inc. (A) 2,673 120,980Annexon, Inc. (A) 2,985 74,715Apellis Pharmaceuticals, Inc. (A) 11,244 643,157Applied Molecular Transport, Inc. (A)(B) 2,382 73,294Applied Therapeutics, Inc. (A) 2,657 58,481Aprea Therapeutics, Inc. (A) 1,525 7,503Arcturus Therapeutics

Holdings, Inc. (A)(B) 4,086 177,251Arcus Biosciences, Inc. (A) 7,890 204,824Arcutis Biotherapeutics, Inc. (A) 3,893 109,510Ardelyx, Inc. (A) 14,464 93,582Arena Pharmaceuticals, Inc. (A) 10,857 834,143Argenx SE (A) 8,392 2,472,962Arrowhead Pharmaceuticals, Inc. (A) 51,695 3,966,557Assembly Biosciences, Inc. (A) 6,484 39,228Atara Biotherapeutics, Inc. (A) 14,107 276,920Athenex, Inc. (A) 13,305 147,153Athersys, Inc. (A)(B) 35,221 61,637Atreca, Inc., Class A (A) 5,812 93,864Avid Bioservices, Inc. (A) 10,849 125,197Avidity Biosciences, Inc. (A) 3,185 81,281Avrobio, Inc. (A) 6,091 84,909Beam Therapeutics, Inc. (A)(B) 7,401 604,218Beyondspring, Inc. (A) 3,211 39,174BioCryst Pharmaceuticals, Inc. (A)(B) 33,466 249,322Biogen, Inc. (A) 24,280 5,945,201Biohaven Pharmaceutical Holding

Company, Ltd. (A) 8,972 768,990Bioxcel Therapeutics, Inc. (A) 2,417 111,665Black Diamond Therapeutics, Inc. (A) 3,427 109,835Blueprint Medicines Corp. (A) 10,284 1,153,351BrainStorm Cell Therapeutics, Inc. (A) 5,984 27,078Bridgebio Pharma, Inc. (A) 13,576 965,389C4 Therapeutics, Inc. (A)(B) 2,000 66,260Cabaletta Bio, Inc. (A) 2,871 35,830Calithera Biosciences, Inc. (A) 13,303 65,318CareDx, Inc. (A) 8,934 647,268CASI Pharmaceuticals, Inc. (A) 14,045 41,433Catalyst Biosciences, Inc. (A) 5,025 31,708Catalyst Pharmaceuticals, Inc. (A) 18,808 62,819Cellular Biomedicine Group, Inc. (A) 2,730 50,177CEL-SCI Corp. (A)(B) 6,438 75,067Checkpoint Therapeutics, Inc. (A) 11,664 30,910ChemoCentryx, Inc. (A) 9,243 572,327Chimerix, Inc. (A) 10,777 52,053Chinook Therapeutics, Inc. (A) 2,723 43,187Clovis Oncology, Inc. (A)(B) 15,905 76,344Coherus Biosciences, Inc. (A) 10,867 188,868Concert Pharmaceuticals, Inc. (A) 6,291 79,518Constellation Pharmaceuticals, Inc. (A) 5,801 167,069ContraFect Corp. (A) 6,257 31,598Corbus Pharmaceuticals Holdings, Inc. (A) 17,141 21,426


COMMON STOCKS (continued)Biotechnology (continued)Cortexyme, Inc. (A)(B) 2,965 $ 82,368Crinetics Pharmaceuticals, Inc. (A) 5,479 77,309CSL, Ltd. 85,390 18,657,074Cue Biopharma, Inc. (A) 5,986 74,885Cytokinetics, Inc. (A) 12,544 260,664CytomX Therapeutics, Inc. (A) 9,524 62,382Deciphera Pharmaceuticals, Inc. (A) 7,083 404,227Denali Therapeutics, Inc. (A) 11,679 978,233DermTech, Inc. (A) 2,138 69,357Dicerna Pharmaceuticals, Inc. (A) 12,408 273,348Dynavax Technologies Corp. (A)(B) 20,224 89,997Dyne Therapeutics, Inc. (A) 2,737 57,477Eagle Pharmaceuticals, Inc. (A) 2,066 96,214Editas Medicine, Inc. (A) 11,724 821,970Eidos Therapeutics, Inc. (A) 2,050 269,739Eiger BioPharmaceuticals, Inc. (A) 6,310 77,550Emergent BioSolutions, Inc. (A) 22,845 2,046,912Enanta Pharmaceuticals, Inc. (A) 3,656 153,918Epizyme, Inc. (A) 16,862 183,121Esperion Therapeutics, Inc. (A)(B) 4,920 127,920Evelo Biosciences, Inc. (A) 4,439 53,668Exelixis, Inc. (A) 99,804 2,003,066Fate Therapeutics, Inc. (A) 13,315 1,210,733Fennec Pharmaceuticals, Inc. (A) 5,389 40,148FibroGen, Inc. (A) 15,733 583,537Five Prime Therapeutics, Inc. (A) 5,864 99,747Flexion Therapeutics, Inc. (A)(B) 8,468 97,721Foghorn Therapeutics, Inc. (A) 1,414 28,662Forma Therapeutics Holdings, Inc. (A) 3,203 111,785Fortress Biotech, Inc. (A) 14,987 47,509Frequency Therapeutics, Inc. (A)(B) 4,741 167,168G1 Therapeutics, Inc. (A) 6,488 116,719Galapagos NV (A) 7,971 788,924Generation Bio Company (A) 2,314 65,602Genmab A/S (A) 12,292 4,984,331Geron Corp. (A)(B) 55,347 88,002Gilead Sciences, Inc. 197,975 11,534,024GlycoMimetics, Inc. (A) 8,242 30,990Gossamer Bio, Inc. (A) 11,036 106,718Grifols SA (B) 56,054 1,636,578Halozyme Therapeutics, Inc. (A) 65,564 2,800,238Harpoon Therapeutics, Inc. (A) 2,281 37,887Heron Therapeutics, Inc. (A) 16,525 349,752Homology Medicines, Inc. (A) 6,904 77,946Hookipa Pharma, Inc. (A) 3,040 33,714iBio, Inc. (A) 39,601 41,581Ideaya Biosciences, Inc. (A) 3,285 45,990IGM Biosciences, Inc. (A)(B) 1,336 117,955ImmunoGen, Inc. (A) 34,449 222,196Immunovant, Inc. (A) 6,927 319,958Incyte Corp. (A) 29,776 2,589,916Inhibrx, Inc. (A) 1,539 50,741Inovio Pharmaceuticals, Inc. (A)(B) 29,426 260,420Inozyme Pharma, Inc. (A)(B) 1,644 33,932Insmed, Inc. (A) 18,896 629,048Intellia Therapeutics, Inc. (A) 9,367 509,565Intercept Pharmaceuticals, Inc. (A) 4,919 121,499Invitae Corp. (A)(B) 21,430 895,988Ironwood Pharmaceuticals, Inc. (A) 29,854 340,037iTeos Therapeutics, Inc. (A)(B) 2,197 74,303IVERIC bio, Inc. (A) 15,258 105,433Kadmon Holdings, Inc. (A) 32,729 135,825KalVista Pharmaceuticals, Inc. (A) 2,995 56,875Karuna Therapeutics, Inc. (A) 2,963 301,011Karyopharm Therapeutics, Inc. (A)(B) 13,265 205,342




COMMON STOCKS (continued)Biotechnology (continued)Keros Therapeutics, Inc. (A) 2,418 $ 170,566Kezar Life Sciences, Inc. (A) 7,900 41,238Kindred Biosciences, Inc. (A) 8,566 36,919Kiniksa Pharmaceuticals, Ltd., Class A (A) 5,156 91,107Kodiak Sciences, Inc. (A) 5,977 878,081Kronos Bio, Inc. (A) 2,718 81,187Krystal Biotech, Inc. (A) 2,566 153,960Kura Oncology, Inc. (A) 11,429 373,271Kymera Therapeutics, Inc. (A)(B) 1,871 116,002Lexicon Pharmaceuticals, Inc. (A)(B) 9,148 31,286Ligand Pharmaceuticals, Inc. (A)(B) 7,882 783,865LogicBio Therapeutics, Inc. (A) 3,645 27,811MacroGenics, Inc. (A) 10,222 233,675Madrigal Pharmaceuticals, Inc. (A)(B) 1,648 183,208Magenta Therapeutics, Inc. (A) 4,655 36,495MannKind Corp. (A) 42,038 131,579MediciNova, Inc. (A) 9,418 49,539MEI Pharma, Inc. (A) 22,488 59,368MeiraGTx Holdings PLC (A) 4,241 64,209Mersana Therapeutics, Inc. (A) 9,978 265,515Mirati Therapeutics, Inc. (A) 7,932 1,742,184Molecular Templates, Inc. (A) 5,320 49,955Morphic Holding, Inc. (A)(B) 2,646 88,773Mustang Bio, Inc. (A) 12,190 46,139Myriad Genetics, Inc. (A) 13,381 264,609NantKwest, Inc. (A)(B) 6,000 79,980Natera, Inc. (A) 14,017 1,394,972Neoleukin Therapeutics, Inc. (A) 6,224 87,758Neubase Therapeutics, Inc. (A) 4,100 28,659NextCure, Inc. (A) 3,471 37,834Nkarta, Inc. (A)(B) 3,094 190,188Novavax, Inc. (A)(B) 11,446 1,276,343Nurix Therapeutics, Inc. (A)(B) 2,214 72,796Oncocyte Corp. (A) 14,025 33,520Oncorus, Inc. (A) 1,280 41,382OPKO Health, Inc. (A)(B) 74,130 292,814ORIC Pharmaceuticals, Inc. (A) 4,143 140,241Passage Bio, Inc. (A) 4,700 120,179PDL BioPharma, Inc. (A) 23,030 56,884PeptiDream, Inc. (A) 17,700 900,346Pfenex, Inc. (A)(D) 6,194 4,646Pieris Pharmaceuticals, Inc. (A) 12,242 30,605PMV Pharmaceuticals, Inc. (A) 2,543 156,420Praxis Precision Medicines, Inc. (A)(B) 2,028 111,581Precigen, Inc. (A)(B) 12,480 127,296Precision BioSciences, Inc. (A) 8,861 73,901Prelude Therapeutics, Inc. (A)(B) 1,705 121,993Prevail Therapeutics, Inc. (A) 3,132 72,255Progenics Pharmaceuticals, Inc. (A)(D) 15,140 681Protagonist Therapeutics, Inc. (A) 5,954 120,033Prothena Corp. PLC (A) 6,092 73,165PTC Therapeutics, Inc. (A) 11,535 703,981Puma Biotechnology, Inc. (A) 6,091 62,494Radius Health, Inc. (A) 8,700 155,382RAPT Therapeutics, Inc. (A) 2,130 42,068Regeneron Pharmaceuticals, Inc. (A) 16,544 7,992,572REGENXBIO, Inc. (A) 6,433 291,801Relay Therapeutics, Inc. (A) 6,016 250,025Replimune Group, Inc. (A) 4,429 168,966REVOLUTION Medicines, Inc. (A) 7,218 285,761Rhythm Pharmaceuticals, Inc. (A) 6,330 188,191Rigel Pharmaceuticals, Inc. (A) 33,042 115,647Rocket Pharmaceuticals, Inc. (A) 6,396 350,757Rubius Therapeutics, Inc. (A)(B) 7,612 57,775Sangamo Therapeutics, Inc. (A) 21,691 338,488


COMMON STOCKS (continued)Biotechnology (continued)Scholar Rock Holding Corp. (A) 4,754 $ 230,712Selecta Biosciences, Inc. (A) 14,208 43,050Seres Therapeutics, Inc. (A) 10,250 251,125Shattuck Labs, Inc. (A)(B) 2,437 127,723Solid Biosciences, Inc. (A) 5,840 44,267Sorrento Therapeutics, Inc. (A)(B) 46,418 316,803Spectrum Pharmaceuticals, Inc. (A) 27,755 94,645Spero Therapeutics, Inc. (A) 4,103 79,557SpringWorks Therapeutics, Inc. (A) 4,437 321,771Spruce Biosciences, Inc. (A) 1,427 34,690Stemline Therapeutics, Inc. (A)(D) 8,040 2,653Stoke Therapeutics, Inc. (A) 2,302 142,563Sutro Biopharma, Inc. (A) 5,334 115,801Syndax Pharmaceuticals, Inc. (A) 5,147 114,469Syros Pharmaceuticals, Inc. (A) 8,245 89,458Taysha Gene Therapies, Inc. (A) 1,742 46,233TCR2 Therapeutics, Inc. (A) 4,848 149,949TG Therapeutics, Inc. (A) 21,402 1,113,332Translate Bio, Inc. (A) 12,763 235,222Travere Therapeutics, Inc. (A) 9,227 251,482Turning Point Therapeutics, Inc. (A) 6,915 842,593Twist Bioscience Corp. (A) 6,088 860,174Ultragenyx Pharmaceutical, Inc. (A) 11,595 1,605,096United Therapeutics Corp. (A) 14,256 2,163,918UNITY Biotechnology, Inc. (A)(B) 7,612 39,887UroGen Pharma, Ltd. (A)(B) 3,941 71,017Vanda Pharmaceuticals, Inc. (A) 10,214 134,212Vaxart, Inc. (A)(B) 9,886 56,449Vaxcyte, Inc. (A)(B) 3,450 91,667VBI Vaccines, Inc. (A)(B) 34,010 93,528Veracyte, Inc. (A) 10,691 523,218Verastem, Inc. (A)(B) 33,813 72,022Vericel Corp. (A) 8,465 261,399Vertex Pharmaceuticals, Inc. (A) 41,056 9,703,175Viela Bio, Inc. (A)(B) 4,078 146,686Viking Therapeutics, Inc. (A)(B) 12,797 72,047Vir Biotechnology, Inc. (A)(B) 10,011 268,095Voyager Therapeutics, Inc. (A) 5,441 38,903XBiotech, Inc. (A)(B) 2,791 43,679Xencor, Inc. (A) 10,393 453,447XOMA Corp. (A)(B) 1,277 56,354Y-mAbs Therapeutics, Inc. (A) 5,724 283,395Zentalis Pharmaceuticals, Inc. (A) 5,332 276,944ZIOPHARM Oncology, Inc. (A)(B) 40,918 103,113

185,757,606Health care equipment and supplies – 3.1%Abbott Laboratories 279,919 30,648,331ABIOMED, Inc. (A) 7,216 2,339,427Accelerate Diagnostics, Inc. (A)(B) 6,243 47,322Accuray, Inc. (A) 17,346 72,333Acutus Medical, Inc. (A) 1,920 55,315Alcon, Inc. (A) 92,401 6,135,065Align Technology, Inc. (A) 11,294 6,035,288Alphatec Holdings, Inc. (A) 10,357 150,384Ambu A/S, Class B 30,711 1,319,326AngioDynamics, Inc. (A) 7,047 108,031Antares Pharma, Inc. (A) 31,496 125,669Apyx Medical Corp. (A) 5,481 39,463Asahi Intecc Company, Ltd. 36,700 1,340,478Aspira Women’s Health, Inc. (A) 15,202 102,005AtriCure, Inc. (A) 8,186 455,715Atrion Corp. 269 172,763Avanos Medical, Inc. (A) 24,339 1,116,673Axogen, Inc. (A) 7,022 125,694




COMMON STOCKS (continued)Health care equipment and supplies (continued)Axonics Modulation

Technologies, Inc. (A)(B) 5,684 $ 283,745Baxter International, Inc. 81,088 6,506,501Becton, Dickinson and Company 45,784 11,456,072BioLife Solutions, Inc. (A) 2,618 104,432BioMerieux 7,785 1,095,697Boston Scientific Corp. (A) 225,966 8,123,478Cantel Medical Corp. 19,189 1,513,245Cardiovascular Systems, Inc. (A) 7,265 317,916Carl Zeiss Meditec AG, Bearer Shares (B) 7,563 1,002,989Cerus Corp. (A) 30,920 213,966Cochlear, Ltd. 12,353 1,802,492Co-Diagnostics, Inc. (A)(B) 5,151 47,904Coloplast A/S, B Shares 22,325 3,414,136CONMED Corp. 5,054 566,048CryoLife, Inc. (A) 7,021 165,766CryoPort, Inc. (A)(B) 6,489 284,737Cutera, Inc. (A) 3,400 81,974CytoSorbents Corp. (A) 8,290 66,071Danaher Corp. 99,860 22,182,900Demant A/S (A) 20,354 804,505Dentsply Sirona, Inc. 34,999 1,832,548DexCom, Inc. (A) 15,057 5,566,874DiaSorin SpA 4,731 987,788Eargo, Inc. (A) 1,442 64,630Edwards Lifesciences Corp. (A) 98,351 8,972,562Fisher & Paykel Healthcare Corp., Ltd. 108,044 2,565,907GenMark Diagnostics, Inc. (A) 13,049 190,515Glaukos Corp. (A) 7,961 599,145Globus Medical, Inc., Class A (A) 24,534 1,600,107GN Store Nord A/S 24,062 1,918,081Haemonetics Corp. (A) 16,265 1,931,469Heska Corp. (A) 1,308 190,510Hill-Rom Holdings, Inc. 21,513 2,107,629Hologic, Inc. (A) 40,148 2,923,979Hoya Corp. 70,607 9,778,703ICU Medical, Inc. (A) 6,289 1,348,928IDEXX Laboratories, Inc. (A) 13,414 6,705,256Inari Medical, Inc. (A) 1,432 124,999Inogen, Inc. (A) 3,520 157,274Integer Holdings Corp. (A) 6,086 494,122Integra LifeSciences Holdings Corp. (A) 22,650 1,470,438IntriCon Corp. (A) 1,997 36,146Intuitive Surgical, Inc. (A) 18,563 15,186,390Invacare Corp. 6,785 60,726iRadimed Corp. (A) 1,375 31,350iRhythm Technologies, Inc. (A) 5,346 1,268,125Koninklijke Philips NV (A) 171,207 9,222,499Lantheus Holdings, Inc. (A) 12,435 167,748LeMaitre Vascular, Inc. 3,147 127,454LivaNova PLC (A) 24,636 1,631,150Masimo Corp. (A) 16,279 4,368,958Medtronic PLC 212,570 24,900,450Meridian Bioscience, Inc. (A) 7,903 147,707Merit Medical Systems, Inc. (A) 10,090 560,096Mesa Laboratories, Inc. 879 251,957Misonix, Inc. (A) 2,870 35,875Natus Medical, Inc. (A) 6,378 127,815Neogen Corp. (A) 26,773 2,123,099Nevro Corp. (A) 6,259 1,083,433NuVasive, Inc. (A) 26,107 1,470,607Olympus Corp. 219,008 4,794,938OraSure Technologies, Inc. (A) 13,292 140,696Orthofix Medical, Inc. (A) 3,539 152,106OrthoPediatrics Corp. (A) 2,498 103,043


COMMON STOCKS (continued)Health care equipment and supplies (continued)Outset Medical, Inc. (A) 1,778 $ 101,062Penumbra, Inc. (A)(B) 10,846 1,898,050Pulmonx Corp. (A) 2,103 145,149Pulse Biosciences, Inc. (A)(B) 2,857 68,168Quidel Corp. (A) 12,330 2,215,085Quotient, Ltd. (A) 13,836 72,086Repro-Med Systems, Inc. (A) 6,018 36,228ResMed, Inc. 22,743 4,834,252Retractable Technologies, Inc. (A)(B) 2,746 29,492SeaSpine Holdings Corp. (A) 5,241 91,455Shockwave Medical, Inc. (A) 5,301 549,820SI-BONE, Inc. (A) 5,441 162,686Siemens Healthineers AG (C) 50,504 2,598,998Sientra, Inc. (A) 10,635 41,370Silk Road Medical, Inc. (A) 5,043 317,608Smith & Nephew PLC 164,543 3,417,965Sonova Holding AG (A) 10,287 2,675,582STAAR Surgical Company (A) 8,528 675,588Stereotaxis, Inc. (A) 9,214 46,899STERIS PLC 13,624 2,582,293Straumann Holding AG (B) 1,943 2,276,070Stryker Corp. 51,614 12,647,495Surgalign Holdings, Inc. (A) 13,743 30,097Surmodics, Inc. (A) 2,556 111,237Sysmex Corp. 31,479 3,787,759Tactile Systems Technology, Inc. (A) 3,460 155,492Teleflex, Inc. 7,451 3,066,608Terumo Corp. 121,334 5,077,374The Cooper Companies, Inc. 7,584 2,755,419TransMedics Group, Inc. (A) 4,925 98,008Utah Medical Products, Inc. 772 65,080Vapotherm, Inc. (A) 3,713 99,731Varex Imaging Corp. (A) 7,232 120,630Varian Medical Systems, Inc. (A) 14,597 2,554,621ViewRay, Inc. (A)(B) 21,495 82,111West Pharmaceutical Services, Inc. 11,828 3,350,991Zimmer Biomet Holdings, Inc. 32,504 5,008,541Zynex, Inc. (A)(B) 3,605 48,523

293,843,311Health care providers and services – 1.9%1Life Healthcare, Inc. (A) 14,640 639,036Acadia Healthcare Company, Inc. (A) 28,464 1,430,601AdaptHealth Corp. (A) 4,594 172,551Addus HomeCare Corp. (A) 2,708 317,080Alfresa Holdings Corp. 35,300 647,023Amedisys, Inc. (A) 10,553 3,095,511American Renal Associates

Holdings, Inc. (A) 3,018 34,556AmerisourceBergen Corp. 23,543 2,301,564AMN Healthcare Services, Inc. (A) 8,662 591,182Amplifon SpA (A) 23,399 972,607Anthem, Inc. 39,251 12,603,104Apollo Medical Holdings, Inc. (A) 3,773 68,933BioTelemetry, Inc. (A) 6,278 452,518Brookdale Senior Living, Inc. (A) 34,762 153,996Cardinal Health, Inc. 46,844 2,508,965Castle Biosciences, Inc. (A) 2,208 148,267Centene Corp. (A) 91,209 5,475,276Chemed Corp. 5,142 2,738,681Cigna Corp. 57,021 11,870,632Community Health Systems, Inc. (A) 16,073 119,422CorVel Corp. (A) 1,651 175,006Covetrus, Inc. (A) 21,505 618,054Cross Country Healthcare, Inc. (A) 7,155 63,465CVS Health Corp. 206,576 14,109,141




COMMON STOCKS (continued)Health care providers and services (continued)DaVita, Inc. (A) 11,183 $ 1,312,884Encompass Health Corp. 31,962 2,642,938Five Star Senior Living, Inc. (A) 4,559 31,457Fresenius Medical Care AG &

Company KGaA 40,070 3,341,331Fresenius SE & Company KGaA 78,570 3,633,218Fulgent Genetics, Inc. (A)(B) 2,499 130,198Hanger, Inc. (A) 6,950 152,831HCA Healthcare, Inc. 41,625 6,845,648HealthEquity, Inc. (A) 38,778 2,703,214Henry Schein, Inc. (A) 22,869 1,529,021Humana, Inc. 20,884 8,568,079InfuSystem Holdings, Inc. (A) 2,983 56,021Laboratory Corp. of America Holdings (A) 15,601 3,175,584LHC Group, Inc. (A) 15,771 3,364,270Magellan Health, Inc. (A) 4,429 366,898McKesson Corp. 25,313 4,402,437Medipal Holdings Corp. 34,441 647,673MEDNAX, Inc. (A) 13,903 341,180Molina Healthcare, Inc. (A) 19,072 4,056,233National HealthCare Corp. 2,345 155,731National Research Corp. 2,569 109,825NMC Health PLC (A) 19,536 4,054Ontrak, Inc. (A)(B) 1,505 92,994Option Care Health, Inc. (A) 8,294 129,718Orpea SA (A) 9,714 1,273,816Owens & Minor, Inc. 13,386 362,091Patterson Companies, Inc. 43,820 1,298,387PetIQ, Inc. (A)(B) 4,024 154,723Progyny, Inc. (A) 5,007 212,247Quest Diagnostics, Inc. 21,513 2,563,704R1 RCM, Inc. (A) 20,056 481,745RadNet, Inc. (A) 8,182 160,122Ramsay Health Care, Ltd. 34,410 1,653,426Ryman Healthcare, Ltd. 75,169 824,683Select Medical Holdings Corp. (A) 20,172 557,958Sonic Healthcare, Ltd. 85,047 2,107,194Surgery Partners, Inc. (A) 4,253 123,380Suzuken Company, Ltd. 12,648 457,528Tenet Healthcare Corp. (A) 53,395 2,132,062The Ensign Group, Inc. 9,521 694,271The Joint Corp. (A) 2,645 69,458The Pennant Group, Inc. (A) 4,754 276,017The Providence Service Corp. (A) 2,256 312,749Tivity Health, Inc. (A) 8,236 161,343Triple-S Management Corp., Class B (A) 4,241 90,545UnitedHealth Group, Inc. 149,852 52,550,099Universal Health Services, Inc., Class B 12,446 1,711,325US Physical Therapy, Inc. 2,384 286,676Viemed Healthcare, Inc. (A) 7,074 54,894

179,671,051Health care technology – 0.2%Accolade, Inc. (A)(B) 2,356 102,486Allscripts Healthcare Solutions, Inc. (A) 29,469 425,532Cerner Corp. 48,916 3,838,928Computer Programs & Systems, Inc. 2,536 68,066Evolent Health, Inc., Class A (A) 14,256 228,524Health Catalyst, Inc. (A) 6,320 275,110HealthStream, Inc. (A) 5,010 109,418HMS Holdings Corp. (A) 16,441 604,207Icad, Inc. (A) 4,246 56,047Inovalon Holdings, Inc., Class A (A) 13,767 250,146Inspire Medical Systems, Inc. (A) 4,871 916,186M3, Inc. 82,886 7,830,019NextGen Healthcare, Inc. (A) 10,421 190,079


COMMON STOCKS (continued)Health care technology (continued)Omnicell, Inc. (A) 7,903 $ 948,518OptimizeRx Corp. (A) 2,867 89,336Phreesia, Inc. (A) 6,114 331,746Schrodinger, Inc. (A) 5,563 440,478Simulations Plus, Inc. 2,635 189,509Tabula Rasa HealthCare, Inc. (A)(B) 4,029 172,602Vocera Communications, Inc. (A) 6,008 249,512

17,316,449Life sciences tools and services – 1.0%Agilent Technologies, Inc. 48,256 5,717,853Bio-Rad Laboratories, Inc., Class A (A) 3,426 1,997,152Bio-Techne Corp. 12,408 3,940,160Charles River Laboratories

International, Inc. (A) 15,990 3,995,261ChromaDex Corp. (A) 8,947 42,946Codexis, Inc. (A) 10,105 220,592Eurofins Scientific SE (A) 24,917 2,101,649Fluidigm Corp. (A) 14,110 84,660Harvard Bioscience, Inc. (A) 9,070 38,910Illumina, Inc. (A) 23,040 8,524,800IQVIA Holdings, Inc. (A) 30,075 5,388,538Lonza Group AG 13,994 9,014,466Luminex Corp. 8,077 186,740Medpace Holdings, Inc. (A) 13,973 1,945,042Mettler-Toledo International, Inc. (A) 3,751 4,274,940NanoString Technologies, Inc. (A) 8,175 546,744NeoGenomics, Inc. (A) 19,326 1,040,512Pacific Biosciences of California, Inc. (A) 32,779 850,287PerkinElmer, Inc. 17,910 2,570,085Personalis, Inc. (A) 4,473 163,757PRA Health Sciences, Inc. (A) 20,659 2,591,465QIAGEN NV (A)(B) 43,378 2,249,220Quanterix Corp. (A) 3,964 184,326Repligen Corp. (A) 16,179 3,100,382Sartorius Stedim Biotech (B) 5,197 1,852,594Syneos Health, Inc. (A) 24,403 1,662,576Thermo Fisher Scientific, Inc. 62,607 29,161,088Waters Corp. (A) 9,919 2,454,159

95,900,904Pharmaceuticals – 4.8%Aerie Pharmaceuticals, Inc. (A) 7,223 97,583Agile Therapeutics, Inc. (A)(B) 14,575 41,830Amneal Pharmaceuticals, Inc. (A) 18,786 85,852Amphastar Pharmaceuticals, Inc. (A) 6,903 138,819ANI Pharmaceuticals, Inc. (A) 1,922 55,815Aquestive Therapeutics, Inc. (A)(B) 4,454 23,829Arvinas, Inc. (A) 6,452 547,968Astellas Pharma, Inc. 349,847 5,416,947AstraZeneca PLC 246,606 24,589,890Atea Pharmaceuticals, Inc. (A) 2,670 111,553Athira Pharma, Inc. (A) 2,454 84,050Axsome Therapeutics, Inc. (A) 5,175 421,607Bayer AG 184,619 10,876,118BioDelivery Sciences

International, Inc. (A) 17,798 74,752Bristol-Myers Squibb Company 356,843 22,134,971Cara Therapeutics, Inc. (A) 7,912 119,709Cassava Sciences, Inc. (A)(B) 6,416 43,757Catalent, Inc. (A) 26,292 2,736,208Chiasma, Inc. (A) 10,709 46,584Chugai Pharmaceutical Company, Ltd. 126,202 6,733,526Collegium Pharmaceutical, Inc. (A) 6,497 130,135Corcept Therapeutics, Inc. (A) 18,004 470,985CorMedix, Inc. (A) 6,303 46,831Cymabay Therapeutics, Inc. (A) 13,373 76,761




COMMON STOCKS (continued)Pharmaceuticals (continued)Daiichi Sankyo Company, Ltd. 319,758 $ 10,958,162Durect Corp. (A)(B) 40,011 82,823Eisai Company, Ltd. 47,368 3,387,435Elanco Animal Health, Inc. (A)(D) 9,534 0Eli Lilly & Company 125,387 21,170,341Endo International PLC (A) 42,239 303,276Eton Pharmaceuticals, Inc. (A) 4,306 35,008Evofem Biosciences, Inc. (A)(B) 16,322 39,336Fulcrum Therapeutics, Inc. (A) 3,096 36,254GlaxoSmithKline PLC 942,868 17,252,562Graybug Vision, Inc. (A) 1,307 37,929H Lundbeck A/S (B) 13,098 448,397Harmony Biosciences Holdings, Inc. (A) 1,102 39,837Hikma Pharmaceuticals PLC 32,482 1,116,427Hisamitsu Pharmaceutical Company, Inc. 9,584 569,681IMARA, Inc. (A) 1,583 34,905Innoviva, Inc. (A) 11,882 147,218Intersect ENT, Inc. (A) 6,200 141,980Intra-Cellular Therapies, Inc. (A) 12,396 394,193Ipsen SA 7,088 586,094Jazz Pharmaceuticals PLC (A) 17,913 2,956,541Johnson & Johnson 415,848 65,446,158Kala Pharmaceuticals, Inc. (A)(B) 8,050 54,579Kyowa Kirin Company, Ltd. 50,759 1,386,128Lannett Company, Inc. (A) 6,508 42,432Marinus Pharmaceuticals, Inc. (A)(B) 4,896 59,731Merck & Company, Inc. 399,754 32,699,877Merck KGaA 24,287 4,165,568Nektar Therapeutics (A) 57,784 982,328NGM Biopharmaceuticals, Inc. (A) 4,528 137,176Nippon Shinyaku Company, Ltd. 8,600 564,503Novartis AG 417,253 39,287,661Novo Nordisk A/S, B Shares 323,589 22,573,290Ocular Therapeutix, Inc. (A) 12,771 264,360Odonate Therapeutics, Inc. (A) 3,151 60,499Omeros Corp. (A)(B) 11,270 160,992Ono Pharmaceutical Company, Ltd. 69,500 2,094,368Optinose, Inc. (A) 7,943 32,884Orion OYJ, Class B 19,898 914,014Otsuka Holdings Company, Ltd. 73,393 3,144,626Pacira BioSciences, Inc. (A) 7,841 469,205Paratek Pharmaceuticals, Inc. (A) 9,100 56,966Perrigo Company PLC 21,861 977,624Pfizer, Inc. 877,809 32,312,149Phathom Pharmaceuticals, Inc. (A) 2,093 69,529Phibro Animal Health Corp., Class A 4,053 78,709Pliant Therapeutics, Inc. (A)(B) 2,030 46,122Prestige Consumer Healthcare, Inc. (A) 25,589 892,288Provention Bio, Inc. (A) 9,016 152,731Recordati Industria Chimica e

Farmaceutica SpA 19,649 1,092,658Relmada Therapeutics, Inc. (A)(B) 2,830 90,758Revance Therapeutics, Inc. (A) 11,882 336,736Roche Holding AG 132,027 45,984,801Sanofi 212,923 20,637,138Santen Pharmaceutical Company, Ltd. 67,700 1,099,531Shionogi & Company, Ltd. 49,811 2,723,244SIGA Technologies, Inc. (A) 10,059 73,129Sumitomo Dainippon Pharma

Company, Ltd. 33,692 497,950Supernus Pharmaceuticals, Inc. (A) 9,212 231,774Taisho Pharmaceutical Holdings

Company, Ltd. 6,416 432,639Takeda Pharmaceutical Company, Ltd. 296,198 10,719,215Tarsus Pharmaceuticals, Inc. (A) 1,247 51,539


COMMON STOCKS (continued)Pharmaceuticals (continued)Teva Pharmaceutical Industries, Ltd.,

ADR (A) 205,908 $ 1,987,012TherapeuticsMD, Inc. (A)(B) 51,220 61,976Theravance Biopharma, Inc. (A) 8,796 156,305Tricida, Inc. (A) 5,877 41,433UCB SA 23,759 2,454,242Verrica Pharmaceuticals, Inc. (A) 2,952 33,978Viatris, Inc. (A) 187,741 3,518,266Vifor Pharma AG 8,550 1,343,825VYNE Therapeutics, Inc. (A)(B) 29,816 47,109WaVe Life Sciences, Ltd. (A) 6,639 52,249Xeris Pharmaceuticals, Inc. (A)(B) 9,298 45,746Zoetis, Inc. 75,067 12,423,589Zogenix, Inc. (A) 10,472 209,335

450,317,1531,222,806,474

Industrials – 11.3%Aerospace and defense – 1.3%AAR Corp. 6,230 225,651Aerojet Rocketdyne Holdings, Inc. (A) 13,354 705,759AeroVironment, Inc. (A) 4,018 349,164Airbus SE (A) 110,507 12,127,494Astronics Corp. (A) 4,745 62,776Axon Enterprise, Inc. (A) 20,393 2,498,754BAE Systems PLC 604,488 4,031,194Cubic Corp. 5,818 360,949Curtiss-Wright Corp. 13,315 1,549,200Dassault Aviation SA (A)(B) 471 512,883Ducommun, Inc. (A) 2,035 109,280Elbit Systems, Ltd. 4,983 656,877General Dynamics Corp. 36,587 5,444,877Hexcel Corp. 26,706 1,294,974Howmet Aerospace, Inc. 62,876 1,794,481Huntington Ingalls Industries, Inc. 6,486 1,105,733Kaman Corp. 5,125 292,791Kratos Defense & Security

Solutions, Inc. (A) 22,520 617,724L3Harris Technologies, Inc. 33,143 6,264,690Lockheed Martin Corp. 38,897 13,807,657Maxar Technologies, Inc. 11,366 438,614Mercury Systems, Inc. (A) 17,929 1,578,828Moog, Inc., Class A 5,492 435,516MTU Aero Engines AG 9,978 2,600,956National Presto Industries, Inc. 936 82,770Northrop Grumman Corp. 24,476 7,458,327PAE, Inc. (A) 11,016 101,127Park Aerospace Corp. 4,204 56,376Parsons Corp. (A) 4,184 152,339Raytheon Technologies Corp. 239,671 17,138,873Rolls-Royce Holdings PLC (A)(B) 1,572,467 2,379,812Safran SA (A) 60,218 8,534,923Singapore Technologies Engineering, Ltd. 293,452 849,272Teledyne Technologies, Inc. (A) 5,905 2,314,642Textron, Inc. 36,527 1,765,350Thales SA 20,023 1,831,959The Boeing Company 83,759 17,929,452TransDigm Group, Inc. (A) 8,520 5,272,602Triumph Group, Inc. 9,716 122,033Vectrus, Inc. (A) 2,159 107,345

124,964,024Air freight and logistics – 0.6%Air Transport Services Group, Inc. (A) 10,993 344,521Atlas Air Worldwide Holdings, Inc. (A) 4,771 260,210CH Robinson Worldwide, Inc. 21,596 2,027,217




COMMON STOCKS (continued)Air freight and logistics (continued)Deutsche Post AG 185,894 $ 9,208,400DSV Panalpina A/S 38,900 6,537,602Echo Global Logistics, Inc. (A) 4,921 131,981Expeditors International of

Washington, Inc. 26,855 2,554,179FedEx Corp. 38,124 9,897,753Forward Air Corp. 5,196 399,261Hub Group, Inc., Class A (A) 6,114 348,498Radiant Logistics, Inc. (A) 9,004 52,223SG Holdings Company, Ltd. 60,200 1,641,430United Parcel Service, Inc., Class B 112,683 18,975,817XPO Logistics, Inc. (A) 29,388 3,503,050Yamato Holdings Company, Ltd. 57,993 1,480,717

57,362,859Airlines – 0.2%Alaska Air Group, Inc. 19,804 1,029,808Allegiant Travel Company 2,385 451,337American Airlines Group, Inc. (B) 96,063 1,514,914ANA Holdings, Inc. (A) 21,649 478,348Delta Air Lines, Inc. 99,778 4,012,073Deutsche Lufthansa AG (A)(B) 56,165 743,164Hawaiian Holdings, Inc. 8,571 151,707Japan Airlines Company, Ltd. (A) 20,940 403,813JetBlue Airways Corp. (A) 100,959 1,467,944Mesa Air Group, Inc. (A) 5,704 38,160Qantas Airways, Ltd. (A) 173,679 651,253Singapore Airlines, Ltd. (A) 251,827 817,109SkyWest, Inc. 9,098 366,740Southwest Airlines Company 92,334 4,303,688Spirit Airlines, Inc. (A) 17,897 437,582United Airlines Holdings, Inc. (A) 46,609 2,015,839

18,883,479Building products – 0.8%A. O. Smith Corp. 21,684 1,188,717AAON, Inc. 7,545 502,723Advanced Drainage Systems, Inc. 10,324 862,880AGC, Inc. 36,376 1,272,034Allegion PLC 14,774 1,719,398Alpha Pro Tech, Ltd. (A)(B) 2,469 27,529American Woodmark Corp. (A) 3,143 294,971Apogee Enterprises, Inc. 4,825 152,856Assa Abloy AB, B Shares 188,353 4,654,581Builders FirstSource, Inc. (A) 87,943 3,588,954Caesarstone, Ltd. 4,652 59,964Carrier Global Corp. 127,831 4,821,785Cie de Saint-Gobain 97,240 4,472,299Cornerstone Building Brands, Inc. (A) 8,405 77,998CSW Industrials, Inc. 2,528 282,908Daikin Industries, Ltd. 46,797 10,410,791Fortune Brands Home & Security, Inc. 22,129 1,896,898Geberit AG 6,961 4,357,381Gibraltar Industries, Inc. (A) 6,057 435,741Griffon Corp. 7,981 162,653Insteel Industries, Inc. 3,616 80,528JELD-WEN Holding, Inc. (A) 12,671 321,337Johnson Controls International PLC 114,170 5,319,180Kingspan Group PLC (A) 28,971 2,028,752Lennox International, Inc. 11,197 3,067,642Lixil Corp. 50,050 1,085,418Masco Corp. 41,893 2,301,182Masonite International Corp. (A) 4,538 446,267Nibe Industrier AB, B Shares 58,601 1,921,748Owens Corning 34,713 2,629,857PGT Innovations, Inc. (A) 10,652 216,662Quanex Building Products Corp. 6,275 139,117


COMMON STOCKS (continued)Building products (continued)Resideo Technologies, Inc. (A) 26,208 $ 557,182Rockwool International A/S, B Shares 1,514 566,623Simpson Manufacturing Company, Inc. 21,910 2,047,490TOTO, Ltd. 26,600 1,601,012Trane Technologies PLC 37,630 5,462,371Trex Company, Inc. (A) 37,228 3,116,728UFP Industries, Inc. 11,017 611,994Xinyi Glass Holdings, Ltd. 342,000 956,588

75,720,739Commercial services and supplies – 0.6%ABM Industries, Inc. 12,475 472,054ACCO Brands Corp. 17,390 146,946Brady Corp., Class A 8,717 460,432Brambles, Ltd. 282,577 2,317,778BrightView Holdings, Inc. (A) 7,679 116,106Casella Waste Systems, Inc., Class A (A) 8,754 542,310CECO Environmental Corp. (A) 6,499 45,233Cimpress PLC (A) 3,317 291,034Cintas Corp. 13,926 4,922,284Clean Harbors, Inc. (A) 16,327 1,242,485Copart, Inc. (A) 33,094 4,211,212Covanta Holding Corp. 22,152 290,856Dai Nippon Printing Company, Ltd. 45,673 821,549Deluxe Corp. 7,785 227,322Ennis, Inc. 5,169 92,267Harsco Corp. (A) 14,618 262,832Healthcare Services Group, Inc. 37,957 1,066,592Heritage-Crystal Clean, Inc. (A) 3,068 64,643Herman Miller, Inc. 29,929 1,011,600HNI Corp. 21,683 747,196IAA, Inc. (A) 43,265 2,811,360Interface, Inc. 10,969 115,175KAR Auction Services, Inc. 65,702 1,222,714Kimball International, Inc., Class B 7,049 84,236Knoll, Inc. 9,411 138,153Matthews International Corp., Class A 5,720 168,168McGrath RentCorp 4,508 302,487Montrose Environmental Group, Inc. (A) 2,136 66,131MSA Safety, Inc. 11,680 1,744,875PICO Holdings, Inc. (A) 4,690 43,852Pitney Bowes, Inc. 32,477 200,058Rentokil Initial PLC (A) 348,473 2,429,613Republic Services, Inc. 32,639 3,143,136Rollins, Inc. 35,437 1,384,524Secom Company, Ltd. 39,455 3,639,792Securitas AB, B Shares 58,843 949,350Sohgo Security Services Company, Ltd. 13,400 695,127SP Plus Corp. (A) 4,375 126,131Steelcase, Inc., Class A 15,986 216,610Stericycle, Inc. (A) 29,361 2,035,598Team, Inc. (A) 6,050 65,945Tetra Tech, Inc. 27,247 3,154,658The Brink’s Company 25,018 1,801,296Toppan Printing Company, Ltd. 49,262 695,657UniFirst Corp. 2,790 590,615US Ecology, Inc. 6,017 218,598Viad Corp. 3,867 139,869VSE Corp. 1,748 67,281Waste Management, Inc. 61,409 7,241,963

54,845,703Construction and engineering – 0.4%ACS Actividades de Construccion y

Servicios SA 50,262 1,669,861AECOM (A) 48,468 2,412,737Aegion Corp. (A) 5,821 110,541




COMMON STOCKS (continued)Construction and engineering (continued)Ameresco, Inc., Class A (A) 4,538 $ 237,065API Group Corp. (A)(C) 26,138 474,405Arcosa, Inc. 9,000 494,370Argan, Inc. 2,773 123,371Bouygues SA 42,854 1,762,498CIMIC Group, Ltd. (A)(B) 17,847 335,705Comfort Systems USA, Inc. 6,706 353,138Construction Partners, Inc., Class A (A) 4,962 144,444Dycom Industries, Inc. (A) 16,005 1,208,698Eiffage SA (A) 15,909 1,537,794EMCOR Group, Inc. 27,653 2,529,143Ferrovial SA (B) 91,461 2,528,941Fluor Corp. 66,641 1,064,257Granite Construction, Inc. 8,758 233,926Great Lakes Dredge & Dock Corp. (A) 12,005 158,106HC2 Holdings, Inc. (A) 11,902 38,801HOCHTIEF AG 4,647 452,207IES Holdings, Inc. (A) 1,540 70,902Jacobs Engineering Group, Inc. 19,931 2,171,682Kajima Corp. 84,485 1,133,367MasTec, Inc. (A) 28,637 1,952,471MYR Group, Inc. (A) 3,052 183,425Northwest Pipe Company (A) 2,072 58,638NV5 Global, Inc. (A) 2,050 161,499Obayashi Corp. 122,015 1,053,546Primoris Services Corp. 8,922 246,336Quanta Services, Inc. 22,108 1,592,218Shimizu Corp. 103,729 755,074Skanska AB, B Shares 63,927 1,629,117Sterling Construction Company, Inc. (A) 5,363 99,805Taisei Corp. 35,873 1,237,566Tutor Perini Corp. (A) 7,638 98,912Valmont Industries, Inc. 6,825 1,193,897Vinci SA 97,822 9,743,984WillScot Mobile Mini Holdings Corp. (A) 29,885 692,435

41,944,882Electrical equipment – 1.2%ABB, Ltd. 346,324 9,714,106Acuity Brands, Inc. 11,837 1,433,342Allied Motion Technologies, Inc. 1,484 75,832American Superconductor Corp. (A) 5,107 119,606AMETEK, Inc. 35,940 4,346,584Atkore International Group, Inc. (A) 8,783 361,069AZZ, Inc. 4,862 230,653Bloom Energy Corp., Class A (A) 16,508 473,119Eaton Corp. PLC 62,926 7,559,930Emerson Electric Company 94,366 7,584,195Encore Wire Corp. 3,789 229,500EnerSys 21,525 1,787,867FuelCell Energy, Inc. (A)(B) 53,414 596,634Fuji Electric Company, Ltd. 23,840 860,529Generac Holdings, Inc. (A) 20,213 4,596,638Hubbell, Inc. 17,432 2,733,163Legrand SA 50,176 4,488,572LSI Industries, Inc. 5,799 49,639Melrose Industries PLC (A) 912,973 2,224,361Mitsubishi Electric Corp. 342,997 5,183,935Nidec Corp. 84,086 10,637,548nVent Electric PLC 54,886 1,278,295Orion Energy Systems, Inc. (A) 5,290 52,212Plug Power, Inc. (A) 69,574 2,359,254Powell Industries, Inc. 1,870 55,146Preformed Line Products Company 681 46,608Prysmian SpA 45,351 1,614,161Regal Beloit Corp. 13,107 1,609,671


COMMON STOCKS (continued)Electrical equipment (continued)Rockwell Automation, Inc. 18,176 $ 4,558,723Schneider Electric SE 101,236 14,631,378Siemens Energy AG (A) 75,105 2,773,054Siemens Gamesa Renewable Energy SA 44,801 1,819,203Sunrun, Inc. (A) 78,076 5,416,913Thermon Group Holdings, Inc. (A) 6,334 99,000TPI Composites, Inc. (A) 5,674 299,474Vestas Wind Systems A/S (B) 37,007 8,742,138Vicor Corp. (A) 3,582 330,332

110,972,384Industrial conglomerates – 1.1%3M Company 91,041 15,913,056Carlisle Companies, Inc. 17,163 2,680,517CK Hutchison Holdings, Ltd. 507,238 3,541,450DCC PLC 18,513 1,310,024General Electric Company 1,382,731 14,933,495Honeywell International, Inc. 110,833 23,574,179Investment AB Latour, B Shares 27,822 673,924Jardine Matheson Holdings, Ltd. 41,100 2,299,057Jardine Strategic Holdings, Ltd. 41,700 1,036,532Keihan Holdings Company, Ltd. 18,100 867,772Keppel Corp., Ltd. 273,645 1,114,387Raven Industries, Inc. 6,677 220,942Roper Technologies, Inc. 16,539 7,129,798Siemens AG 143,760 20,708,110Smiths Group PLC 74,456 1,531,486Toshiba Corp. 72,628 2,034,194

99,568,923Machinery – 2.4%AGCO Corp. 19,704 2,031,285Alamo Group, Inc. 1,815 250,379Albany International Corp., Class A 5,684 417,319Alfa Laval AB (A) 59,118 1,632,630Alstom SA (A) 47,103 2,682,942Altra Industrial Motion Corp. 11,981 664,107Amada Company, Ltd. 60,752 668,526Astec Industries, Inc. 4,201 243,154Atlas Copco AB, A Shares 126,192 6,485,815Atlas Copco AB, B Shares 73,331 3,291,643Barnes Group, Inc. 8,688 440,395Blue Bird Corp. (A) 3,054 55,766Caterpillar, Inc. 85,789 15,615,314Chart Industries, Inc. (A) 6,713 790,724CIRCOR International, Inc. (A) 3,783 145,419CNH Industrial NV (A) 192,299 2,417,277Colfax Corp. (A) 32,503 1,242,915Columbus McKinnon Corp. 4,356 167,445Crane Company 15,931 1,237,201Cummins, Inc. 23,214 5,271,899Daifuku Company, Ltd. 19,000 2,351,164Deere & Company 49,489 13,315,015Donaldson Company, Inc. 40,509 2,263,643Douglas Dynamics, Inc. 4,270 182,628Dover Corp. 22,247 2,808,684Energy Recovery, Inc. (A) 7,776 106,065Enerpac Tool Group Corp. 10,063 227,524EnPro Industries, Inc. 3,862 291,658Epiroc AB, A Shares 123,841 2,250,775Epiroc AB, B Shares 73,286 1,237,192ESCO Technologies, Inc. 4,737 488,953Evoqua Water Technologies Corp. (A) 17,060 460,279FANUC Corp. 36,018 8,891,009Federal Signal Corp. 11,113 368,618Flowserve Corp. 20,850 768,323Fortive Corp. 52,565 3,722,653




COMMON STOCKS (continued)Machinery (continued)Franklin Electric Company, Inc. 8,487 $ 587,385GEA Group AG 28,831 1,031,204Graco, Inc. 53,847 3,895,830Graham Corp. 2,630 39,923Harmonic Drive Systems, Inc. 7,200 644,304Helios Technologies, Inc. 5,829 310,627Hillenbrand, Inc. 13,603 541,399Hino Motors, Ltd. 53,942 460,491Hitachi Construction Machinery

Company, Ltd. 20,252 575,835Hoshizaki Corp. 9,500 872,332Hurco Companies, Inc. 1,623 48,690Hyster-Yale Materials Handling, Inc. 1,888 112,430IDEX Corp. 12,095 2,409,324Illinois Tool Works, Inc. 45,486 9,273,686Ingersoll Rand, Inc. (A) 59,456 2,708,815ITT, Inc. 27,740 2,136,535John Bean Technologies Corp. 5,784 658,624Kadant, Inc. 2,101 296,199Kennametal, Inc. 42,134 1,526,936KION Group AG 12,206 1,058,530Knorr-Bremse AG 13,632 1,862,175Komatsu, Ltd. 164,476 4,539,252Kone OYJ, B Shares 63,873 5,204,381Kubota Corp. 194,952 4,259,237Kurita Water Industries, Ltd. 18,527 708,189LB Foster Company, Class A (A) 2,810 42,291Lincoln Electric Holdings, Inc. 19,175 2,229,094Lindsay Corp. 2,015 258,847Luxfer Holdings PLC 5,235 85,959Luxfer Holdings PLC (London

Stock Exchange) 442 6,603Lydall, Inc. (A) 3,306 99,279Makita Corp. 42,052 2,109,206Meritor, Inc. (A) 12,836 358,253Miller Industries, Inc. 2,227 84,671MINEBEA MITSUMI, Inc. 68,200 1,356,823MISUMI Group, Inc. 53,400 1,752,978Mitsubishi Heavy Industries, Ltd. 60,263 1,845,620Miura Company, Ltd. 16,500 921,164Mueller Industries, Inc. 10,372 364,161Mueller Water Products, Inc., Class A 29,119 360,493Nabtesco Corp. 21,189 930,042Navistar International Corp. (A) 9,274 407,685NGK Insulators, Ltd. 48,461 748,806NN, Inc. (A) 8,611 56,574Nordson Corp. 17,361 3,488,693NSK, Ltd. 67,298 585,668Omega Flex, Inc. (B) 532 77,672Oshkosh Corp. 21,847 1,880,371Otis Worldwide Corp. 63,702 4,303,070PACCAR, Inc. 54,315 4,686,298Parker-Hannifin Corp. 20,233 5,511,672Park-Ohio Holdings Corp. 1,744 53,890Pentair PLC 26,575 1,410,867Proto Labs, Inc. (A) 4,945 758,563Rational AG 961 893,112RBC Bearings, Inc. (A) 4,558 816,064REV Group, Inc. 5,397 47,548Rexnord Corp. 22,166 875,335Sandvik AB (A) 212,154 5,232,472Schindler Holding AG 3,782 1,022,251Schindler Holding AG,

Participation Certificates 7,651 2,069,118SKF AB, B Shares 71,557 1,861,860


COMMON STOCKS (continued)Machinery (continued)SMC Corp. 10,747 $ 6,563,593Snap-on, Inc. 8,724 1,493,025Spirax-Sarco Engineering PLC 13,857 2,139,021SPX Corp. (A) 8,015 437,138SPX FLOW, Inc. (A) 7,920 459,043Standex International Corp. 2,277 176,513Stanley Black & Decker, Inc. 25,030 4,469,357Techtronic Industries Company, Ltd. 258,242 3,691,162Tennant Company 3,396 238,297Terex Corp. 34,869 1,216,579The ExOne Company (A) 2,978 28,261The Gorman-Rupp Company 3,313 107,507The Greenbrier Companies, Inc. 6,074 220,972The Manitowoc Company, Inc. (A) 6,525 86,848The Middleby Corp. (A) 17,865 2,303,156The Shyft Group, Inc. 6,466 183,505The Timken Company 21,831 1,688,846The Toro Company 34,511 3,273,023THK Company, Ltd. 22,652 732,585TriMas Corp. (A) 7,870 249,243Trinity Industries, Inc. 27,086 714,800Volvo AB, B Shares (A) 267,605 6,335,036Wabash National Corp. 9,858 169,853Wabtec Corp. 28,653 2,097,400Wartsila OYJ ABP 83,396 834,659Watts Water Technologies, Inc., Class A 5,031 612,273Welbilt, Inc. (A) 24,407 322,172Woodward, Inc. 18,739 2,277,351Xylem, Inc. 28,826 2,934,199Yaskawa Electric Corp. 45,110 2,248,974

229,146,135Marine – 0.1%A.P. Moller - Maersk A/S, Series A 598 1,235,337A.P. Moller - Maersk A/S, Series B 1,152 2,563,490Costamare, Inc. 9,105 75,389Kirby Corp. (A) 19,392 1,005,087Kuehne + Nagel International AG 10,148 2,302,769Matson, Inc. 7,964 453,709Nippon Yusen KK 28,725 670,176Scorpio Bulkers, Inc. 2,297 38,888SEACOR Holdings, Inc. (A) 3,646 151,127

8,495,972Professional services – 0.8%Acacia Research Corp. (A) 10,616 41,827Adecco Group AG 29,121 1,939,556ASGN, Inc. (A) 26,370 2,202,686Barrett Business Services, Inc. 1,460 99,587Bureau Veritas SA (A) 55,204 1,473,656CBIZ, Inc. (A) 9,399 250,107CoreLogic, Inc. 25,010 1,933,773CRA International, Inc. 1,508 76,802Equifax, Inc. 18,946 3,653,547Experian PLC 172,221 6,542,441Exponent, Inc. 9,489 854,295Forrester Research, Inc. (A) 2,108 88,325Franklin Covey Company (A) 2,610 58,125FTI Consulting, Inc. (A) 11,464 1,280,758GP Strategies Corp. (A) 3,369 39,956Heidrick & Struggles International, Inc. 3,697 108,618Huron Consulting Group, Inc. (A) 4,240 249,948ICF International, Inc. 3,408 253,317IHS Markit, Ltd. 58,626 5,266,374Insperity, Inc. 18,130 1,476,145Intertek Group PLC 30,330 2,342,696Kelly Services, Inc., Class A 6,313 129,858




COMMON STOCKS (continued)Professional services (continued)Kforce, Inc. 3,698 $ 155,649Korn Ferry 10,179 442,787ManpowerGroup, Inc. 18,478 1,666,346Nielsen Holdings PLC 57,144 1,192,595Nihon M&A Center, Inc. 28,400 1,899,200Persol Holdings Company, Ltd. 33,400 603,429Randstad NV (A) 22,391 1,449,429Recruit Holdings Company, Ltd. 239,000 10,038,703Red Violet, Inc. (A) 1,501 39,191RELX PLC 363,014 8,882,016Resources Connection, Inc. 6,126 77,004Robert Half International, Inc. 18,362 1,147,258SGS SA 1,137 3,427,339Teleperformance 11,037 3,664,076TriNet Group, Inc. (A) 7,594 612,076TrueBlue, Inc. (A) 6,830 127,653Upwork, Inc. (A) 17,264 595,953Verisk Analytics, Inc. 25,509 5,295,413Willdan Group, Inc. (A) 2,007 83,692Wolters Kluwer NV 51,306 4,323,836

76,086,042Road and rail – 0.9%ArcBest Corp. 4,689 200,080Aurizon Holdings, Ltd. 359,799 1,080,990Avis Budget Group, Inc. (A) 26,452 986,660Central Japan Railway Company 27,076 3,828,638Covenant Logistics Group, Inc. (A) 2,708 40,105CSX Corp. 120,724 10,955,703Daseke, Inc. (A) 8,980 52,174East Japan Railway Company 56,840 3,792,103Hankyu Hanshin Holdings, Inc. 43,000 1,430,269Heartland Express, Inc. 9,194 166,411JB Hunt Transport Services, Inc. 13,351 1,824,414Kansas City Southern 14,602 2,980,706Keikyu Corp. 41,479 711,596Keio Corp. 19,315 1,498,554Keisei Electric Railway Company, Ltd. 24,294 822,350Kintetsu Group Holdings Company, Ltd. 32,274 1,414,417Knight-Swift Transportation Holdings, Inc. 40,363 1,687,981Kyushu Railway Company 28,100 606,200Landstar System, Inc. 12,299 1,656,183Marten Transport, Ltd. 11,153 192,166MTR Corp., Ltd. 290,315 1,623,626Nagoya Railroad Company, Ltd. 35,099 926,116Nippon Express Company, Ltd. 13,546 911,194Norfolk Southern Corp. 40,084 9,524,359Odakyu Electric Railway Company, Ltd. 55,379 1,739,354Old Dominion Freight Line, Inc. 15,411 3,007,919Ryder System, Inc. 17,383 1,073,574Saia, Inc. (A) 4,886 883,389Seibu Holdings, Inc. 39,500 387,474Tobu Railway Company, Ltd. 35,473 1,057,671Tokyu Corp. 93,908 1,166,799U.S. Xpress Enterprises, Inc., Class A (A) 4,786 32,736Union Pacific Corp. 106,438 22,162,520Universal Logistics Holdings, Inc. 1,590 32,738Werner Enterprises, Inc. 30,034 1,177,933West Japan Railway Company 30,525 1,598,291

83,233,393Trading companies and distributors – 0.7%Alta Equipment Group, Inc. (A) 4,069 40,202Applied Industrial Technologies, Inc. 7,177 559,734Ashtead Group PLC 84,436 3,977,020Beacon Roofing Supply, Inc. (A) 10,202 410,018BMC Stock Holdings, Inc. (A) 12,489 670,410


COMMON STOCKS (continued)Trading companies and distributors (continued)Brenntag AG 29,034 $ 2,257,727Bunzl PLC 63,307 2,113,688CAI International, Inc. 3,051 95,313DXP Enterprises, Inc. (A) 3,246 72,159EVI Industries, Inc. (A) 1,034 30,937Fastenal Company 89,897 4,389,671Ferguson PLC 42,262 5,134,851Foundation Building Materials, Inc. (A) 3,876 74,458GATX Corp. 17,738 1,475,447GMS, Inc. (A) 7,745 236,068H&E Equipment Services, Inc. 5,993 178,651Herc Holdings, Inc. (A) 4,528 300,704ITOCHU Corp. 253,204 7,282,176Lawson Products, Inc. (A) 932 47,448Marubeni Corp. 310,259 2,067,072Mitsubishi Corp. 251,306 6,195,151Mitsui & Company, Ltd. 306,503 5,619,515MonotaRO Company, Ltd. (B) 23,500 1,193,537MRC Global, Inc. (A) 15,245 101,074MSC Industrial Direct Company, Inc.,

Class A 14,704 1,240,871NOW, Inc. (A) 21,113 151,591Rush Enterprises, Inc., Class A 7,355 304,644Rush Enterprises, Inc., Class B 1,477 55,964SiteOne Landscape Supply, Inc. (A) 8,129 1,289,503Sumitomo Corp. 223,338 2,959,887Systemax, Inc. 2,294 82,332Textainer Group Holdings, Ltd. (A) 9,275 177,895Titan Machinery, Inc. (A) 3,673 71,807Toyota Tsusho Corp. 39,882 1,613,885Transcat, Inc. (A) 1,638 56,806Triton International, Ltd. 11,181 542,390United Rentals, Inc. (A) 11,546 2,677,633Univar Solutions, Inc. (A) 54,606 1,038,060Veritiv Corp. (A) 2,532 52,640W.W. Grainger, Inc. 7,208 2,943,315Watsco, Inc. 10,544 2,388,743WESCO International, Inc. (A) 9,033 709,091

62,880,088Transportation infrastructure – 0.2%Aena SME SA (A)(C) 12,685 2,205,278Aeroports de Paris (A) 5,579 721,792Atlantia SpA (A)(B) 93,110 1,681,375Auckland International Airport, Ltd. (A) 235,214 1,286,294Getlink SE (A)(B) 82,684 1,430,533Japan Airport Terminal Company, Ltd. 9,500 576,524Sydney Airport (A) 248,492 1,229,991Transurban Group 514,196 5,418,495

14,550,2821,058,654,905

Information technology – 19.5%Communications equipment – 0.6%Acacia Communications, Inc. (A) 7,218 526,625ADTRAN, Inc. 9,050 133,669Applied Optoelectronics, Inc. (A)(B) 4,533 38,576Arista Networks, Inc. (A) 8,424 2,447,762CalAmp Corp. (A) 6,956 69,004Calix, Inc. (A) 9,762 290,517Cambium Networks Corp. (A) 1,132 28,391Casa Systems, Inc. (A) 6,236 38,476Ciena Corp. (A) 49,626 2,622,734Cisco Systems, Inc. 667,383 29,865,389Clearfield, Inc. (A) 2,285 56,485Comtech Telecommunications Corp. 4,677 96,767




COMMON STOCKS (continued)Communications equipment (continued)Digi International, Inc. (A) 5,474 $ 103,459DZS, Inc. (A) 2,638 40,810Extreme Networks, Inc. (A) 22,571 155,514F5 Networks, Inc. (A) 9,799 1,724,036Genasys, Inc. (A) 7,249 47,263Harmonic, Inc. (A) 17,949 132,643Infinera Corp. (A) 30,319 317,743Inseego Corp. (A)(B) 13,048 201,853InterDigital, Inc. 15,706 953,040Juniper Networks, Inc. 53,139 1,196,159KVH Industries, Inc. (A) 4,011 45,525Lumentum Holdings, Inc. (A) 24,289 2,302,597Motorola Solutions, Inc. 26,608 4,524,956NETGEAR, Inc. (A) 5,449 221,393NetScout Systems, Inc. (A) 36,374 997,375Nokia OYJ (A) 1,062,488 4,103,671Plantronics, Inc. 6,419 173,506Ribbon Communications, Inc. (A) 12,911 84,696Telefonaktiebolaget LM Ericsson, B Shares 548,502 6,524,679ViaSat, Inc. (A)(B) 20,712 676,247Viavi Solutions, Inc. (A) 42,468 635,958

61,377,518Electronic equipment, instruments and components – 1.4%Akoustis Technologies, Inc. (A)(B) 6,744 82,479Amphenol Corp., Class A 47,042 6,151,682Arlo Technologies, Inc. (A) 15,129 117,855Arrow Electronics, Inc. (A) 24,292 2,363,612Avnet, Inc. 31,905 1,120,185Azbil Corp. 23,200 1,269,088Badger Meter, Inc. 5,394 507,360Bel Fuse, Inc., Class B 2,293 34,464Belden, Inc. 22,549 944,803Benchmark Electronics, Inc. 6,715 181,372CDW Corp. 22,853 3,011,797Cognex Corp. 56,150 4,508,003Coherent, Inc. (A) 7,834 1,175,257Corning, Inc. 121,889 4,388,004CTS Corp. 5,896 202,410Daktronics, Inc. 9,213 43,117ePlus, Inc. (A) 2,505 220,315Fabrinet (A) 6,789 526,759FARO Technologies, Inc. (A) 3,311 233,856Fitbit, Inc., Class A (A) 45,473 309,216FLIR Systems, Inc. 21,003 920,561Halma PLC 71,343 2,389,296Hamamatsu Photonics KK 26,400 1,510,444Hexagon AB, B Shares 52,889 4,848,969Hirose Electric Company, Ltd. 6,075 922,010Hitachi, Ltd. 181,894 7,179,228Ibiden Company, Ltd. 19,900 930,269II-VI, Inc. (A) 52,225 3,967,011Insight Enterprises, Inc. (A) 6,438 489,867Intellicheck, Inc. (A) 4,004 45,666IPG Photonics Corp. (A) 5,716 1,279,184Iteris, Inc. (A) 9,709 54,856Itron, Inc. (A) 7,471 716,469Jabil, Inc. 43,254 1,839,593Keyence Corp. 34,300 19,294,319Keysight Technologies, Inc. (A) 29,182 3,854,650Kimball Electronics, Inc. (A) 4,617 73,826Knowles Corp. (A) 16,468 303,505Kyocera Corp. 60,363 3,704,985Littelfuse, Inc. 7,862 2,002,137Luna Innovations, Inc. (A) 6,029 59,567Methode Electronics, Inc. 6,733 257,739


COMMON STOCKS (continued)Electronic equipment, instruments andcomponents (continued)MTS Systems Corp. 3,621 $ 210,597Murata Manufacturing Company, Ltd. 107,939 9,771,665Napco Security Technologies, Inc. (A) 2,249 58,969National Instruments Corp. 42,136 1,851,456nLight, Inc. (A) 6,526 213,074Novanta, Inc. (A) 6,339 749,397Omron Corp. 34,918 3,117,173OSI Systems, Inc. (A) 3,148 293,457PAR Technology Corp. (A)(B) 3,506 220,142PC Connection, Inc. (A) 2,040 96,472Plexus Corp. (A) 5,297 414,278Powerfleet, Inc. (A) 6,807 50,576Rogers Corp. (A) 3,455 536,527Sanmina Corp. (A) 11,848 377,833ScanSource, Inc. (A) 4,875 128,603Shimadzu Corp. 41,692 1,620,566SYNNEX Corp. 13,306 1,083,641TDK Corp. 24,321 3,669,637TE Connectivity, Ltd. 52,016 6,297,577Trimble, Inc. (A) 80,442 5,371,112TTM Technologies, Inc. (A) 18,311 252,600Venture Corp., Ltd. 51,900 763,127Vishay Intertechnology, Inc. 67,364 1,395,108Vishay Precision Group, Inc. (A) 2,444 76,937Vontier Corp. (A) 21,597 721,340Yokogawa Electric Corp. 42,892 855,488Zebra Technologies Corp., Class A (A) 8,283 3,183,405

127,416,542IT services – 3.8%Accenture PLC, Class A 100,063 26,137,456Adyen NV (A)(C) 3,413 7,930,245Afterpay, Ltd. (A) 39,952 3,631,864Akamai Technologies, Inc. (A) 26,062 2,736,249Alliance Data Systems Corp. 15,412 1,142,029Amadeus IT Group SA 84,659 6,249,294Atos SE (A) 18,603 1,698,744Automatic Data Processing, Inc. 67,700 11,928,740Bechtle AG 5,130 1,126,499Brightcove, Inc. (A) 7,491 137,834Broadridge Financial Solutions, Inc. 18,447 2,826,080CACI International, Inc., Class A (A) 8,106 2,021,069Capgemini SE 30,251 4,705,612Cardtronics PLC, Class A (A) 6,788 239,616Cass Information Systems, Inc. 2,758 107,314Cognizant Technology Solutions Corp.,

Class A 84,361 6,913,384Computershare, Ltd. 91,480 1,029,435Concentrix Corp. (A) 13,306 1,313,302Conduent, Inc. (A) 31,209 149,803CSG Systems International, Inc. 6,117 275,693DXC Technology Company 40,716 1,048,437Edenred (B) 46,338 2,631,592Endurance International Group

Holdings, Inc. (A) 12,327 116,490EVERTEC, Inc. 11,162 438,890EVO Payments, Inc., Class A (A) 7,654 206,735ExlService Holdings, Inc. (A) 6,159 524,316Fidelity National Information Services, Inc. 97,948 13,855,724Fiserv, Inc. (A) 87,808 9,997,819FleetCor Technologies, Inc. (A) 13,111 3,577,074Fujitsu, Ltd. 36,923 5,336,681Gartner, Inc. (A) 14,293 2,289,596Global Payments, Inc. 47,253 10,179,241GMO Payment Gateway, Inc. 7,700 1,034,751




COMMON STOCKS (continued)IT services (continued)GreenSky, Inc., Class A (A) 12,552 $ 58,116Grid Dynamics Holdings, Inc. (A) 5,100 64,260i3 Verticals, Inc., Class A (A) 3,495 116,034IBM Corp. 140,665 17,706,910International Money Express, Inc. (A) 5,528 85,795Itochu Techno-Solutions Corp. 18,000 642,744Jack Henry & Associates, Inc. 11,658 1,888,479KBR, Inc. 72,388 2,238,961Leidos Holdings, Inc. 21,410 2,250,619Limelight Networks, Inc. (A)(B) 22,471 89,659LiveRamp Holdings, Inc. (A) 33,169 2,427,639ManTech International Corp., Class A 5,042 448,435Mastercard, Inc., Class A 138,966 49,602,524MAXIMUS, Inc. 31,058 2,273,135MoneyGram International, Inc. (A) 11,781 64,383NEC Corp. 48,684 2,614,800Nexi SpA (A)(C) 82,582 1,643,308NIC, Inc. 12,245 316,288Nomura Research Institute, Ltd. 60,200 2,153,566NTT Data Corp. 118,610 1,623,570Obic Company, Ltd. 13,100 2,632,808Otsuka Corp. 19,600 1,033,842Paychex, Inc. 50,278 4,684,904PayPal Holdings, Inc. (A) 185,024 43,332,621Paysign, Inc. (A) 6,829 31,687Perficient, Inc. (A) 6,042 287,901Perspecta, Inc. 70,163 1,689,525Rackspace Technology, Inc. (A) 6,284 119,773Repay Holdings Corp. (A) 11,248 306,508Sabre Corp. 101,834 1,224,045Science Applications International Corp. 18,655 1,765,509SCSK Corp. 9,800 560,418ServiceSource International, Inc. (A) 20,425 35,948StarTek, Inc. (A) 4,119 30,975Sykes Enterprises, Inc. (A) 7,140 268,964The Hackett Group, Inc. 4,970 71,518The Western Union Company 65,836 1,444,442TIS, Inc. 42,100 863,030TTEC Holdings, Inc. 3,372 245,920Tucows, Inc., Class A (A)(B) 1,756 129,751Unisys Corp. (A) 11,551 227,324VeriSign, Inc. (A) 15,734 3,404,838Verra Mobility Corp. (A) 25,119 337,097Virtusa Corp. (A) 5,420 277,125Visa, Inc., Class A 267,877 58,592,736WEX, Inc. (A) 14,178 2,885,648Wix.com, Ltd. (A) 10,400 2,599,584Worldline SA (A)(C) 44,989 4,370,594

355,301,868Semiconductors and semiconductor equipment – 4.1%Advanced Energy Industries, Inc. (A) 7,048 683,445Advanced Micro Devices, Inc. (A) 189,901 17,415,821Advantest Corp. 37,500 2,808,819Alpha & Omega Semiconductor, Ltd. (A) 3,945 93,260Ambarella, Inc. (A) 6,157 565,336Amkor Technology, Inc. 18,409 277,608Analog Devices, Inc. 58,380 8,624,477Applied Materials, Inc. 144,258 12,449,465ASM Pacific Technology, Ltd. 57,668 761,603ASML Holding NV 79,991 38,729,799Atomera, Inc. (A)(B) 3,715 59,774Axcelis Technologies, Inc. (A) 6,165 179,525AXT, Inc. (A) 7,675 73,450Broadcom, Inc. 63,907 27,981,680Brooks Automation, Inc. 13,471 914,007


COMMON STOCKS (continued)Semiconductors and semiconductor equipment (continued)CEVA, Inc. (A) 4,097 $ 186,414Cirrus Logic, Inc. (A) 18,638 1,532,044CMC Materials, Inc. 14,747 2,231,221Cohu, Inc. 7,674 292,993Cree, Inc. (A) 35,426 3,751,613CyberOptics Corp. (A) 1,572 35,669Diodes, Inc. (A) 7,841 552,791Disco Corp. 5,400 1,819,977DSP Group, Inc. (A) 4,443 73,709Enphase Energy, Inc. (A) 40,619 7,127,416First Solar, Inc. (A) 27,239 2,694,482FormFactor, Inc. (A) 14,356 617,595GSI Technology, Inc. (A) 4,613 34,136Ichor Holdings, Ltd. (A) 4,151 125,132Impinj, Inc. (A) 3,185 133,356Infineon Technologies AG 245,412 9,371,942Intel Corp. 647,297 32,248,337KLA Corp. 24,400 6,317,404Lam Research Corp. 22,749 10,743,670Lasertec Corp. 14,200 1,666,695Lattice Semiconductor Corp. (A) 25,116 1,150,815MACOM Technology Solutions

Holdings, Inc. (A) 8,754 481,820Maxeon Solar Technologies, Ltd. (A)(B) 1,851 52,513Maxim Integrated Products, Inc. 42,765 3,791,117MaxLinear, Inc. (A) 12,629 482,302Microchip Technology, Inc. 41,146 5,682,674Micron Technology, Inc. (A) 175,805 13,217,020MKS Instruments, Inc. 17,718 2,665,673Monolithic Power Systems, Inc. 13,636 4,993,912NeoPhotonics Corp. (A) 9,454 85,937NVE Corp. 1,113 62,528NVIDIA Corp. 97,763 51,051,839Onto Innovation, Inc. (A) 8,830 419,867PDF Solutions, Inc. (A) 5,476 118,282Photronics, Inc. (A) 11,661 130,137Power Integrations, Inc. 10,918 893,747Qorvo, Inc. (A) 17,679 2,939,487QUALCOMM, Inc. 178,620 27,210,971Rambus, Inc. (A) 21,138 369,069Renesas Electronics Corp. (A) 145,500 1,522,946Rohm Company, Ltd. 16,442 1,593,899Semtech Corp. (A) 32,845 2,367,796Silicon Laboratories, Inc. (A) 22,189 2,825,547SiTime Corp. (A) 1,700 190,281Skyworks Solutions, Inc. 26,089 3,988,486SMART Global Holdings, Inc. (A) 2,634 99,117SolarEdge Technologies, Inc. (A) 16,469 5,255,587STMicroelectronics NV 119,780 4,431,350SUMCO Corp. 49,200 1,080,349SunPower Corp. (A)(B) 14,226 364,755Synaptics, Inc. (A) 17,370 1,674,468Teradyne, Inc. 26,595 3,188,475Texas Instruments, Inc. 145,134 23,820,843Tokyo Electron, Ltd. 28,060 10,482,171Ultra Clean Holdings, Inc. (A) 7,454 232,192Universal Display Corp. 13,781 3,166,874Veeco Instruments, Inc. (A) 9,197 159,660Xilinx, Inc. 38,486 5,456,160

380,875,331Software – 5.7%8x8, Inc. (A) 19,511 672,544A10 Networks, Inc. (A) 11,644 114,810ACI Worldwide, Inc. (A) 58,918 2,264,219Adobe, Inc. (A) 75,779 37,898,593




COMMON STOCKS (continued)Software (continued)Agilysys, Inc. (A) 3,556 $ 136,479Alarm.com Holdings, Inc. (A) 8,840 914,498Altair Engineering, Inc., Class A (A)(B) 8,044 468,000American Software, Inc., Class A 5,827 100,050ANSYS, Inc. (A) 13,456 4,895,293Appfolio, Inc., Class A (A) 3,044 548,042Appian Corp. (A)(B) 6,605 1,070,604Autodesk, Inc. (A) 34,714 10,599,573Avaya Holdings Corp. (A) 15,479 296,423AVEVA Group PLC 12,140 530,015Benefitfocus, Inc. (A) 5,604 81,146Blackbaud, Inc. 25,233 1,452,411Blackline, Inc. (A) 9,404 1,254,306Bottomline Technologies DE, Inc. (A) 8,087 426,508Box, Inc., Class A (A) 26,107 471,231Cadence Design Systems, Inc. (A) 43,873 5,985,593CDK Global, Inc. 39,002 2,021,474Cerence, Inc. (A) 6,837 686,982Ceridian HCM Holding, Inc. (A) 41,797 4,453,888ChannelAdvisor Corp. (A) 5,322 85,046Check Point Software

Technologies, Ltd. (A) 21,126 2,807,857Citrix Systems, Inc. 19,026 2,475,283Cloudera, Inc. (A) 38,203 531,404CommVault Systems, Inc. (A) 23,047 1,276,112Cornerstone OnDemand, Inc. (A) 11,303 497,784CyberArk Software, Ltd. (A) 7,300 1,179,607Dassault Systemes SE 24,830 5,036,007Digimarc Corp. (A)(B) 2,273 107,377Digital Turbine, Inc. (A) 15,612 883,015Domo, Inc., Class B (A) 4,870 310,560Ebix, Inc. 4,934 187,344eGain Corp. (A) 4,265 50,370Envestnet, Inc. (A) 9,867 811,955Fair Isaac Corp. (A) 9,366 4,786,401Fortinet, Inc. (A) 21,516 3,195,771GTY Technology Holdings, Inc. (A) 10,081 52,220Intelligent Systems Corp. (A)(B) 1,517 60,847Intuit, Inc. 41,503 15,764,915j2 Global, Inc. (A) 21,809 2,130,521LivePerson, Inc. (A) 11,566 719,752Manhattan Associates, Inc. (A) 20,389 2,144,515Microsoft Corp. 1,194,057 265,582,158MicroStrategy, Inc., Class A (A)(B) 1,365 530,371Mimecast, Ltd. (A) 10,656 605,687Mitek Systems, Inc. (A) 7,843 139,449Model N, Inc. (A) 6,379 227,603Nemetschek SE 10,852 806,503Nice, Ltd. (A)(B) 11,789 3,335,315NortonLifeLock, Inc. 94,668 1,967,201OneSpan, Inc. (A) 6,271 129,684Oracle Corp. 299,640 19,383,712Oracle Corp. Japan 7,206 939,335Paycom Software, Inc. (A) 7,611 3,442,075Paylocity Holding Corp. (A) 12,061 2,483,481Ping Identity Holding Corp. (A) 6,867 196,671Progress Software Corp. 8,350 377,337PROS Holdings, Inc. (A) 7,362 373,769PTC, Inc. (A) 33,755 4,037,436Q2 Holdings, Inc. (A) 9,282 1,174,451QAD, Inc., Class A 2,183 137,922Qualys, Inc. (A) 17,111 2,085,318Rapid7, Inc. (A) 9,536 859,766Sailpoint Technologies Holdings, Inc. (A) 45,681 2,432,056salesforce.com, Inc. (A) 144,492 32,153,805


COMMON STOCKS (continued)Software (continued)SAP SE 196,233 $ 25,415,839Sapiens International Corp. NV 4,923 150,693ServiceNow, Inc. (A) 30,723 16,910,861ShotSpotter, Inc. (A) 1,649 62,167Smith Micro Software, Inc. (A)(B) 8,022 43,479Sprout Social, Inc., Class A (A) 5,189 235,632SPS Commerce, Inc. (A) 6,532 709,310Sumo Logic, Inc. (A)(B) 2,579 73,708SVMK, Inc. (A) 22,634 578,299Synchronoss Technologies, Inc. (A) 8,542 40,147Synopsys, Inc. (A) 23,913 6,199,206TeamViewer AG (A)(B)(C) 28,339 1,522,297Telenav, Inc. (A) 7,925 37,248Temenos AG 12,538 1,746,913Tenable Holdings, Inc. (A) 13,147 687,062Teradata Corp. (A) 35,206 791,079The Sage Group PLC 205,009 1,627,817Trend Micro, Inc. (B) 25,064 1,443,012Tyler Technologies, Inc. (A) 6,446 2,813,808Upland Software, Inc. (A) 4,916 225,595Varonis Systems, Inc. (A) 5,812 950,901Verint Systems, Inc. (A) 11,905 799,778Veritone, Inc. (A)(B) 4,389 124,867VirnetX Holding Corp. (B) 12,358 62,284WiseTech Global, Ltd. 27,377 650,619Workiva, Inc. (A) 7,355 673,865Xero, Ltd. (A) 22,818 2,589,822Xperi Holding Corp. 19,476 407,048Yext, Inc. (A) 19,208 301,950Zix Corp. (A) 10,740 92,686Zuora, Inc., Class A (A) 18,989 264,517

534,070,959Technology hardware, storage and peripherals – 3.9%3D Systems Corp. (A)(B) 22,266 233,348Apple, Inc. 2,523,749 334,876,255Avid Technology, Inc. (A) 5,987 95,014Brother Industries, Ltd. 41,836 863,640Canon, Inc. (B) 187,977 3,641,589Corsair Gaming, Inc. (A)(B) 2,763 100,076Diebold Nixdorf, Inc. (A) 13,235 141,085Eastman Kodak Company (A)(B) 3,097 25,210FUJIFILM Holdings Corp. 67,738 3,573,315Hewlett Packard Enterprise Company 206,052 2,441,716HP, Inc. 215,908 5,309,178Immersion Corp. (A) 3,663 41,355Intevac, Inc. (A) 5,403 38,956Logitech International SA 30,904 3,000,622NCR Corp. (A) 41,472 1,558,103NetApp, Inc. 35,561 2,355,561Quantum Corp. (A) 6,391 39,113Ricoh Company, Ltd. 125,977 828,410Seagate Technology PLC 35,751 2,222,282Seiko Epson Corp. 52,547 780,855Super Micro Computer, Inc. (A) 8,227 260,467Western Digital Corp. 48,458 2,684,089Xerox Holdings Corp. 24,391 565,627

365,675,8661,824,718,084

Materials – 4.5%Chemicals – 2.4%AdvanSix, Inc. (A) 5,175 103,448Air Liquide SA 88,983 14,588,480Air Products & Chemicals, Inc. 34,898 9,534,832Air Water, Inc. 34,507 613,991




COMMON STOCKS (continued)Chemicals (continued)Akzo Nobel NV 36,262 $ 3,892,167Albemarle Corp. 17,036 2,513,151American Vanguard Corp. 5,699 88,448Amyris, Inc. (A) 20,781 128,323Arkema SA 12,978 1,484,967Asahi Kasei Corp. 235,757 2,416,540Ashland Global Holdings, Inc. 17,578 1,392,178Avient Corp. 46,388 1,868,509Balchem Corp. 5,984 689,476BASF SE 172,603 13,643,000Cabot Corp. 18,237 818,477Celanese Corp. 18,192 2,363,868CF Industries Holdings, Inc. 34,259 1,326,166Chase Corp. 1,374 138,788Chr. Hansen Holding A/S (A) 19,822 2,048,042Clariant AG 37,428 794,072Corteva, Inc. 117,389 4,545,302Covestro AG (C) 34,491 2,125,108Croda International PLC 26,218 2,357,783Dow, Inc. 116,887 6,487,229DuPont de Nemours, Inc. 115,761 8,231,765Eastman Chemical Company 21,681 2,174,171Ecolab, Inc. 39,198 8,480,879EMS-Chemie Holding AG 1,538 1,479,498Evonik Industries AG 39,407 1,287,999Ferro Corp. (A) 15,167 221,893FMC Corp. 20,754 2,385,257FutureFuel Corp. 4,899 62,217GCP Applied Technologies, Inc. (A) 9,153 216,468Givaudan SA 1,735 7,340,476Hawkins, Inc. 1,860 97,297HB Fuller Company 9,535 494,676ICL Group, Ltd. 132,355 675,632Ingevity Corp. (A) 21,046 1,593,814Innospec, Inc. 4,541 412,005International Flavors &

Fragrances, Inc. (B) 17,128 1,864,212Intrepid Potash, Inc. (A) 2,175 52,526Johnson Matthey PLC 36,368 1,204,896JSR Corp. 38,290 1,067,624Kansai Paint Company, Ltd. 33,254 1,025,066Koninklijke DSM NV 32,389 5,569,974Koppers Holdings, Inc. (A) 3,933 122,552Kraton Corp. (A) 5,833 162,099Kronos Worldwide, Inc. 4,204 62,682Kuraray Company, Ltd. 60,006 638,893LANXESS AG 15,612 1,187,303Linde PLC 82,897 21,844,188Livent Corp. (A) 27,353 515,331LyondellBasell Industries NV, Class A 40,072 3,673,000Minerals Technologies, Inc. 17,106 1,062,625Mitsubishi Chemical Holdings Corp. 240,659 1,457,995Mitsubishi Gas Chemical Company, Inc. 29,670 682,273Mitsui Chemicals, Inc. 34,618 1,016,915NewMarket Corp. 2,364 941,558Nippon Paint Holdings Company, Ltd. 27,500 3,021,766Nippon Sanso Holdings Corp. 28,457 529,343Nissan Chemical Corp. 23,200 1,454,745Nitto Denko Corp. 29,787 2,668,320Novozymes A/S, B Shares 39,112 2,227,817Olin Corp. 45,890 1,127,058Orica, Ltd. 76,270 892,039Orion Engineered Carbons SA 11,228 192,448PPG Industries, Inc. 37,111 5,352,148PQ Group Holdings, Inc. 7,187 102,487


COMMON STOCKS (continued)Chemicals (continued)Quaker Chemical Corp. 2,463 $ 624,100Rayonier Advanced Materials, Inc. (A) 11,870 77,392RPM International, Inc. 41,764 3,791,336Sensient Technologies Corp. 21,530 1,588,268Shin-Etsu Chemical Company, Ltd. 66,546 11,679,869Sika AG 26,644 7,262,974Solvay SA 13,928 1,642,592Stepan Company 3,961 472,627Sumitomo Chemical Company, Ltd. 279,944 1,128,392Symrise AG 24,177 3,214,171Teijin, Ltd. 33,448 629,428The Chemours Company 53,049 1,315,085The Mosaic Company 55,256 1,271,441The Scotts Miracle-Gro Company 13,081 2,604,950The Sherwin-Williams Company 12,900 9,480,339Toray Industries, Inc. 260,572 1,545,557Tosoh Corp. 48,900 764,021Trecora Resources (A) 6,421 44,883Tredegar Corp. 5,084 84,903Trinseo SA 7,108 364,001Tronox Holdings PLC, Class A 16,649 243,408Umicore SA 37,042 1,780,426Valvoline, Inc. 59,206 1,370,027Yara International ASA 32,752 1,358,734

227,175,199Construction materials – 0.3%CRH PLC 147,512 6,273,179Eagle Materials, Inc. 13,487 1,366,907Forterra, Inc. (A) 5,383 92,561HeidelbergCement AG 27,965 2,082,148James Hardie Industries PLC, CHESS

Depositary Interest (A) 83,311 2,469,090LafargeHolcim, Ltd. (A) 98,385 5,400,133Martin Marietta Materials, Inc. 9,974 2,832,317Summit Materials, Inc., Class A (A) 21,398 429,672Taiheiyo Cement Corp. 21,470 537,804U.S. Concrete, Inc. (A) 3,033 121,229United States Lime & Minerals, Inc. 419 47,766Vulcan Materials Company 20,502 3,040,652

24,693,458Containers and packaging – 0.3%Amcor PLC 242,618 2,855,614AptarGroup, Inc. 20,825 2,850,734Avery Dennison Corp. 13,369 2,073,666Ball Corp. 51,222 4,772,866Greif, Inc., Class A 13,366 626,598Greif, Inc., Class B 941 45,526International Paper Company 60,972 3,031,528Myers Industries, Inc. 6,850 142,343O-I Glass, Inc. 79,735 948,847Packaging Corp. of America 15,191 2,094,991Pactiv Evergreen, Inc. (A) 6,897 125,112Ranpak Holdings Corp. (A) 5,701 76,621Sealed Air Corp. 24,937 1,141,865Silgan Holdings, Inc. 25,070 929,596Smurfit Kappa Group PLC 46,056 2,152,805Sonoco Products Company 32,204 1,908,087UFP Technologies, Inc. (A) 1,429 66,591Westrock Company 41,588 1,810,326

27,653,716Metals and mining – 1.4%1911 Gold Corp. (A) 3,149 1,337Alcoa Corp. (A) 34,694 799,697Allegheny Technologies, Inc. (A) 23,647 396,560




COMMON STOCKS (continued)Metals and mining (continued)Anglo American PLC 230,534 $ 7,612,748Antofagasta PLC 74,107 1,453,918ArcelorMittal SA (A) 134,707 3,080,742Arconic Corp. (A) 18,433 549,303BHP Group PLC 396,904 10,480,008BHP Group, Ltd. 553,588 18,088,234BlueScope Steel, Ltd. 94,452 1,275,553Boliden AB 51,398 1,823,464Caledonia Mining Corp. PLC 2,474 39,287Carpenter Technology Corp. 8,910 259,459Century Aluminum Company (A) 9,512 104,917Cleveland-Cliffs, Inc. (B) 73,195 1,065,719Coeur Mining, Inc. (A) 45,143 467,230Commercial Metals Company 60,377 1,240,144Compass Minerals International, Inc. 17,277 1,066,336Evolution Mining, Ltd. 305,004 1,173,766Evraz PLC 95,819 612,372Fortescue Metals Group, Ltd. 318,232 5,748,034Fortitude Gold Corp. (A)(D) 4,000 4,200Freeport-McMoRan, Inc. 228,585 5,947,782Fresnillo PLC 34,620 534,727Gatos Silver, Inc. (A) 4,705 61,306Glencore PLC (A) 1,877,952 5,963,988Gold Resource Corp. 14,001 40,743Haynes International, Inc. 2,561 61,054Hecla Mining Company 96,786 627,173Hitachi Metals, Ltd. 40,264 612,171JFE Holdings, Inc. (A) 92,333 886,517Kaiser Aluminum Corp. 2,949 291,656Materion Corp. 3,800 242,136Newcrest Mining, Ltd. 153,357 3,060,661Newmont Corp. 126,759 7,591,597Nippon Steel Corp. (A) 151,800 1,957,790Norsk Hydro ASA 252,722 1,176,187Northern Star Resources, Ltd. 139,205 1,360,587Novagold Resources, Inc. (A) 43,881 424,329Nucor Corp. 48,357 2,572,109Reliance Steel & Aluminum Company 20,484 2,452,959Rio Tinto PLC 210,854 15,871,634Rio Tinto, Ltd. 69,760 6,134,801Royal Gold, Inc. 21,067 2,240,686Ryerson Holding Corp. (A) 3,207 43,743Schnitzer Steel Industries, Inc., Class A 4,866 155,274South32, Ltd. 910,712 1,740,522Steel Dynamics, Inc. 64,209 2,367,386Sumitomo Metal Mining Company, Ltd. 43,707 1,944,130SunCoke Energy, Inc. 16,046 69,800TimkenSteel Corp. (A) 9,791 45,724United States Steel Corp. 111,856 1,875,825voestalpine AG 21,809 778,377Warrior Met Coal, Inc. 9,439 201,239Worthington Industries, Inc. 18,374 943,321

127,620,962Paper and forest products – 0.1%Boise Cascade Company 7,276 347,793Clearwater Paper Corp. (A) 3,045 114,949Domtar Corp. 27,992 885,947Glatfelter Corp. 8,415 137,838Louisiana-Pacific Corp. 55,428 2,060,259Mondi PLC 91,246 2,138,063Neenah, Inc. 3,190 176,471Oji Holdings Corp. 162,038 922,498Schweitzer-Mauduit International, Inc. 5,778 232,333Stora Enso OYJ, R Shares 109,325 2,093,323


COMMON STOCKS (continued)Paper and forest products (continued)Svenska Cellulosa AB SCA, B

Shares (A)(B) 113,854 $ 1,990,638UPM-Kymmene OYJ 100,302 3,740,427Verso Corp., Class A 5,929 71,267

14,911,806422,055,141

Real estate – 3.2%Equity real estate investment trusts – 2.6%Acadia Realty Trust 15,913 225,805Agree Realty Corp. 9,791 651,885Alexander & Baldwin, Inc. 13,592 233,511Alexander’s, Inc. 401 111,217Alexandria Real Estate Equities, Inc. 19,478 3,471,369American Assets Trust, Inc. 9,412 271,819American Campus Communities, Inc. 44,152 1,888,381American Finance Trust, Inc. 20,297 150,807American Tower Corp. 70,207 15,758,663Apartment Income REIT Corp. (A) 47,822 1,836,843Armada Hoffler Properties, Inc. 10,971 123,095Ascendas Real Estate Investment Trust 604,178 1,363,906AvalonBay Communities, Inc. 21,925 3,517,428Bluerock Residential Growth REIT, Inc. 5,349 67,772Boston Properties, Inc. 22,686 2,144,508Brixmor Property Group, Inc. 94,965 1,571,671Broadstone Net Lease, Inc., Class A 6,305 123,452BRT Apartments Corp. 2,988 45,418Camden Property Trust 31,326 3,130,094CapitaLand Integrated Commercial Trust 851,194 1,392,065CareTrust REIT, Inc. 17,795 394,693CatchMark Timber Trust, Inc., Class A 9,942 93,057Centerspace 2,413 170,454Chatham Lodging Trust 8,923 96,368CIM Commercial Trust Corp. 3,257 46,380City Office REIT, Inc. 8,467 82,723Colony Capital, Inc. 89,945 432,635Columbia Property Trust, Inc. 21,360 306,302Community Healthcare Trust, Inc. 4,027 189,712CoreCivic, Inc. 22,222 145,554CorePoint Lodging, Inc. 8,287 57,015CoreSite Realty Corp. 13,738 1,721,097Corporate Office Properties Trust 36,234 944,983Cousins Properties, Inc. 47,623 1,595,371Covivio 9,766 896,147Crown Castle International Corp. 68,159 10,850,231CyrusOne, Inc. 38,737 2,833,612Daiwa House REIT Investment Corp. 371 917,805Dexus 205,057 1,487,264DiamondRock Hospitality Company (A) 37,362 308,237Digital Realty Trust, Inc. 44,197 6,165,923Diversified Healthcare Trust 44,493 183,311Douglas Emmett, Inc. 52,825 1,541,434Duke Realty Corp. 59,356 2,372,459Easterly Government Properties, Inc. 14,898 337,440EastGroup Properties, Inc. 19,838 2,738,834EPR Properties 24,099 783,218Equinix, Inc. 14,043 10,029,230Equity Residential 53,186 3,152,866Essential Properties Realty Trust, Inc. 18,937 401,464Essex Property Trust, Inc. 10,036 2,382,747Extra Space Storage, Inc. 20,674 2,395,290Farmland Partners, Inc. 6,378 55,489Federal Realty Investment Trust 11,026 938,533First Industrial Realty Trust, Inc. 41,523 1,749,364Four Corners Property Trust, Inc. 13,026 387,784Franklin Street Properties Corp. 19,719 86,172




COMMON STOCKS (continued)Equity real estate investment trusts (continued)Front Yard Residential Corp. 9,413 $ 152,491Gecina SA 8,615 1,339,633Getty Realty Corp. 6,208 170,968Gladstone Commercial Corp. 6,502 117,036Gladstone Land Corp. 4,782 70,008Global Medical REIT, Inc. 8,128 106,152Global Net Lease, Inc. 16,803 288,003GLP J-REIT 711 1,121,966Goodman Group 311,849 4,558,444Healthcare Realty Trust, Inc. 68,918 2,039,973Healthpeak Properties, Inc. 82,992 2,508,848Hersha Hospitality Trust 7,012 55,325Highwoods Properties, Inc. 33,234 1,317,063Host Hotels & Resorts, Inc. 112,967 1,652,707Hudson Pacific Properties, Inc. 48,844 1,173,233Independence Realty Trust, Inc. 17,468 234,595Industrial Logistics Properties Trust 11,849 275,963Innovative Industrial Properties, Inc. 4,004 733,253Iron Mountain, Inc. 46,158 1,360,738iStar, Inc. 13,449 199,718Japan Real Estate Investment Corp. 247 1,427,251Japan Retail Fund Investment Corp. 489 889,955JBG SMITH Properties 35,723 1,117,058Kilroy Realty Corp. 33,639 1,930,879Kimco Realty Corp. 69,279 1,039,878Kite Realty Group Trust 15,449 231,117Klepierre SA 36,637 826,310Lamar Advertising Company, Class A 27,745 2,308,939Land Securities Group PLC 132,375 1,222,617Lexington Realty Trust 50,469 535,981Life Storage, Inc. 15,640 1,867,260Link REIT 388,706 3,530,140LTC Properties, Inc. 7,168 278,907Mack-Cali Realty Corp. 16,313 203,260Mapletree Commercial Trust 404,800 652,526Mapletree Logistics Trust 543,300 826,884Medical Properties Trust, Inc. 172,419 3,757,010Mid-America Apartment Communities, Inc. 18,319 2,320,834Mirvac Group 739,856 1,502,627Monmouth Real Estate Investment Corp. 17,435 301,974National Health Investors, Inc. 7,890 545,751National Retail Properties, Inc. 55,729 2,280,431National Storage Affiliates Trust 11,636 419,245NETSTREIT Corp. 2,572 50,128New Senior Investment Group, Inc. 15,919 82,460NexPoint Residential Trust, Inc. 4,029 170,467Nippon Building Fund, Inc. (B) 278 1,612,316Nippon Prologis REIT, Inc. 394 1,230,878Nomura Real Estate Master Fund, Inc. 797 1,140,541Office Properties Income Trust 9,059 205,820Omega Healthcare Investors, Inc. 72,968 2,650,198One Liberty Properties, Inc. 3,353 67,295Orix JREIT, Inc. 493 815,584Park Hotels & Resorts, Inc. 75,350 1,292,253Pebblebrook Hotel Trust 66,595 1,251,986Physicians Realty Trust 105,772 1,882,742Piedmont Office Realty Trust, Inc.,

Class A 23,337 378,760Plymouth Industrial REIT, Inc. 5,214 78,210PotlatchDeltic Corp. 33,772 1,689,275Preferred Apartment Communities, Inc.,

Class A 9,751 72,157Prologis, Inc. 116,806 11,640,886PS Business Parks, Inc. 10,164 1,350,491Public Storage 23,925 5,525,000


COMMON STOCKS (continued)Equity real estate investment trusts (continued)QTS Realty Trust, Inc., Class A 11,513 $ 712,424Rayonier, Inc. 44,093 1,295,452Realty Income Corp. 55,269 3,436,074Regency Centers Corp. 25,270 1,152,059Retail Opportunity Investments Corp. 21,663 290,068Retail Properties of America, Inc., Class A 40,059 342,905Retail Value, Inc. 3,636 54,067Rexford Industrial Realty, Inc. 41,997 2,062,473RLJ Lodging Trust 30,779 435,523RPT Realty 15,296 132,310Ryman Hospitality Properties, Inc. 9,413 637,825Sabra Health Care REIT, Inc. 104,551 1,816,051Safehold, Inc. 3,215 233,055Saul Centers, Inc. 2,310 73,181SBA Communications Corp. 17,547 4,950,535Scentre Group 975,396 2,095,139Segro PLC 223,803 2,904,012Seritage Growth Properties, Class A (A) 6,408 94,069Service Properties Trust 83,853 963,471Simon Property Group, Inc. 52,098 4,442,917SITE Centers Corp. 28,583 289,260SL Green Realty Corp. 11,733 699,052Spirit Realty Capital, Inc. 36,696 1,474,078STAG Industrial, Inc. 27,771 869,788Stockland 448,184 1,446,994STORE Capital Corp. 75,972 2,581,529Summit Hotel Properties, Inc. 19,480 175,515Sunstone Hotel Investors, Inc. 40,141 454,798Suntec Real Estate Investment Trust 371,100 418,530Tanger Factory Outlet Centers, Inc. 17,003 169,350Terreno Realty Corp. 12,325 721,136The British Land Company PLC 165,438 1,108,023The GEO Group, Inc. 21,612 191,482The GPT Group 366,057 1,273,267The Macerich Company 64,106 684,011UDR, Inc. 47,265 1,816,394UMH Properties, Inc. 7,194 106,543Unibail-Rodamco-Westfield (B) 26,022 2,026,720United Urban Investment Corp. 557 689,576Uniti Group, Inc. 36,121 423,699Universal Health Realty Income Trust 2,460 158,104Urban Edge Properties 57,151 739,534Urstadt Biddle Properties, Inc., Class A 5,733 81,007Ventas, Inc. 59,762 2,930,728Vicinity Centres 727,166 899,119Vornado Realty Trust 25,107 937,495Washington Real Estate Investment Trust 15,396 333,015Weingarten Realty Investors 38,894 842,833Welltower, Inc. 65,365 4,223,886Weyerhaeuser Company 116,636 3,910,805Whitestone REIT 8,142 64,892Xenia Hotels & Resorts, Inc. 21,269 323,289

241,219,367Real estate management and development – 0.6%Aeon Mall Company, Ltd. 19,231 317,615Aroundtown SA 187,742 1,399,791Azrieli Group, Ltd. 7,976 506,931CapitaLand, Ltd. 495,784 1,230,173CBRE Group, Inc., Class A (A) 52,211 3,274,674City Developments, Ltd. 85,413 514,882CK Asset Holdings, Ltd. 486,062 2,487,130CTO Realty Growth, Inc. 1,394 58,771Cushman & Wakefield PLC (A) 20,624 305,854Daito Trust Construction Company, Ltd. 12,311 1,150,519Daiwa House Industry Company, Ltd. 106,466 3,165,520




COMMON STOCKS (continued)Real estate management and development (continued)Deutsche Wohnen SE 64,238 $ 3,427,405ESR Cayman, Ltd. (A)(C) 316,200 1,135,048eXp World Holdings, Inc. (A) 4,610 290,983Fastighets AB Balder, B Shares (A) 19,029 993,586Fathom Holdings, Inc. (A) 1,035 37,301Forestar Group, Inc. (A) 3,220 64,980FRP Holdings, Inc. (A) 1,414 64,408Griffin Industrial Realty, Inc. (A) 695 43,438Hang Lung Properties, Ltd. 380,313 1,002,223Henderson Land Development

Company, Ltd. 272,709 1,059,380Hongkong Land Holdings, Ltd. 219,334 905,886Hulic Company, Ltd. (B) 56,969 626,669Jones Lang LaSalle, Inc. (A) 16,493 2,447,066Kennedy-Wilson Holdings, Inc. 22,475 402,078LEG Immobilien AG 13,414 2,081,112Lendlease Corp., Ltd. 129,339 1,307,723Marcus & Millichap, Inc. (A) 4,322 160,908Mitsubishi Estate Company, Ltd. 222,224 3,571,768Mitsui Fudosan Company, Ltd. 172,326 3,608,429New World Development Company, Ltd. 287,392 1,337,064Newmark Group, Inc., Class A 26,779 195,219Nomura Real Estate Holdings, Inc. 21,763 482,564Rafael Holdings, Inc., Class B (A) 1,927 44,938RE/MAX Holdings, Inc., Class A 3,359 122,032Realogy Holdings Corp. (A) 21,260 278,931Redfin Corp. (A) 18,453 1,266,429Sino Land Company, Ltd. 595,722 775,222Sumitomo Realty & Development

Company, Ltd. 58,183 1,796,271Sun Hung Kai Properties, Ltd. 244,814 3,130,920Swire Pacific, Ltd., Class A 93,518 515,135Swire Properties, Ltd. 219,887 639,306Swiss Prime Site AG 14,276 1,399,501Tejon Ranch Company (A) 4,439 64,144The RMR Group, Inc., Class A 2,922 112,848The St. Joe Company 6,102 259,030Tokyu Fudosan Holdings Corp. 114,981 614,184UOL Group, Ltd. 87,170 508,295Vonovia SE 97,988 7,156,462Wharf Real Estate Investment

Company, Ltd. 313,346 1,628,49359,969,239

301,188,606Utilities – 3.1%Electric utilities – 1.8%ALLETE, Inc. 26,355 1,632,429Alliant Energy Corp. 39,988 2,060,582American Electric Power Company, Inc. 78,287 6,518,958AusNet Services 352,650 477,941Chubu Electric Power Company, Inc. 121,129 1,461,782CK Infrastructure Holdings, Ltd. 124,343 667,772CLP Holdings, Ltd. 308,834 2,855,676Duke Energy Corp. 116,360 10,653,922Edison International 59,016 3,707,385EDP - Energias de Portugal SA 521,895 3,275,676Electricite de France SA (A) 116,650 1,845,909Elia Group SA/NV (B) 5,805 692,887Endesa SA 59,690 1,637,231Enel SpA 1,528,430 15,551,359Entergy Corp. 31,091 3,104,125Evergy, Inc. 36,332 2,016,789Eversource Energy 53,738 4,648,874Exelon Corp. 153,779 6,492,549FirstEnergy Corp. 86,836 2,658,050


COMMON STOCKS (continued)Electric utilities (continued)Fortum OYJ 83,465 $ 2,016,525Hawaiian Electric Industries, Inc. 35,265 1,248,028HK Electric Investments & HK Electric

Investments, Ltd. 498,000 490,130Iberdrola SA 1,133,645 16,290,807IDACORP, Inc. 16,163 1,552,133Kyushu Electric Power Company, Inc. 71,318 615,250Mercury NZ, Ltd. 128,008 602,428MGE Energy, Inc. 6,907 483,697NextEra Energy, Inc. 309,627 23,887,723NRG Energy, Inc. 39,106 1,468,430OGE Energy Corp. 64,238 2,046,623Orsted A/S (C) 35,550 7,273,714Otter Tail Corp. 7,660 326,393Pinnacle West Capital Corp. 18,029 1,441,419PNM Resources, Inc. 40,405 1,960,855Portland General Electric Company 16,605 710,196Power Assets Holdings, Ltd. 260,736 1,412,050PPL Corp. 119,547 3,371,225Red Electrica Corp. SA 81,342 1,670,038SSE PLC 195,377 4,001,942Terna Rete Elettrica Nazionale SpA 264,400 2,031,697The Chugoku Electric Power

Company, Inc. 54,536 640,009The Kansai Electric Power Company, Inc. 132,324 1,251,529The Southern Company 166,926 10,254,264Tohoku Electric Power Company, Inc. 80,365 663,265Tokyo Electric Power Company

Holdings, Inc. (A) 271,828 718,005Verbund AG (B) 12,796 1,087,112Xcel Energy, Inc. 82,651 5,510,342

166,985,725Gas utilities – 0.3%APA Group 221,727 1,649,753Atmos Energy Corp. 19,758 1,885,506Brookfield Infrastructure Corp., Class A 5,867 424,184Chesapeake Utilities Corp. 3,032 328,093Enagas SA 46,770 1,028,927Hong Kong & China Gas Company, Ltd. 2,003,593 2,997,589National Fuel Gas Company 29,076 1,195,896Naturgy Energy Group SA 55,482 1,290,185New Jersey Resources Corp. 48,589 1,727,339Northwest Natural Holding Company 5,777 265,684ONE Gas, Inc. 26,750 2,053,598Osaka Gas Company, Ltd. 70,475 1,444,565Snam SpA 378,944 2,140,122South Jersey Industries, Inc. 18,836 405,916Southwest Gas Holdings, Inc. 28,513 1,732,165Spire, Inc. 25,859 1,656,010Toho Gas Company, Ltd. 13,884 919,821Tokyo Gas Company, Ltd. 70,696 1,636,271UGI Corp. 66,921 2,339,558

27,121,182Independent power and renewable electricity producers –0.1%Atlantic Power Corp. (A) 23,758 49,892Brookfield Renewable Corp., Class A 18,956 1,104,566Clearway Energy, Inc., Class A 6,675 197,246Clearway Energy, Inc., Class C 14,974 478,120Meridian Energy, Ltd. 240,787 1,289,560Ormat Technologies, Inc. 7,344 663,016Sunnova Energy International, Inc. (A) 9,885 446,110The AES Corp. 106,542 2,503,737




COMMON STOCKS (continued)Independent power and renewable electricityproducers (continued)Uniper SE (B) 37,825 $ 1,310,629

8,042,876Multi-utilities – 0.8%AGL Energy, Ltd. 117,101 1,080,885Ameren Corp. 39,577 3,089,381Avista Corp. 12,572 504,640Black Hills Corp. 31,861 1,957,858CenterPoint Energy, Inc. 87,269 1,888,501CMS Energy Corp. 45,857 2,797,736Consolidated Edison, Inc. 53,579 3,872,154Dominion Energy, Inc. 128,910 9,694,032DTE Energy Company 30,859 3,746,591E.ON SE (B) 421,912 4,671,931Engie SA (A) 343,233 5,261,765MDU Resources Group, Inc. 64,264 1,692,714National Grid PLC 661,520 7,817,467NiSource, Inc. 61,351 1,407,392NorthWestern Corp. 25,693 1,498,159Public Service Enterprise Group, Inc. 79,291 4,622,665RWE AG 120,723 5,107,457Sempra Energy 45,572 5,806,329Suez SA 64,946 1,287,182Unitil Corp. 2,893 128,073Veolia Environnement SA 101,272 2,497,097WEC Energy Group, Inc. 49,460 4,551,804

74,981,813Water utilities – 0.1%American States Water Company 6,893 548,062American Water Works Company, Inc. 28,371 4,354,097Artesian Resources Corp., Class A 1,978 73,344Cadiz, Inc. (A)(B) 5,695 60,652California Water Service Group 9,268 500,750Consolidated Water Company, Ltd. 4,047 48,766Essential Utilities, Inc. 71,774 3,394,192Global Water Resources, Inc. 3,675 52,957Middlesex Water Company 3,225 233,716Pure Cycle Corp. (A) 5,735 64,404Severn Trent PLC 44,866 1,400,629SJW Group 5,005 347,147The York Water Company 2,461 114,683United Utilities Group PLC 128,142 1,567,301

12,760,700289,892,296

TOTAL COMMON STOCKS (Cost $4,834,505,216) $ 9,075,336,670

PREFERRED SECURITIES – 0.2%Consumer discretionary – 0.1%Automobiles – 0.1%Bayerische Motoren Werke AG 10,687 719,930Porsche Automobil Holding SE 28,773 1,987,548Volkswagen AG 34,875 6,517,570

9,225,048Consumer staples – 0.1%Household products – 0.1%Henkel AG & Company KGaA 33,480 3,775,020Health care – 0.0%Health care equipment and supplies – 0.0%Sartorius AG (B) 6,684 2,815,163Materials – 0.0%


PREFERRED SECURITIES (continued)Chemicals – 0.0%FUCHS PETROLUB SE 13,060 $ 736,878TOTAL PREFERRED SECURITIES (Cost $11,759,066) $ 16,552,109

RIGHTS – 0.0%Pan American Silver Corp. (Expiration

Date: 2-22-29) (A)(E) 54,671 45,104TOTAL RIGHTS (Cost $16,278) $ 45,104

WARRANTS – 0.0%Cie Financiere Richemont SA (Expiration

Date: 11-22-23; Strike Price: CHF67.00) (A) 200,486 52,086

Whiting Petroleum Corp., Class A(Expiration Date: 9-1-24; Strike Price:$73.44) (A) 917 1,605

Whiting Petroleum Corp., Class B(Expiration Date: 9-1-25; Strike Price:$83.45) (A) 458 870



0.060%, 03/12/2021 * $ 60,000,000 59,989,9500.070%, 02/19/2021 * 9,890,000 9,888,9890.071%, 02/03/2021 * 91,700,000 91,693,8860.075%, 01/27/2021 * 57,000,000 56,997,451

218,570,276Short-term funds – 1.0%John Hancock Collateral Trust,

0.1386% (F)(G) 9,329,382 93,350,730Repurchase agreement – 0.2%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $331,339,713) $ 331,329,006Total Investments (Strategic Equity Allocation Trust)


Currency AbbreviationsCHF Swiss Franc



(D) Security is valued using significant unobservable inputs and isclassified as Level 3 in the fair value hierarchy. Refer to Note 2 tothe financial statements.

(E) Strike price and/or expiration date not available.(F) The rate shown is the annualized seven-day yield as of 12-31-20.(G) Investment is an affiliate of the fund, the advisor and/or subadvisor.




Strategic Equity Allocation Trust (continued)* Yield represents either the annualized yield at the date of purchase,

the stated coupon rate or, for floating rate securities, the rate atperiod end.

DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)MSCI EAFE Index Futures 718 Long Mar 2021 $74,637,838 $76,495,720 $1,857,882Russell 2000 E-Mini Index Futures 195 Long Mar 2021 18,697,787 19,254,300 556,513S&P 500 Index E-Mini Futures 974 Long Mar 2021 178,299,748 182,566,561 4,266,813S&P Mid 400 Index E-Mini Futures 50 Long Mar 2021 11,260,385 11,517,500 257,115

$6,938,323



Total Stock Market Index TrustShares orPrincipalAmount Value

COMMON STOCKS – 99.3%Communication services – 10.5%Diversified telecommunication services – 1.2%AT&T, Inc. 139,777 $ 4,019,987ATN International, Inc. 316 13,196Bandwidth, Inc., Class A (A) 499 76,681CenturyLink, Inc. 21,754 212,102Cincinnati Bell, Inc. (A) 1,094 16,716Cogent Communications Holdings, Inc. 979 58,613Consolidated Communications

Holdings, Inc. (A) 1,652 8,078Globalstar, Inc. (A) 32,583 11,033IDT Corp., Class B (A) 637 7,873Iridium Communications, Inc. (A) 2,764 108,694Ooma, Inc. (A) 511 7,358ORBCOMM, Inc. (A) 2,046 15,181Verizon Communications, Inc. 80,960 4,756,400Vonage Holdings Corp. (A) 5,098 65,637

9,377,549Entertainment – 2.0%Activision Blizzard, Inc. 15,337 1,424,040AMC Entertainment Holdings, Inc.,

Class A (B) 2,313 4,904Chicken Soup For The Soul

Entertainment, Inc. (A) 15 300Cinemark Holdings, Inc. 2,446 42,585Electronic Arts, Inc. 5,688 816,797Gaia, Inc. (A) 509 5,029Glu Mobile, Inc. (A) 3,150 28,382Liberty Media Corp.-Liberty Braves,

Class A (A) 1,147 28,526Liberty Media Corp.-Liberty Formula One,

Series A (A) 4,894 185,923Lions Gate Entertainment Corp.,

Class B (A) 4,693 48,713Live Nation Entertainment, Inc. (A) 4,462 327,868LiveXLive Media, Inc. (A) 863 2,831Madison Square Garden Entertainment

Corp. (A) 499 52,415Madison Square Garden Sports Corp. (A) 499 91,866Netflix, Inc. (A) 8,728 4,719,491Reading International, Inc., Class A (A) 608 3,052Roku, Inc. (A) 2,453 814,445Sciplay Corp., Class A (A) 2,733 37,852Take-Two Interactive Software, Inc. (A) 2,340 486,229

Total Stock Market Index Trust (continued)Shares orPrincipalAmount Value

COMMON STOCKS (continued)Entertainment (continued)The Marcus Corp. 654 $ 8,816The Walt Disney Company (A) 35,713 6,470,481Warner Music Group Corp., Class A 6,426 244,124World Wrestling Entertainment, Inc.,

Class A 1,652 79,379Zynga, Inc., Class A (A) 19,797 195,396

16,119,444Interactive media and services – 5.4%Actua Corp. (A)(C) 909 68Alphabet, Inc., Class C (A) 13,412 23,496,215ANGI Homeservices, Inc., Class A (A) 10,603 139,907CarGurus, Inc. (A) 2,365 75,041Cars.com, Inc. (A) 1,453 16,419Eventbrite, Inc., Class A (A) 1,808 32,725EverQuote, Inc., Class A (A) 566 21,140Facebook, Inc., Class A (A) 56,249 15,364,977IAC/InterActiveCorp (A) 1,764 334,013Liberty TripAdvisor Holdings, Inc.,

Class A (A) 1,370 5,946Match Group, Inc. (A) 5,225 789,968Pinterest, Inc., Class A (A) 11,654 767,999QuinStreet, Inc. (A) 1,130 24,227Snap, Inc., Class A (A) 23,773 1,190,314TripAdvisor, Inc. (A) 2,658 76,497TrueCar, Inc. (A) 2,492 10,466Twitter, Inc. (A) 15,790 855,029Yelp, Inc. (A) 1,481 48,384Zillow Group, Inc., Class C (A) 4,332 562,294ZoomInfo Technologies, Inc., Class A (A) 6,538 315,328

44,126,957Media – 1.5%Altice USA, Inc., Class A (A) 11,714 443,609AMC Networks, Inc., Class A (A)(B) 962 34,411Boston Omaha Corp., Class A (A) 528 14,599Cable One, Inc. 114 253,960Cardlytics, Inc. (A) 535 76,382Charter Communications, Inc., Class A (A) 4,072 2,693,832Clear Channel Outdoor Holdings, Inc. (A) 8,922 14,721Comcast Corp., Class A 89,904 4,710,970comScore, Inc. (A) 1,582 3,939Discovery, Inc., Series A (A)(B) 9,820 295,484DISH Network Corp., Class A (A) 10,292 332,843Emerald Holding, Inc. 1,734 9,398




COMMON STOCKS (continued)Media (continued)Entercom Communications Corp., Class A 3,101 $ 7,659Entravision Communications Corp.,

Class A 2,355 6,476Fox Corp., Class A 12,013 349,819Gannett Company, Inc. (A) 2,798 9,401Gray Television, Inc. (A) 2,122 37,963Hemisphere Media Group, Inc. (A) 614 6,361John Wiley & Sons, Inc., Class A 1,199 54,746Lee Enterprises, Inc. (A) 458 577Liberty Broadband Corp., Series A (A) 3,623 570,912Liberty Broadband Corp., Series C (A) 1,279 202,555Liberty Media Corp.-Liberty SiriusXM,

Series A (A) 6,619 285,875Loral Space & Communications, Inc. 501 10,516Meredith Corp. 965 18,528MSG Networks, Inc., Class A (A) 310 4,569National CineMedia, Inc. 1,758 6,540News Corp., Class A 12,364 222,181Nexstar Media Group, Inc., Class A 965 105,368Omnicom Group, Inc. 4,108 256,216Saga Communications, Inc., Class A 170 4,083Scholastic Corp. 780 19,500Sinclair Broadcast Group, Inc., Class A 1,912 60,897Sirius XM Holdings, Inc. (B) 87,656 558,369SRAX, Inc. (A) 123 383TechTarget, Inc. (A) 625 36,944TEGNA, Inc. 4,077 56,874The EW Scripps Company, Class A 1,766 27,002The Interpublic Group of Companies, Inc. 7,904 185,902The New York Times Company, Class A 3,494 180,884Townsquare Media, Inc., Class A 517 3,443Tremor International, Ltd. (A) 81 434ViacomCBS, Inc., Class B 12,032 448,312WideOpenWest, Inc. (A) 1,455 15,525

12,638,962Wireless telecommunication services – 0.4%Boingo Wireless, Inc. (A) 989 12,580Gogo, Inc. (A)(B) 2,008 19,337Shenandoah Telecommunications Company 1,051 45,456Spok Holdings, Inc. 499 5,554Telephone & Data Systems, Inc. 2,451 45,515T-Mobile US, Inc. (A) 24,567 3,312,860United States Cellular Corp. (A) 1,839 56,439

3,497,74185,760,653

Consumer discretionary – 12.8%Auto components – 0.2%ADOMANI, Inc. (A) 1,883 748American Axle & Manufacturing

Holdings, Inc. (A) 2,288 19,082Autoliv, Inc. 1,746 160,807BorgWarner, Inc. 4,199 162,249Cooper Tire & Rubber Company 1,062 43,011Dana, Inc. 3,021 58,970Dorman Products, Inc. (A) 683 59,298Fox Factory Holding Corp. (A) 808 85,414Gentex Corp. 4,525 153,533Gentherm, Inc. (A) 714 46,567Horizon Global Corp. (A) 44 378LCI Industries 524 67,952Lear Corp. 1,130 179,704Modine Manufacturing Company (A) 1,173 14,733Motorcar Parts of America, Inc. (A) 476 9,339Patrick Industries, Inc. 506 34,585


COMMON STOCKS (continued)Auto components (continued)Shiloh Industries, Inc. (A) 46 $ 2Standard Motor Products, Inc. 472 19,097Stoneridge, Inc. (A) 619 18,712Superior Industries International, Inc. (A) 119 487Tenneco, Inc., Class A (A) 1,001 10,611The Goodyear Tire & Rubber Company 4,895 53,404Veoneer, Inc. (A) 2,448 52,142Visteon Corp. (A) 596 74,810

1,325,635Automobiles – 1.8%Arcimoto, Inc. (A) 59 781Ford Motor Company 79,109 695,368General Motors Company 28,076 1,169,085Harley-Davidson, Inc. 3,212 117,880Tesla, Inc. (A) 18,421 12,999,147Thor Industries, Inc. 1,156 107,496Winnebago Industries, Inc. 650 38,961

15,128,718Distributors – 0.1%Core-Mark Holding Company, Inc. 969 28,460Funko, Inc., Class A (A)(B) 1,079 11,200Genuine Parts Company 2,782 279,396Greenlane Holdings, Inc., Class A (A) 2,197 8,700LKQ Corp. (A) 6,122 215,739Pool Corp. 830 309,175Weyco Group, Inc. 262 4,150

856,820Diversified consumer services – 0.2%Adtalem Global Education, Inc. (A) 976 33,135American Public Education, Inc. (A) 372 11,339Aspen Group, Inc. (A) 226 2,515Bright Horizons Family Solutions, Inc. (A) 1,178 203,782Carriage Services, Inc. 454 14,219Chegg, Inc. (A) 2,536 229,077Collectors Universe, Inc. 234 17,644frontdoor, Inc. (A) 1,734 87,064Graham Holdings Company, Class B 77 41,070Grand Canyon Education, Inc. (A) 935 87,058H&R Block, Inc. 3,912 62,044Houghton Mifflin Harcourt Company (A) 2,879 9,587ITT Educational Services, Inc. (A) 608 2Laureate Education, Inc., Class A (A) 4,397 64,020Lincoln Educational Services Corp. (A) 112 728Perdoceo Education Corp. (A) 1,522 19,223Regis Corp. (A) 845 7,766Select Interior Concepts, Inc., Class A (A) 642 4,590Service Corp. International 3,677 180,541StoneMor, Inc. (A) 517 1,360Strategic Education, Inc. 459 43,756Stride, Inc. (A) 857 18,194Terminix Global Holdings, Inc. (A) 2,733 139,410Universal Technical Institute, Inc. (A) 423 2,733WW International, Inc. (A) 1,417 34,575

1,315,432Hotels, restaurants and leisure – 1.8%Ambassadors Group, Inc. (A)(C) 714 29Aramark 5,209 200,442Bally’s Corp. 719 36,115Biglari Holdings, Inc., Class B (A) 58 6,450BJ’s Restaurants, Inc. (A) 418 16,089Bloomin’ Brands, Inc. 1,832 35,577Bluegreen Vacations Corp. 1,663 13,204Bluegreen Vacations Holding Corp. 434 5,872Boyd Gaming Corp. (A) 2,333 100,132




COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Brinker International, Inc. 773 $ 43,729Caesars Entertainment, Inc. (A) 3,382 251,181Carnival Corp. 11,413 247,206Carrols Restaurant Group, Inc. (A) 1,021 6,412Cedar Fair LP 1,175 46,225Century Casinos, Inc. (A) 691 4,415Chipotle Mexican Grill, Inc. (A) 557 772,397Choice Hotels International, Inc. 1,159 123,700Churchill Downs, Inc. 817 159,143Chuy’s Holdings, Inc. (A) 395 10,464Cracker Barrel Old Country Store, Inc. 497 65,564Darden Restaurants, Inc. 2,554 304,232Dave & Buster’s Entertainment, Inc. 654 19,633Denny’s Corp. (A) 1,245 18,277Dine Brands Global, Inc. 348 20,184Domino’s Pizza, Inc. 785 301,016Drive Shack, Inc. (A) 1,927 4,586El Pollo Loco Holdings, Inc. (A) 824 14,914Everi Holdings, Inc. (A) 1,749 24,154Extended Stay America, Inc. 3,946 58,440Fiesta Restaurant Group, Inc. (A) 709 8,083Golden Entertainment, Inc. (A) 617 12,272Hilton Grand Vacations, Inc. (A) 1,803 56,524Hilton Worldwide Holdings, Inc. 5,356 595,909Hyatt Hotels Corp., Class A 1,966 145,976Jack in the Box, Inc. 490 45,472Kura Sushi USA, Inc., Class A (A) 52 1,014Las Vegas Sands Corp. 15,019 895,132Marriott International, Inc., Class A 6,428 847,982Marriott Vacations Worldwide Corp. 878 120,479McDonald’s Corp. 14,563 3,124,929MGM Resorts International 10,310 324,868Monarch Casino & Resort, Inc. (A) 382 23,386Nathan’s Famous, Inc. 100 5,522Noodles & Company (A) 1,045 8,256Norwegian Cruise Line Holdings, Ltd. (A) 4,439 112,884Papa John’s International, Inc. 670 56,850Penn National Gaming, Inc. (A) 2,783 240,368Planet Fitness, Inc., Class A (A) 1,884 146,255PlayAGS, Inc. (A) 812 5,846Potbelly Corp. (A) 229 1,008RCI Hospitality Holdings, Inc. 238 9,387Red Lion Hotels Corp. (A) 182 630Red Robin Gourmet Burgers, Inc. (A) 308 5,923Red Rock Resorts, Inc., Class A 2,475 61,974Restaurant Brands International LP 82 4,980Royal Caribbean Cruises, Ltd. 4,371 326,470Ruth’s Hospitality Group, Inc. 679 12,039Scientific Games Corp. (A) 1,986 82,399SeaWorld Entertainment, Inc. (A) 1,657 52,345Shake Shack, Inc., Class A (A) 792 67,146Six Flags Entertainment Corp. 1,773 60,459Starbucks Corp. 23,088 2,469,954Target Hospitality Corp. (A) 2,412 3,811Texas Roadhouse, Inc. 1,455 113,723The Cheesecake Factory, Inc. 940 34,836The Wendy’s Company 4,661 102,169Town Sports International

Holdings, Inc. (A) 257 64Vail Resorts, Inc. 827 230,700Wingstop, Inc. 618 81,916Wyndham Destinations, Inc. 1,894 84,965Wyndham Hotels & Resorts, Inc. 1,985 117,988Wynn Resorts, Ltd. 2,242 252,965


COMMON STOCKS (continued)Hotels, restaurants and leisure (continued)Yum! Brands, Inc. 5,916 $ 642,241

14,507,881Household durables – 0.4%Bassett Furniture Industries, Inc. 298 5,984Beazer Homes USA, Inc. (A) 757 11,469Cavco Industries, Inc. (A) 196 34,388Century Communities, Inc. (A) 679 29,727D.R. Horton, Inc. 7,205 496,569Ethan Allen Interiors, Inc. 592 11,964Flexsteel Industries, Inc. 230 8,043GoPro, Inc., Class A (A) 3,474 28,765Green Brick Partners, Inc. (A) 1,182 27,139Hamilton Beach Brands Holding Company,

Class A 354 6,199Hamilton Beach Brands Holding Company,

Class B 241 4,220Helen of Troy, Ltd. (A) 524 116,428Hooker Furniture Corp. 271 8,740Hovnanian Enterprises, Inc., Class A (A) 148 4,863Installed Building Products, Inc. (A) 636 64,827iRobot Corp. (A) 605 48,575KB Home 1,848 61,945La-Z-Boy, Inc. 986 39,282Legacy Housing Corp. (A) 580 8,764Leggett & Platt, Inc. 2,764 122,445Lennar Corp., A Shares 6,160 469,577M/I Homes, Inc. (A) 609 26,973MDC Holdings, Inc. 1,315 63,909Meritage Homes Corp. (A) 797 66,008Mohawk Group Holdings, Inc. (A) 155 2,668Mohawk Industries, Inc. (A) 1,396 196,766Newell Brands, Inc. 8,877 188,459NVR, Inc. (A) 70 285,590PulteGroup, Inc. 5,280 227,674Purple Innovation, Inc. (A) 922 30,371Skyline Champion Corp. (A) 1,218 37,685Sonos, Inc. (A) 2,332 54,545Taylor Morrison Home Corp. (A) 2,853 73,179Tempur Sealy International, Inc. (A) 4,536 122,472The Lovesac Company (A) 354 15,254Toll Brothers, Inc. 2,604 113,196TopBuild Corp. (A) 712 131,065TRI Pointe Group, Inc. (A) 2,795 48,214Tupperware Brands Corp. (A) 1,115 36,115Turtle Beach Corp. (A) 120 2,586Universal Electronics, Inc. (A) 312 16,368VOXX International Corp. (A) 1,072 13,679Whirlpool Corp. 1,252 225,973ZAGG, Inc. (A) 742 3,094

3,591,756Internet and direct marketing retail – 4.6%1-800-Flowers.com, Inc., Class A (A) 1,394 36,244Amazon.com, Inc. (A) 9,888 32,204,524Booking Holdings, Inc. (A) 806 1,795,180CarParts.com, Inc. (A) 189 2,342Chewy, Inc., Class A (A)(B) 8,153 732,873Duluth Holdings, Inc., Class B (A)(B) 700 7,392eBay, Inc. 13,857 696,314Etsy, Inc. (A) 2,431 432,499Expedia Group, Inc. 2,976 394,022Groupon, Inc. (A) 624 23,709GrubHub, Inc. (A) 1,918 142,450Lands’ End, Inc. (A) 743 16,027Leaf Group, Ltd. (A) 311 1,446Liquidity Services, Inc. (A) 965 15,353




COMMON STOCKS (continued)Internet and direct marketing retail (continued)Magnite, Inc. (A) 1,986 $ 60,990Overstock.com, Inc. (A) 772 37,033PetMed Express, Inc. 456 14,619Quotient Technology, Inc. (A) 1,851 17,436Qurate Retail, Inc., Series A 8,670 95,110Remark Holdings, Inc. (A) 931 1,769Revolve Group, Inc. (A) 1,471 45,851Shutterstock, Inc. 747 53,560Stamps.com, Inc. (A) 358 70,236Stitch Fix, Inc., Class A (A) 2,150 126,248The RealReal, Inc. (A) 1,823 35,621Wayfair, Inc., Class A (A)(B) 1,927 435,136

37,493,984Leisure products – 0.2%Acushnet Holdings Corp. 1,579 64,013American Outdoor Brands, Inc. (A) 307 5,228Brunswick Corp. 1,697 129,379Callaway Golf Company 1,981 47,564Clarus Corp. 526 8,100Escalade, Inc. 418 8,849Hasbro, Inc. 2,763 258,451Johnson Outdoors, Inc., Class A 217 24,441Malibu Boats, Inc., Class A (A) 437 27,286Marine Products Corp. 742 10,789MasterCraft Boat Holdings, Inc. (A) 441 10,954Mattel, Inc. (A) 7,297 127,333Nautilus, Inc. (A) 464 8,417Peloton Interactive, Inc., Class A (A) 5,729 869,204Polaris, Inc. 1,274 121,387Smith & Wesson Brands, Inc. 1,231 21,850Sturm Ruger & Company, Inc. 342 22,254Vista Outdoor, Inc. (A) 1,284 30,508YETI Holdings, Inc. (A) 1,811 123,999

1,920,006Multiline retail – 0.5%Big Lots, Inc. 827 35,503Dillard’s, Inc., Class A (B) 529 33,353Dollar General Corp. 4,900 1,030,470Dollar Tree, Inc. (A) 4,705 508,328Kohl’s Corp. 3,271 133,097Macy’s, Inc. (B) 6,460 72,675Nordstrom, Inc. (B) 3,244 101,245Ollie’s Bargain Outlet Holdings, Inc. (A) 1,336 109,245Target Corp. 9,901 1,747,824

3,771,740Specialty retail – 2.2%Abercrombie & Fitch Company, Class A 1,358 27,649Advance Auto Parts, Inc. 1,368 215,474American Eagle Outfitters, Inc. 3,537 70,988America’s Car-Mart, Inc. (A) 119 13,071Asbury Automotive Group, Inc. (A) 403 58,733Ascena Retail Group, Inc. (A) 104 6At Home Group, Inc. (A) 1,302 20,129AutoNation, Inc. (A) 1,757 122,621AutoZone, Inc. (A) 455 539,375Barnes & Noble Education, Inc. (A) 1,248 5,803Bed Bath & Beyond, Inc. (B) 2,718 48,272Best Buy Company, Inc. 5,146 513,519Blink Charging Company (A)(B) 339 14,492Boot Barn Holdings, Inc. (A) 611 26,493Build-A-Bear Workshop, Inc. (A) 44 188Burlington Stores, Inc. (A) 1,317 344,461Caleres, Inc. 889 13,913


COMMON STOCKS (continued)Specialty retail (continued)Camping World Holdings, Inc.,

Class A (B) 1,893 $ 49,313CarMax, Inc. (A) 3,282 310,018Carvana Company (A) 3,287 787,368Chico’s FAS, Inc. 2,691 4,279Citi Trends, Inc. 286 14,208Conn’s, Inc. (A) 510 5,962Designer Brands, Inc., Class A 1,564 11,965Dick’s Sporting Goods, Inc. 1,834 103,089Express, Inc. (A) 1,680 1,529Five Below, Inc. (A) 1,162 203,327Floor & Decor Holdings, Inc., Class A (A) 2,115 196,378Foot Locker, Inc. 2,128 86,056GameStop Corp., Class A (A)(B) 1,509 28,430Genesco, Inc. (A) 319 9,599GNC Holdings, Inc., Class A (A)(C) 1,564 0Group 1 Automotive, Inc. 389 51,013Guess?, Inc. 1,387 31,374Haverty Furniture Companies, Inc. 468 12,950Hibbett Sports, Inc. (A) 399 18,426L Brands, Inc. 5,734 213,247Lithia Motors, Inc., Class A 485 141,945LMP Automotive Holdings, Inc. (A) 97 2,422Lowe’s Companies, Inc. 14,959 2,401,069Lumber Liquidators Holdings, Inc. (A) 701 21,549MarineMax, Inc. (A) 503 17,620Monro, Inc. 705 37,577Murphy USA, Inc. 595 77,868National Vision Holdings, Inc. (A) 1,673 75,770O’Reilly Automotive, Inc. (A) 1,457 659,394Party City Holdco, Inc. (A) 1,740 10,701Penske Automotive Group, Inc. 1,591 94,489Rent-A-Center, Inc. 1,196 45,795RH (A) 398 178,113Ross Stores, Inc. 6,987 858,073Sally Beauty Holdings, Inc. (A) 2,432 31,713Shoe Carnival, Inc. 302 11,832Signet Jewelers, Ltd. 1,125 30,679Sleep Number Corp. (A) 608 49,771Sonic Automotive, Inc., Class A 881 33,980Sportsman’s Warehouse Holdings, Inc. (A) 611 10,723The Aaron’s Company, Inc. (A) 707 13,405The Buckle, Inc. 978 28,558The Cato Corp., Class A 560 5,370The Children’s Place, Inc. (A) 330 16,533The Container Store Group, Inc. (A) 658 6,277The Gap, Inc. 7,796 157,401The Home Depot, Inc. 21,226 5,638,050The Michaels Companies, Inc. (A)(B) 2,772 36,064The ODP Corp. 1,563 45,796The TJX Companies, Inc. 23,577 1,610,073Tiffany & Company 2,401 315,611Tilly’s, Inc., Class A 701 5,720Tractor Supply Company 2,342 329,238TravelCenters of America, Inc. (A) 95 3,097Ulta Beauty, Inc. (A) 1,133 325,352Urban Outfitters, Inc. (A) 2,057 52,659Vroom, Inc. (A) 1,684 68,993Williams-Sonoma, Inc. 1,581 161,009Winmark Corp. 75 13,935Zumiez, Inc. (A) 551 20,266

17,818,208Textiles, apparel and luxury goods – 0.8%Carter’s, Inc. 807 75,914Columbia Sportswear Company 1,104 96,468




COMMON STOCKS (continued)Textiles, apparel and luxury goods (continued)Crocs, Inc. (A) 1,447 $ 90,669Culp, Inc. 350 5,555Deckers Outdoor Corp. (A) 528 151,420Fossil Group, Inc. (A) 1,160 10,057G-III Apparel Group, Ltd. (A) 1,025 24,334Hanesbrands, Inc. 6,891 100,471Kontoor Brands, Inc. 1,195 48,469Levi Strauss & Company, Class A 7,699 154,596Movado Group, Inc. (A) 510 8,476NIKE, Inc., Class B 30,614 4,330,963Oxford Industries, Inc. 352 23,060PVH Corp. 1,528 143,464Ralph Lauren Corp. 1,384 143,576Rocky Brands, Inc. 193 5,418Skechers USA, Inc., Class A (A) 3,142 112,923Steven Madden, Ltd. 1,594 56,300Superior Group of Companies, Inc. 407 9,459Tapestry, Inc. 5,678 176,472Under Armour, Inc., Class A (A) 9,445 162,171Unifi, Inc. (A) 438 7,770Vera Bradley, Inc. (A) 773 6,153VF Corp. 7,596 648,774Vince Holding Corp. (A) 138 878Wolverine World Wide, Inc. 1,702 53,188

6,646,998104,377,178

Consumer staples – 6.5%Beverages – 1.6%Brown-Forman Corp., Class B 9,414 747,754Celsius Holdings, Inc. (A) 1,510 75,968Coca-Cola Consolidated, Inc. 196 52,189Constellation Brands, Inc., Class A 3,743 819,904Crimson Wine Group, Ltd. (A) 725 3,879Eastside Distilling, Inc. (A) 137 175Keurig Dr. Pepper, Inc. 28,131 900,192MGP Ingredients, Inc. 345 16,236Molson Coors Beverage Company, Class B 4,021 181,709Monster Beverage Corp. (A) 10,527 973,537National Beverage Corp. (B) 995 84,476NewAge, Inc. (A) 1,610 4,234PepsiCo, Inc. 27,123 4,022,341Primo Water Corp. 546 8,561Reed’s, Inc. (A) 695 411The Boston Beer Company, Inc.,

Class A (A) 251 249,567The Coca-Cola Company 84,596 4,639,245

12,780,378Food and staples retailing – 1.7%Albertsons Companies, Inc., Class A (B) 2,412 42,403BJ’s Wholesale Club Holdings, Inc. (A) 2,868 106,919Casey’s General Stores, Inc. 729 130,214Costco Wholesale Corp. 8,682 3,271,204Grocery Outlet Holding Corp. (A) 1,883 73,908HF Foods Group, Inc. (A) 1,021 7,678Ingles Markets, Inc., Class A 443 18,898Natural Grocers by Vitamin Cottage, Inc. 601 8,258Performance Food Group Company (A) 2,332 111,027PriceSmart, Inc. 644 58,662Rite Aid Corp. (A) 1,197 18,949SpartanNash Company 869 15,129Sprouts Farmers Market, Inc. (A) 2,519 50,632Sysco Corp. 10,201 757,526The Andersons, Inc. 755 18,505The Chefs’ Warehouse, Inc. (A) 665 17,084


COMMON STOCKS (continued)Food and staples retailing (continued)The Kroger Company 15,947 $ 506,477United Natural Foods, Inc. (A) 1,210 19,324US Foods Holding Corp. (A) 4,564 152,027Village Super Market, Inc., Class A 374 8,250Walgreens Boots Alliance, Inc. 16,894 673,733Walmart, Inc. 55,852 8,051,066Weis Markets, Inc. 558 26,678

14,144,551Food products – 1.1%Alico, Inc. 195 6,049Archer-Daniels-Midland Company 10,698 539,286B&G Foods, Inc. (B) 1,345 37,297Beyond Meat, Inc. (A)(B) 1,287 160,875Bunge, Ltd. 2,950 193,461Calavo Growers, Inc. 372 25,828Cal-Maine Foods, Inc. (A) 948 35,588Campbell Soup Company 6,027 291,405Conagra Brands, Inc. 9,853 357,270Darling Ingredients, Inc. (A) 3,439 198,362Farmer Brothers Company (A) 458 2,139Flowers Foods, Inc. 4,259 96,381Fresh Del Monte Produce, Inc. 1,036 24,937Freshpet, Inc. (A) 763 108,338General Mills, Inc. 12,042 708,070Hormel Foods Corp. 10,419 485,630Hostess Brands, Inc. (A) 2,739 40,099Ingredion, Inc. 1,250 98,338J&J Snack Foods Corp. 393 61,060John B. Sanfilippo & Son, Inc. 247 19,478Kellogg Company 6,735 419,119Lamb Weston Holdings, Inc. 3,004 236,535Lancaster Colony Corp. 539 99,030Landec Corp. (A) 729 7,910Limoneira Company 402 6,693McCormick & Company, Inc. 5,312 507,827Mondelez International, Inc., Class A 27,886 1,630,494Pilgrim’s Pride Corp. (A) 4,994 97,932Post Holdings, Inc. (A) 1,454 146,869RiceBran Technologies (A) 840 512Sanderson Farms, Inc. 465 61,473Seaboard Corp. 21 63,651Seneca Foods Corp., Class A (A) 231 9,217The Hain Celestial Group, Inc. (A) 2,206 88,571The Hershey Company 4,054 617,546The J.M. Smucker Company 2,130 246,228The Kraft Heinz Company 24,401 845,739The Simply Good Foods Company (A) 1,921 60,243Tootsie Roll Industries, Inc. (B) 1,265 37,571TreeHouse Foods, Inc. (A) 1,183 50,266Tyson Foods, Inc., Class A 7,096 457,266

9,180,583Household products – 1.3%Central Garden & Pet Company,

Class A (A) 1,200 43,596Church & Dwight Company, Inc. 5,002 436,324Colgate-Palmolive Company 16,936 1,448,197Energizer Holdings, Inc. 1,450 61,161Kimberly-Clark Corp. 6,663 898,372Oil-Dri Corp. of America 183 6,237Reynolds Consumer Products, Inc. 1,546 46,442Spectrum Brands Holdings, Inc. 998 78,822The Clorox Company 2,530 510,858The Procter & Gamble Company 49,029 6,821,895




COMMON STOCKS (continued)Household products (continued)WD-40 Company 246 $ 65,357

10,417,261Personal products – 0.3%BellRing Brands, Inc., Class A (A) 593 14,416Coty, Inc., Class A 15,881 111,485Edgewell Personal Care Company 1,170 40,459elf Beauty, Inc. (A) 1,098 27,659Herbalife Nutrition, Ltd. (A) 2,962 142,324Inter Parfums, Inc. 645 39,016Lifevantage Corp. (A) 377 3,514Medifast, Inc. 247 48,496Nature’s Sunshine Products, Inc. (A) 585 8,746Nu Skin Enterprises, Inc., Class A 1,184 64,682Revlon, Inc., Class A (A)(B) 1,150 13,662The Estee Lauder Companies, Inc.,

Class A 7,174 1,909,647USANA Health Sciences, Inc. (A) 464 35,774Veru, Inc. (A)(B) 1,088 9,411Youngevity International, Inc. (A) 349 102

2,469,393Tobacco – 0.5%22nd Century Group, Inc. (A) 3,359 7,390Altria Group, Inc. 36,596 1,500,436Philip Morris International, Inc. 30,612 2,534,367Turning Point Brands, Inc. 443 19,740Universal Corp. 441 21,437Vector Group, Ltd. 3,163 36,849

4,120,21953,112,385

Energy – 2.4%Energy equipment and services – 0.2%Archrock, Inc. 3,041 26,335Aspen Aerogels, Inc. (A) 761 12,701Baker Hughes Company 20,943 436,662Bristow Group, Inc. (A) 201 5,290Cactus, Inc., Class A 1,614 42,077ChampionX Corp. (A) 1,683 25,750Covia Holdings Corp. (A) 3,030 18CSI Compressco LP 223 236DMC Global, Inc. 314 13,581Dril-Quip, Inc. (A) 785 23,252Exterran Corp. (A) 904 3,996Forum Energy Technologies, Inc. (A) 85 1,012FTS International, Inc., Class A (A) 20 384Geospace Technologies Corp. (A) 366 3,133Halliburton Company 18,088 341,863Helix Energy Solutions Group, Inc. (A) 3,143 13,201Helmerich & Payne, Inc. 2,298 53,222ION Geophysical Corp. (A) 211 513KLX Energy Services Holdings, Inc. (A) 61 394Liberty Oilfield Services, Inc., Class A 2,453 25,290Mammoth Energy Services, Inc. (A) 623 2,772Matrix Service Company (A) 663 7,306Nabors Industries, Ltd. 193 11,238National Energy Services Reunited

Corp. (A) 1,682 16,702National Oilwell Varco, Inc. 8,165 112,105NCS Multistage Holdings, Inc. (A) 18 405Newpark Resources, Inc. (A) 2,201 4,226NexTier Oilfield Solutions, Inc. (A) 4,501 15,483Nine Energy Service, Inc. (A) 818 2,225Oceaneering International, Inc. (A) 2,236 17,776Oil States International, Inc. (A) 1,360 6,827Patterson-UTI Energy, Inc. 4,413 23,212


COMMON STOCKS (continued)Energy equipment and services (continued)ProPetro Holding Corp. (A) 1,939 $ 14,329Ranger Energy Services, Inc. (A) 120 437RigNet, Inc. (A) 213 1,255RPC, Inc. (A) 4,420 13,923Schlumberger NV 28,847 629,730SEACOR Marine Holdings, Inc. (A) 576 1,561Select Energy Services, Inc., Class A (A) 2,472 10,135Smart Sand, Inc. (A) 637 1,096Solaris Oilfield Infrastructure, Inc., Class A 1,111 9,044Superior Energy Services, Inc. (A) 421 19TETRA Technologies, Inc. (A) 3,291 2,835Tidewater, Inc. (A) 820 7,085USA Compression Partners LP 2,120 28,832

1,969,468Oil, gas and consumable fuels – 2.2%Adams Resources & Energy, Inc. 159 3,832Aemetis, Inc. (A) 73 182Alliance Resource Partners LP 2,793 12,513Amplify Energy Corp. 691 905Antero Midstream Corp. 10,691 82,428Antero Resources Corp. (A) 6,209 33,839Apache Corp. 7,916 112,328Arch Resources, Inc. 237 10,373Black Stone Minerals LP 4,760 31,797Blueknight Energy Partners LP 187 370Bonanza Creek Energy, Inc. (A) 138 2,668BP Midstream Partners LP 1,216 12,890Brigham Minerals, Inc., Class A 1,168 12,836Cabot Oil & Gas Corp. 7,811 127,163Callon Petroleum Company (A)(B) 748 9,844Calumet Specialty Products

Partners LP (A) 1,998 6,254Centennial Resource Development, Inc.,

Class A (A) 5,329 7,994Centrus Energy Corp., Class A (A) 81 1,874Cheniere Energy, Inc. (A) 5,111 306,813Chevron Corp. 37,613 3,176,418Cimarex Energy Company 2,170 81,397Clean Energy Fuels Corp. (A) 4,677 36,761CNX Resources Corp. (A) 4,966 53,633Comstock Resources, Inc. (A) 3,787 16,549Concho Resources, Inc. 4,205 245,362ConocoPhillips 21,239 849,348CONSOL Energy, Inc. (A) 813 5,861Contango Oil & Gas Company (A) 2,538 5,812Continental Resources, Inc. 7,747 126,276Crestwood Equity Partners LP 1,581 30,007CrossAmerica Partners LP 693 11,899DCP Midstream LP 3,986 73,821Delek Logistics Partners LP 486 15,552Delek US Holdings, Inc. 1,558 25,037Devon Energy Corp. 8,114 128,282Diamond S Shipping, Inc. (A) 946 6,300Diamondback Energy, Inc. 3,361 162,672Dorchester Minerals LP 821 8,957Dorian LPG, Ltd. (A) 943 11,495Enable Midstream Partners LP 9,301 48,923Energy Transfer LP 53,776 332,336EnLink Midstream LLC (A) 10,548 39,133Enterprise Products Partners LP 42,338 829,401Enviva Partners LP 728 33,066EOG Resources, Inc. 11,704 583,678EQT Corp. 5,432 69,041Equitrans Midstream Corp. (B) 9,307 74,828Evolution Petroleum Corp. 1,062 3,027




COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)Extraction Oil & Gas, Inc. (A) 2,891 $ 82Exxon Mobil Corp. 83,047 3,423,197Genesis Energy LP 2,697 16,748Global Partners LP 828 13,761Green Plains Partners LP 503 3,999Green Plains, Inc. (A) 849 11,181Gulfport Energy Corp. (A) 2,308 96Hallador Energy Company 615 904Harvest Natural Resources, Inc. (A)(C) 270 0Hess Corp. 6,386 337,117Hess Midstream LP, Class A 701 13,719HighPoint Resources Corp. (A)(B) 79 724Holly Energy Partners LP 2,024 28,741HollyFrontier Corp. 3,388 87,580Kimbell Royalty Partners LP 1,094 8,654Kinder Morgan, Inc. 44,420 607,221Laredo Petroleum, Inc. (A) 213 4,196LinnCo LLC (A)(C) 2,890 125Magellan Midstream Partners LP 4,097 173,877Magnolia Oil & Gas Corp., Class A (A) 5,625 39,713Marathon Oil Corp. 16,893 112,676Marathon Petroleum Corp. 13,376 553,231Martin Midstream Partners LP 1,127 1,612Matador Resources Company (A) 2,421 29,197MPLX LP 21,676 469,285Murphy Oil Corp. 2,339 28,302NACCO Industries, Inc., Class A 187 4,918Natural Resource Partners LP 290 3,988New Fortress Energy, Inc. 3,618 193,889Noble Midstream Partners LP 1,668 17,381Northern Oil and Gas, Inc. (A) 765 6,701NuStar Energy LP 2,314 33,345Oasis Midstream Partners LP 640 7,507Occidental Petroleum Corp. 18,678 323,316ONEOK, Inc. 8,642 331,680Overseas Shipholding Group, Inc.,

Class A (A) 1,005 2,151Ovintiv, Inc. 2,983 42,836Pacific Ethanol, Inc. (A) 670 3,638Parsley Energy, Inc., Class A 7,905 112,251PBF Energy, Inc., Class A 2,549 18,098PBF Logistics LP 1,384 12,664PDC Energy, Inc. (A) 2,080 42,702Peabody Energy Corp. (A) 2,003 4,827Penn Virginia Corp. (A) 209 2,121Phillips 66 8,716 609,597Phillips 66 Partners LP 4,581 120,984PHX Minerals, Inc. 460 1,058Pioneer Natural Resources Company 3,269 372,306Plains All American Pipeline LP 15,228 125,479Plains GP Holdings LP, Class A (A) 3,615 30,547QEP Resources, Inc. 4,939 11,804Range Resources Corp. (A) 5,163 34,592Rattler Midstream LP 2,920 27,682Renewable Energy Group, Inc. (A) 765 54,177REX American Resources Corp. (A) 157 11,535SandRidge Energy, Inc. (A) 76 236SFL Corp., Ltd. 2,278 14,306Shell Midstream Partners LP 4,939 49,785SM Energy Company 2,203 13,482Southwestern Energy Company (A) 11,510 34,300Sprague Resources LP 617 11,692Summit Midstream Partners LP 121 1,511Sunoco LP 2,114 60,841Talos Energy, Inc. (A) 1,089 8,973


COMMON STOCKS (continued)Oil, gas and consumable fuels (continued)Targa Resources Corp. 4,895 $ 129,130TC PipeLines LP 1,321 38,903Teekay Corp. (A)(B) 2,383 5,123Tellurian, Inc. (A)(B) 5,218 6,679The Williams Companies, Inc. 24,287 486,954Torchlight Energy Resources, Inc. (A) 1,067 747Uranium Energy Corp. (A) 5,616 9,884USD Partners LP 760 2,592VAALCO Energy, Inc. (A) 451 798Valero Energy Corp. 8,112 458,896Viper Energy Partners LP 3,095 35,964W&T Offshore, Inc. (A)(B) 3,249 7,050Western Midstream Partners LP 9,432 130,350Westwater Resources, Inc. (A) 290 1,430World Fuel Services Corp. 1,250 38,950WPX Energy, Inc. (A) 8,802 71,736

18,011,79919,981,267

Financials – 10.7%Banks – 3.8%1st Source Corp. 559 22,528Allegiance Bancshares, Inc. 511 17,440Altabancorp 486 13,569Amerant Bancorp, Inc. (A) 977 14,850American National Bankshares, Inc. 218 5,714Ameris Bancorp 1,477 56,229Ames National Corp. 260 6,245Arrow Financial Corp. 430 12,861Associated Banc-Corp. 3,340 56,947Atlantic Union Bankshares Corp. 1,721 56,690Banc of California, Inc. 1,198 17,623BancFirst Corp. 701 41,149BancorpSouth Bank 2,204 60,478Bank of America Corp. 170,868 5,179,009Bank of Hawaii Corp. 693 53,098Bank of Marin Bancorp 328 11,264Bank OZK 2,740 85,680BankFinancial Corp. 481 4,223BankUnited, Inc. 1,987 69,108Bankwell Financial Group, Inc. 211 4,125Banner Corp. 760 35,408Bar Harbor Bankshares 435 9,827BayCom Corp. (A) 336 5,097BCB Bancorp, Inc. 577 6,387Berkshire Hills Bancorp, Inc. 1,082 18,524BOK Financial Corp. 1,468 100,529Boston Private Financial Holdings, Inc. 1,849 15,624Bridge Bancorp, Inc. 524 12,670Brookline Bancorp, Inc. 1,813 21,829Bryn Mawr Bank Corp. 470 14,380Business First Bancshares, Inc. 293 5,965Byline Bancorp, Inc. 825 12,746C&F Financial Corp. 106 3,934Cadence BanCorp 2,753 45,204Cambridge Bancorp 93 6,487Camden National Corp. 400 14,312Capital City Bank Group, Inc. 465 11,430Capstar Financial Holdings, Inc. 374 5,517Cathay General Bancorp 1,283 41,300CBTX, Inc. 597 15,229Central Pacific Financial Corp. 579 11,007Central Valley Community Bancorp 357 5,316Century Bancorp, Inc., Class A 144 11,140Chemung Financial Corp. 161 5,466CIT Group, Inc. 1,914 68,713




COMMON STOCKS (continued)Banks (continued)Citigroup, Inc. 40,920 $ 2,523,127Citizens & Northern Corp. 324 6,428Citizens Financial Group, Inc. 8,612 307,965City Holding Company 404 28,098Civista Bancshares, Inc. 342 5,995CNB Financial Corp. 426 9,070Codorus Valley Bancorp, Inc. 267 4,528Columbia Banking System, Inc. 1,531 54,963Comerica, Inc. 2,948 164,675Commerce Bancshares, Inc. 2,103 138,167Community Bank System, Inc. 1,081 67,357Community Trust Bancorp, Inc. 310 11,486ConnectOne Bancorp, Inc. 882 17,455County Bancorp, Inc. 219 4,836CrossFirst Bankshares, Inc. (A) 287 3,085Cullen/Frost Bankers, Inc. 1,225 106,857Customers Bancorp, Inc. (A) 739 13,435CVB Financial Corp. 2,734 53,313Dime Community Bancshares, Inc. 619 9,762Eagle Bancorp, Inc. 547 22,591East West Bancorp, Inc. 2,760 139,960Enterprise Bancorp, Inc. 327 8,355Enterprise Financial Services Corp. 619 21,634Equity Bancshares, Inc., Class A (A) 331 7,146Esquire Financial Holdings, Inc. (A) 291 5,584Farmers & Merchants Bancorp, Inc. 233 5,359FB Financial Corp. 964 33,480Fidelity D&D Bancorp, Inc. 112 7,208Fifth Third Bancorp 14,243 392,680Financial Institutions, Inc. 417 9,383First Bancorp (North Carolina) 687 23,241First Bancorp (Puerto Rico) 3,172 29,246First Busey Corp. 1,265 27,261First Choice Bancorp 327 6,046First Citizens BancShares, Inc., Class A 154 88,438First Commonwealth Financial Corp. 2,106 23,040First Community Bankshares, Inc. 247 5,330First Financial Bancorp 2,135 37,427First Financial Bankshares, Inc. 2,882 104,256First Financial Corp. 338 13,131First Financial Northwest, Inc. 388 4,423First Hawaiian, Inc. 2,646 62,393First Horizon Corp. 11,597 147,978First Internet Bancorp 224 6,438First Interstate BancSystem, Inc., Class A 1,351 55,080First Merchants Corp. 1,156 43,246First Midwest Bancorp, Inc. 2,364 37,635First Republic Bank 3,294 483,987Flushing Financial Corp. 465 7,738FNB Corp. 6,123 58,169Fulton Financial Corp. 3,475 44,202FVCBankcorp, Inc. (A) 432 6,350German American Bancorp, Inc. 635 21,012Glacier Bancorp, Inc. 1,839 84,612Great Southern Bancorp, Inc. 369 18,044Great Western Bancorp, Inc. 1,212 25,331Guaranty Bancshares, Inc. 253 7,577Hancock Whitney Corp. 1,856 63,141Hanmi Financial Corp. 645 7,314HarborOne Bancorp, Inc. 1,624 17,637Heartland Financial USA, Inc. 771 31,125Heritage Commerce Corp. 1,034 9,172Heritage Financial Corp. 813 19,016Hilltop Holdings, Inc. 1,830 50,343Home BancShares, Inc. 3,528 68,725


COMMON STOCKS (continued)Banks (continued)Hope Bancorp, Inc. 2,740 $ 29,893Horizon Bancorp, Inc. 951 15,083Huntington Bancshares, Inc. 21,098 266,468Independent Bank Corp. (Massachusetts) 730 53,319Independent Bank Corp. (Michigan) 561 10,362Independent Bank Group, Inc. 910 56,893International Bancshares Corp. 1,166 43,655Investar Holding Corp. 319 5,276Investors Bancorp, Inc. 5,218 55,102JPMorgan Chase & Co. 59,843 7,604,250KeyCorp 19,485 319,749Lakeland Bancorp, Inc. 1,308 16,612Lakeland Financial Corp. 529 28,344Live Oak Bancshares, Inc. 1,032 48,979M&T Bank Corp. 2,375 302,338Macatawa Bank Corp. 926 7,751Mercantile Bank Corp. 434 11,792Metropolitan Bank Holding Corp. (A) 184 6,674Midland States Bancorp, Inc. 539 9,632MidWestOne Financial Group, Inc. 336 8,232MVB Financial Corp. 370 8,392National Bank Holdings Corp., Class A 721 23,620National Bankshares, Inc. 188 5,886NBT Bancorp, Inc. 647 20,769Northrim BanCorp, Inc. 222 7,537Norwood Financial Corp. 211 5,522OceanFirst Financial Corp. 1,155 21,518OFG Bancorp 1,197 22,192Old National Bancorp 3,074 50,905Old Point Financial Corp. 183 3,470Old Second Bancorp, Inc. 816 8,242Origin Bancorp, Inc. 516 14,329Pacific Mercantile Bancorp (A) 820 4,215Pacific Premier Bancorp, Inc. 1,278 40,040PacWest Bancorp 2,507 63,678Park National Corp. 210 22,052Peapack-Gladstone Financial Corp. 485 11,039Penns Woods Bancorp, Inc. 222 5,774Peoples Bancorp of North Carolina, Inc. 237 5,456Peoples Bancorp, Inc. 508 13,762People’s United Financial, Inc. 7,377 95,385Pinnacle Financial Partners, Inc. 1,458 93,895Popular, Inc. 783 44,099Preferred Bank 341 17,210Premier Financial Bancorp, Inc. 466 6,193Prosperity Bancshares, Inc. 1,534 106,398QCR Holdings, Inc. 353 13,975RBB Bancorp 407 6,260Red River Bancshares, Inc. 155 7,680Regions Financial Corp. 19,647 316,710Renasant Corp. 1,124 37,856Republic Bancorp, Inc., Class A 425 15,330Republic First Bancorp, Inc. (A) 1,584 4,514S&T Bancorp, Inc. 768 19,077Sandy Spring Bancorp, Inc. 750 24,143Seacoast Banking Corp. of Florida (A) 1,186 34,928ServisFirst Bancshares, Inc. 1,156 46,575Shore Bancshares, Inc. 488 7,125Sierra Bancorp 373 8,922Signature Bank 1,007 136,237Simmons First National Corp., Class A 1,970 42,532South Plains Financial, Inc. 426 8,073South State Corp. 1,520 109,896Southern First Bancshares, Inc. (A) 207 7,317




COMMON STOCKS (continued)Banks (continued)Southern National Bancorp of

Virginia, Inc. 655 $ 7,932Southside Bancshares, Inc. 820 25,445Spirit of Texas Bancshares, Inc. 334 5,611Sterling Bancorp 4,249 76,397Stock Yards Bancorp, Inc. 419 16,961Summit Financial Group, Inc. 334 7,375SVB Financial Group (A) 1,031 399,853Synovus Financial Corp. 3,073 99,473TCF Financial Corp. 3,225 119,390Texas Capital Bancshares, Inc. (A) 1,066 63,427The Bancorp, Inc. (A) 1,397 19,069The Bank of Princeton 248 5,806The First Bancorp, Inc. 302 7,671The First of Long Island Corp. 648 11,567The PNC Financial Services Group, Inc. 8,079 1,203,771Tompkins Financial Corp. 330 23,298Towne Bank 1,674 39,306TriCo Bancshares 636 22,438TriState Capital Holdings, Inc. (A) 738 12,841Triumph Bancorp, Inc. (A) 556 26,994Truist Financial Corp. 26,790 1,284,045Trustmark Corp. 1,219 33,291U.S. Bancorp 29,422 1,370,771UMB Financial Corp. 963 66,437Umpqua Holdings Corp. 4,684 70,916United Bankshares, Inc. 2,146 69,530United Community Banks, Inc. 1,695 48,206Unity Bancorp, Inc. 355 6,230Univest Financial Corp. 733 15,085Valley National Bancorp 8,535 83,216Veritex Holdings, Inc. 1,194 30,638Washington Trust Bancorp, Inc. 335 15,008Webster Financial Corp. 1,950 82,193Wells Fargo & Company 80,948 2,443,011WesBanco, Inc. 1,220 36,551West Bancorporation, Inc. 463 8,936Westamerica Bancorporation 387 21,397Western Alliance Bancorp 2,053 123,077Wintrust Financial Corp. 1,205 73,613Zions Bancorp NA 3,301 143,395

30,904,260Capital markets – 2.9%Affiliated Managers Group, Inc. 867 88,174AllianceBernstein Holding LP 2,024 68,350Ameriprise Financial, Inc. 2,356 457,841Apollo Investment Corp. 1,528 16,235Ares Capital Corp. 9,043 152,736Ares Management Corp., Class A 2,404 113,108Artisan Partners Asset Management, Inc.,

Class A 1,655 83,313Assetmark Financial Holdings, Inc. (A) 1,278 30,928Associated Capital Group, Inc., Class A 454 15,944Bain Capital Specialty Finance, Inc. 1,190 14,435Barings BDC, Inc. 1,927 17,727BGC Partners, Inc., Class A 7,348 29,392BlackRock Capital Investment Corp. 2,068 5,563BlackRock TCP Capital Corp. 1,134 12,746BlackRock, Inc. 2,989 2,156,683Blucora, Inc. (A) 1,076 17,119Capital Southwest Corp. 445 7,899Cboe Global Markets, Inc. 2,224 207,099CME Group, Inc. 6,985 1,271,619Cohen & Steers, Inc. 999 74,226Cowen, Inc., Class A 420 10,916


COMMON STOCKS (continued)Capital markets (continued)Crescent Capital BDC, Inc. 132 $ 1,923Diamond Hill Investment Group, Inc. 83 12,389Donnelley Financial Solutions, Inc. (A) 800 13,576Eaton Vance Corp. 2,369 160,926Ellington Financial, Inc. 880 13,059Evercore, Inc., Class A 822 90,124FactSet Research Systems, Inc. 766 254,695Federated Hermes, Inc. 2,126 61,420Fidus Investment Corp. 605 7,926First Eagle Alternative Capital BDC, Inc. 925 3,376Focus Financial Partners, Inc., Class A (A) 1,482 64,467Franklin Resources, Inc. 9,694 242,253FS KKR Capital Corp. 2,679 44,364GAMCO Investors, Inc., Class A 443 7,859Gladstone Capital Corp. 801 7,097Gladstone Investment Corp. 797 8,042Goldman Sachs BDC, Inc. 967 18,489Golub Capital BDC, Inc. 1,363 19,273Greenhill & Company, Inc. 314 3,812Hamilton Lane, Inc., Class A 1,102 86,011Hercules Capital, Inc. 2,271 32,748Houlihan Lokey, Inc. 1,374 92,374Interactive Brokers Group, Inc., Class A 1,612 98,203Intercontinental Exchange, Inc. 10,699 1,233,488Invesco, Ltd. 9,289 161,907Lazard, Ltd., Class A 2,202 93,145LPL Financial Holdings, Inc. 1,689 176,028Main Street Capital Corp. 1,316 42,454MarketAxess Holdings, Inc. 784 447,319Moelis & Company, Class A 1,274 59,572Monroe Capital Corp. 561 4,505Moody’s Corp. 3,745 1,086,949Morgan Stanley 35,678 2,445,013Morningstar, Inc. 870 201,466MSCI, Inc. 1,698 758,208Nasdaq, Inc. 3,271 434,193New Mountain Finance Corp. 2,060 23,402Newtek Business Services Corp. 477 9,392Northern Trust Corp. 3,947 367,624Oaktree Specialty Lending Corp. 2,519 14,031OFS Capital Corp. 430 3,075Oppenheimer Holdings, Inc., Class A 169 5,312Oxford Square Capital Corp. 1,411 4,304P10 Holdings, Inc. (A) 951 6,277PennantPark Floating Rate Capital, Ltd. 874 9,203PennantPark Investment Corp. 1,841 8,487Piper Sandler Companies 319 32,187Portman Ridge Finance Corp. 3,400 6,494Prospect Capital Corp. (B) 8,135 44,010Pzena Investment Management, Inc.,

Class A 1,693 12,359Raymond James Financial, Inc. 2,745 262,614S&P Global, Inc. 4,815 1,582,835Safeguard Scientifics, Inc. (A) 605 3,860Sculptor Capital Management, Inc. 1,110 16,872SEI Investments Company 3,045 174,996Siebert Financial Corp. (A) 573 2,407Sixth Street Specialty Lending, Inc. 1,483 30,772Solar Capital, Ltd. 825 14,446Solar Senior Capital, Ltd. 444 6,420State Street Corp. 6,976 507,713Stellus Capital Investment Corp. 500 5,440Stifel Financial Corp. 2,154 108,691StoneX Group, Inc. (A) 429 24,839T. Rowe Price Group, Inc. 4,515 683,526




COMMON STOCKS (continued)Capital markets (continued)TCG BDC, Inc. 1,406 $ 14,426The Bank of New York Mellon Corp. 17,138 727,337The Blackstone Group, Inc., Class A 13,508 875,453The Carlyle Group, Inc. 6,916 217,439The Charles Schwab Corp. 37,267 1,976,642The Goldman Sachs Group, Inc. 6,743 1,778,197Tradeweb Markets, Inc., Class A 4,656 290,767TriplePoint Venture Growth BDC Corp. 568 7,407Victory Capital Holdings, Inc., Class A 1,470 36,471Virtu Financial, Inc., Class A 4,012 100,982Virtus Investment Partners, Inc. 128 27,776Waddell & Reed Financial, Inc., Class A 1,572 40,039Westwood Holdings Group, Inc. 238 3,451WhiteHorse Finance, Inc. 557 7,581WisdomTree Investments, Inc. 3,569 19,094

23,435,356Consumer finance – 0.6%Ally Financial, Inc. 7,849 279,895American Express Company 15,907 1,923,315Atlanticus Holdings Corp. (A) 140 3,448Capital One Financial Corp. 9,082 897,756Credit Acceptance Corp. (A)(B) 386 133,610Curo Group Holdings Corp. 965 13,828Discover Financial Services 6,257 566,446Elevate Credit, Inc. (A) 1,191 4,752Encore Capital Group, Inc. (A) 680 26,486Enova International, Inc. (A) 921 22,813EZCORP, Inc., Class A (A) 1,448 6,936FirstCash, Inc. 887 62,125Green Dot Corp., Class A (A) 1,090 60,822LendingTree, Inc. (A) 274 75,018Medallion Financial Corp. (A) 169 828Navient Corp. 3,015 29,607Nelnet, Inc., Class A 677 48,229OneMain Holdings, Inc. 2,859 137,689Oportun Financial Corp. (A) 399 7,729PRA Group, Inc. (A) 990 39,263PROG Holdings, Inc. (A) 1,414 76,172Regional Management Corp. 265 7,913Santander Consumer USA Holdings, Inc. 6,661 146,675SLM Corp. 7,041 87,238Synchrony Financial 11,778 408,814World Acceptance Corp. (A) 179 18,297

5,085,704Diversified financial services – 1.4%Berkshire Hathaway, Inc., Class B (A) 46,882 10,870,529Equitable Holdings, Inc. 8,723 223,222GWG Holdings, Inc. (A) 813 5,683Jefferies Financial Group, Inc. 5,665 139,359Marlin Business Services Corp. 322 3,941NewStar Financial, Inc. (A)(C) 1,204 122Voya Financial, Inc. 2,500 147,025

11,389,881Insurance – 1.6%Aflac, Inc. 13,741 611,062Alleghany Corp. 279 168,430American Equity Investment Life

Holding Company 1,862 51,503American Financial Group, Inc. 1,743 152,722American International Group, Inc. 17,408 659,067American National Group, Inc. 253 24,318AMERISAFE, Inc. 412 23,661Arch Capital Group, Ltd. (A) 8,241 297,253Argo Group International Holdings, Ltd. 742 32,425


COMMON STOCKS (continued)Insurance (continued)Arthur J. Gallagher & Company 3,805 $ 470,717Assurant, Inc. 1,215 165,507Assured Guaranty, Ltd. 1,401 44,117Axis Capital Holdings, Ltd. 1,773 89,341Brighthouse Financial, Inc. (A) 1,634 59,159Brown & Brown, Inc. 5,826 276,211BRP Group, Inc., Class A (A) 1,080 32,368Cincinnati Financial Corp. 3,266 285,350Citizens, Inc. (A)(B) 1,370 7,850CNA Financial Corp. 5,170 201,423CNO Financial Group, Inc. 3,245 72,136Crawford & Company, Class B 1,283 9,238Donegal Group, Inc., Class A 786 11,059eHealth, Inc. (A) 490 34,599Employers Holdings, Inc. 692 22,275Enstar Group, Ltd. (A) 350 71,712Erie Indemnity Company, Class A 901 221,286Everest Re Group, Ltd. 735 172,056FBL Financial Group, Inc., Class A 549 28,828FedNat Holding Company 438 2,593Fidelity National Financial, Inc. 5,699 222,774First American Financial Corp. 2,271 117,252Genworth Financial, Inc., Class A (A) 10,791 40,790Globe Life, Inc. 2,028 192,579GoHealth, Inc., Class A (A)(B) 3,818 52,154Goosehead Insurance, Inc., Class A 767 95,691HCI Group, Inc. 204 10,669Heritage Insurance Holdings, Inc. 734 7,435Horace Mann Educators Corp. 900 37,836Independence Holding Company 356 14,596Investors Title Company 50 7,650Kemper Corp. 1,387 106,563Kinsale Capital Group, Inc. 473 94,661Lemonade, Inc. (A)(B) 312 38,220Lincoln National Corp. 3,967 199,580Loews Corp. 5,438 244,819Markel Corp. (A) 276 285,191Marsh & McLennan Companies, Inc. 9,957 1,164,969MBIA, Inc. (A) 1,977 13,009Mercury General Corp. 1,183 61,764MetLife, Inc. 17,659 829,090National General Holdings Corp. 2,406 82,237National Western Life Group, Inc., Class A 35 7,225NI Holdings, Inc. (A) 641 10,525Old Republic International Corp. 6,092 120,073Palomar Holdings, Inc. (A) 514 45,664Primerica, Inc. 853 114,242Principal Financial Group, Inc. 5,381 266,951ProAssurance Corp. 1,182 21,028ProSight Global, Inc. (A) 575 7,377Protective Insurance Corp., Class B 474 6,499Prudential Financial, Inc. 7,746 604,730Reinsurance Group of America, Inc. 1,269 147,077RenaissanceRe Holdings, Ltd. 894 148,243RLI Corp. 951 99,047Safety Insurance Group, Inc. 334 26,019Selective Insurance Group, Inc. 1,251 83,792State Auto Financial Corp. 951 16,871Stewart Information Services Corp. 487 23,551The Allstate Corp. 5,886 647,048The Hanover Insurance Group, Inc. 727 85,001The Hartford Financial Services

Group, Inc. 6,834 334,729The Progressive Corp. 11,671 1,154,028The Travelers Companies, Inc. 4,825 677,285




COMMON STOCKS (continued)Insurance (continued)Trupanion, Inc. (A) 764 $ 91,458United Fire Group, Inc. 546 13,705United Insurance Holdings Corp. 1,080 6,178Universal Insurance Holdings, Inc. 656 9,912Unum Group 3,789 86,920W.R. Berkley Corp. 3,621 240,507White Mountains Insurance Group, Ltd. 49 49,032

13,362,512Mortgage real estate investment trusts – 0.2%AG Mortgage Investment Trust, Inc. 700 2,065AGNC Investment Corp. 11,322 176,623Annaly Capital Management, Inc. 30,032 253,770Anworth Mortgage Asset Corp. 2,512 6,808Apollo Commercial Real Estate

Finance, Inc. 3,205 35,800Arbor Realty Trust, Inc. 2,208 31,309Ares Commercial Real Estate Corp. 789 9,397Arlington Asset Investment Corp.,

Class A (A) 651 2,461ARMOUR Residential REIT, Inc. 1,413 15,246Blackstone Mortgage Trust, Inc., Class A 2,768 76,203Broadmark Realty Capital, Inc. 2,185 22,287Capstead Mortgage Corp. 1,743 10,127Cherry Hill Mortgage Investment Corp. 423 3,866Chimera Investment Corp. 3,772 38,663Colony Credit Real Estate, Inc. 2,808 21,060Dynex Capital, Inc. 611 10,876Ellington Residential Mortgage REIT 471 6,142Exantas Capital Corp. (A) 859 3,427Granite Point Mortgage Trust, Inc. 1,105 11,039Great Ajax Corp. 553 5,784Hannon Armstrong Sustainable

Infrastructure Capital, Inc. 1,402 88,929Invesco Mortgage Capital, Inc. 3,300 11,154KKR Real Estate Finance Trust, Inc. 1,084 19,425Ladder Capital Corp. 2,535 24,792MFA Financial, Inc. 9,342 36,340New Residential Investment Corp. 8,506 84,550New York Mortgage Trust, Inc. 5,225 19,280Orchid Island Capital, Inc. 1,157 6,040PennyMac Mortgage Investment Trust 1,761 30,976Ready Capital Corp. 1,006 12,525Redwood Trust, Inc. 2,127 18,675Starwood Property Trust, Inc. 5,131 99,028TPG RE Finance Trust, Inc. 1,656 17,587Two Harbors Investment Corp. 5,815 37,042Western Asset Mortgage Capital Corp. 1,158 3,775

1,253,071Thrifts and mortgage finance – 0.2%Axos Financial, Inc. (A) 1,283 48,151Bridgewater Bancshares, Inc. (A) 655 8,181Capitol Federal Financial, Inc. 1,954 24,425Columbia Financial, Inc. (A) 2,570 39,989Federal Agricultural Mortgage Corp.,

Class C 191 14,182Federal Home Loan Mortgage

Corp. (A)(B) 13,796 32,145Federal National Mortgage Association (A) 24,360 58,220Flagstar Bancorp, Inc. 1,023 41,697Home Bancorp, Inc. 185 5,178HomeStreet, Inc. 637 21,499Kearny Financial Corp. 2,110 22,282Luther Burbank Corp. 1,316 12,897Merchants Bancorp 686 18,954Meridian Bancorp, Inc. 1,296 19,323


COMMON STOCKS (continued)Thrifts and mortgage finance (continued)Meta Financial Group, Inc. 825 $ 30,162MGIC Investment Corp. 7,092 89,005New York Community Bancorp, Inc. 8,579 90,508NMI Holdings, Inc., Class A (A) 1,463 33,137Northfield Bancorp, Inc. 1,247 15,376Northwest Bancshares, Inc. 2,105 26,818Ocwen Financial Corp. (A) 244 7,054PCSB Financial Corp. 498 7,938PDL Community Bancorp (A) 510 5,360PennyMac Financial Services, Inc. 1,489 97,708Pioneer Bancorp, Inc. (A) 233 2,463Premier Financial Corp. 1,016 23,368Provident Bancorp, Inc. 677 8,124Provident Financial Services, Inc. 1,019 18,301Radian Group, Inc. 3,761 76,160Riverview Bancorp, Inc. 881 4,634Rocket Companies, Inc., Class A (A)(B) 37,571 759,686Southern Missouri Bancorp, Inc. 216 6,575Sterling Bancorp, Inc. 1,248 5,666Territorial Bancorp, Inc. 238 5,719TFS Financial Corp. 3,937 69,409Timberland Bancorp, Inc. 255 6,186TrustCo Bank Corp. 2,562 17,089Walker & Dunlop, Inc. 652 59,997Washington Federal, Inc. 1,268 32,638Western New England Bancorp, Inc. 789 5,436WSFS Financial Corp. 837 37,565

1,909,20587,339,989

Health care – 13.1%Biotechnology – 2.7%89bio, Inc. (A) 263 6,409AbbVie, Inc. 35,210 3,772,752Abeona Therapeutics, Inc. (A) 2,334 3,664ACADIA Pharmaceuticals, Inc. (A) 3,237 173,050Acceleron Pharma, Inc. (A) 1,123 143,677Achillion Pharmaceuticals, Inc. (A)(C) 3,410 5,099Acorda Therapeutics, Inc. (A) 685 473Aduro Biotech, Inc. (A)(C) 312 936Advaxis, Inc. (A) 983 343Adverum Biotechnologies, Inc. (A) 1,608 17,431Aeglea BioTherapeutics, Inc. (A) 797 6,272Agenus, Inc. (A) 2,997 9,530AgeX Therapeutics, Inc. (A) 474 720Agios Pharmaceuticals, Inc. (A) 1,366 59,189Aileron Therapeutics, Inc. (A) 2,550 2,652Akebia Therapeutics, Inc. (A) 3,771 10,559Akero Therapeutics, Inc. (A) 639 16,486Albireo Pharma, Inc. (A) 301 11,291Alder Biopharmaceuticals, Inc. (A)(C) 1,872 2,824Aldeyra Therapeutics, Inc. (A) 753 5,166Alector, Inc. (A) 1,631 24,677Alexion Pharmaceuticals, Inc. (A) 4,552 711,204Alkermes PLC (A) 3,356 66,952Allakos, Inc. (A) 1,022 143,080Allena Pharmaceuticals, Inc. (A) 904 1,157Allogene Therapeutics, Inc. (A) 2,589 65,346Allovir, Inc. (A) 631 24,256Alnylam Pharmaceuticals, Inc. (A) 2,335 303,480Alpine Immune Sciences, Inc. (A) 291 3,667Altimmune, Inc. (A) 494 5,572ALX Oncology Holdings, Inc. (A) 287 24,739Ambit Biosciences Corp. (A)(C) 515 309Amgen, Inc. 11,809 2,715,125Amicus Therapeutics, Inc. (A) 5,441 125,633




COMMON STOCKS (continued)Biotechnology (continued)AnaptysBio, Inc. (A) 644 $ 13,846Anika Therapeutics, Inc. (A) 318 14,393Anixa Biosciences, Inc. (A) 182 559Annexon, Inc. (A) 176 4,405Annovis Bio, Inc. (A) 148 1,116Apellis Pharmaceuticals, Inc. (A) 1,496 85,571Applied Genetic Technologies Corp. (A) 455 1,861Applied Molecular Transport, Inc. (A) 300 9,231Applied Therapeutics, Inc. (A) 468 10,301Aprea Therapeutics, Inc. (A) 410 2,017Aptinyx, Inc. (A) 716 2,477AquaBounty Technologies, Inc. (A) 312 2,733Aravive, Inc. (A) 363 2,047ARCA biopharma, Inc. (A) 372 1,492Arcus Biosciences, Inc. (A) 987 25,623Arcutis Biotherapeutics, Inc. (A) 38 1,069Ardelyx, Inc. (A) 1,613 10,436Arena Pharmaceuticals, Inc. (A) 1,074 82,515Aridis Pharmaceuticals, Inc. (A) 122 741Arrowhead Pharmaceuticals, Inc. (A) 2,115 162,284Assembly Biosciences, Inc. (A) 650 3,933Atara Biotherapeutics, Inc. (A) 1,073 21,063Athenex, Inc. (A) 1,583 17,508Atreca, Inc., Class A (A) 627 10,126aTyr Pharma, Inc. (A) 89 345AVEO Pharmaceuticals, Inc. (A) 262 1,512Avid Bioservices, Inc. (A) 992 11,448Avrobio, Inc. (A) 793 11,054Axcella Health, Inc. (A) 367 1,905Ayala Pharmaceuticals, Inc. (A) 120 1,367AzurRx BioPharma, Inc. (A) 283 275Beam Therapeutics, Inc. (A) 681 55,597Bellicum Pharmaceuticals, Inc. (A) 60 212BioCryst Pharmaceuticals, Inc. (A)(B) 2,966 22,097Biogen, Inc. (A) 3,182 779,145BioMarin Pharmaceutical, Inc. (A) 3,758 329,539Bioxcel Therapeutics, Inc. (A) 451 20,836Black Diamond Therapeutics, Inc. (A) 270 8,654Bluebird Bio, Inc. (A) 1,170 50,626Blueprint Medicines Corp. (A) 1,044 117,085Bridgebio Pharma, Inc. (A)(B) 2,607 185,384Cabaletta Bio, Inc. (A) 446 5,566Calithera Biosciences, Inc. (A) 1,063 5,219Calyxt, Inc. (A) 631 2,663Cancer Genetics, Inc. (A) 409 1,133Capricor Therapeutics, Inc. (A) 689 2,363Cardiff Oncology, Inc. (A) 618 11,118CareDx, Inc. (A) 890 64,481CASI Pharmaceuticals, Inc. (A) 2,445 7,213Catabasis Pharmaceuticals, Inc. (A) 218 467Catalyst Biosciences, Inc. (A) 289 1,824Catalyst Pharmaceuticals, Inc. (A) 2,374 7,929Celldex Therapeutics, Inc. (A) 695 12,176CEL-SCI Corp. (A)(B) 784 9,141Celsion Corp. (A) 384 273Checkpoint Therapeutics, Inc. (A) 1,024 2,714ChemoCentryx, Inc. (A) 1,232 76,285Chimerix, Inc. (A) 1,055 5,096Chinook Therapeutics, Inc. (A) 686 10,880Cidara Therapeutics, Inc. (A) 566 1,132Cleveland BioLabs, Inc. (A)(B) 628 2,167Clovis Oncology, Inc. (A)(B) 2,144 10,291Cogent Biosciences, Inc. (A) 273 3,066Cohbar, Inc. (A) 1,258 1,686Coherus Biosciences, Inc. (A) 1,434 24,923


COMMON STOCKS (continued)Biotechnology (continued)Concert Pharmaceuticals, Inc. (A) 641 $ 8,102Constellation Pharmaceuticals, Inc. (A) 841 24,221Cortexyme, Inc. (A) 576 16,001Corvus Pharmaceuticals, Inc. (A) 887 3,158Crinetics Pharmaceuticals, Inc. (A) 559 7,887CTI BioPharma Corp. (A) 2,424 7,805Cue Biopharma, Inc. (A) 571 7,143Curis, Inc. (A) 294 2,408Cyclerion Therapeutics, Inc. (A) 860 2,632Cytokinetics, Inc. (A) 1,346 27,970CytomX Therapeutics, Inc. (A) 1,018 6,668CytRx Corp. (A) 148 259Deciphera Pharmaceuticals, Inc. (A) 1,040 59,353Denali Therapeutics, Inc. (A) 2,072 173,551Dicerna Pharmaceuticals, Inc. (A) 1,487 32,759Dynavax Technologies Corp. (A) 1,633 7,267Eagle Pharmaceuticals, Inc. (A) 282 13,133Editas Medicine, Inc. (A)(B) 1,129 79,154Eidos Therapeutics, Inc. (A) 805 105,922Eiger BioPharmaceuticals, Inc. (A) 622 7,644Eledon Pharmaceuticals, Inc. (A) 170 2,618Emergent BioSolutions, Inc. (A) 1,092 97,843Enanta Pharmaceuticals, Inc. (A) 427 17,977Entasis Therapeutics Holdings, Inc. (A) 95 235Epizyme, Inc. (A) 1,858 20,178Equillium, Inc. (A) 822 4,398Esperion Therapeutics, Inc. (A)(B) 591 15,366Evelo Biosciences, Inc. (A) 556 6,722Exact Sciences Corp. (A) 3,078 407,804Exelixis, Inc. (A) 6,393 128,308Fate Therapeutics, Inc. (A) 1,591 144,670Fennec Pharmaceuticals, Inc. (A) 150 1,118FibroGen, Inc. (A) 1,854 68,765Five Prime Therapeutics, Inc. (A) 639 10,869Flexion Therapeutics, Inc. (A) 867 10,005Forma Therapeutics Holdings, Inc. (A) 38 1,326Forte Biosciences, Inc. (A) 149 5,425Fortress Biotech, Inc. (A) 1,317 4,175Frequency Therapeutics, Inc. (A) 594 20,944G1 Therapeutics, Inc. (A) 777 13,978Galectin Therapeutics, Inc. (A)(B) 1,661 3,721Galera Therapeutics, Inc. (A) 444 4,542Generation Bio Company (A) 86 2,438Genocea Biosciences, Inc. (A) 1,071 2,592Genprex, Inc. (A) 538 2,233Geron Corp. (A) 4,452 7,079Gilead Sciences, Inc. 25,198 1,468,035Global Blood Therapeutics, Inc. (A) 1,269 54,960GlycoMimetics, Inc. (A) 901 3,388Gossamer Bio, Inc. (A) 1,462 14,138Gritstone Oncology, Inc. (A) 653 2,573Halozyme Therapeutics, Inc. (A) 3,113 132,956Harpoon Therapeutics, Inc. (A) 583 9,684Heat Biologics, Inc. (A) 280 1,501Heron Therapeutics, Inc. (A) 219 4,635Homology Medicines, Inc. (A) 999 11,279Hookipa Pharma, Inc. (A) 641 7,109Ideaya Biosciences, Inc. (A) 518 7,252Idera Pharmaceuticals, Inc. (A) 1,233 4,525IGM Biosciences, Inc. (A)(B) 619 54,652Immunic, Inc. (A) 292 4,465ImmunoGen, Inc. (A) 3,467 22,362Immunovant, Inc. (A) 1,171 54,088Incyte Corp. (A) 4,501 391,497Infinity Pharmaceuticals, Inc. (A) 876 1,857




COMMON STOCKS (continued)Biotechnology (continued)Inmune Bio, Inc. (A) 242 $ 4,167Inovio Pharmaceuticals, Inc. (A)(B) 3,071 27,178Inozyme Pharma, Inc. (A) 189 3,901Insmed, Inc. (A) 1,902 63,318Intellia Therapeutics, Inc. (A) 993 54,019Intercept Pharmaceuticals, Inc. (A) 693 17,117Invitae Corp. (A)(B) 2,701 112,929Ionis Pharmaceuticals, Inc. (A) 2,950 166,793Ironwood Pharmaceuticals, Inc. (A) 3,357 38,236IsoRay, Inc. (A) 503 226iTeos Therapeutics, Inc. (A) 92 3,111IVERIC bio, Inc. (A) 929 6,419Jounce Therapeutics, Inc. (A) 886 6,202Kadmon Holdings, Inc. (A) 3,142 13,039KalVista Pharmaceuticals, Inc. (A) 368 6,988Karuna Therapeutics, Inc. (A) 535 54,351Keros Therapeutics, Inc. (A) 247 17,423Kezar Life Sciences, Inc. (A) 677 3,534Kindred Biosciences, Inc. (A) 928 4,000Kiniksa Pharmaceuticals, Ltd., Class A (A) 1,104 19,508Kodiak Sciences, Inc. (A) 899 132,072Krystal Biotech, Inc. (A) 389 23,340Kura Oncology, Inc. (A) 1,043 34,064Kymera Therapeutics, Inc. (A) 265 16,430Larimar Therapeutics, Inc. (A) 24 514Leap Therapeutics, Inc. (A) 1,360 3,060Lexicon Pharmaceuticals, Inc. (A) 2,562 8,762Ligand Pharmaceuticals, Inc. (A)(B) 376 37,393Lineage Cell Therapeutics, Inc. (A) 2,770 4,875LogicBio Therapeutics, Inc. (A) 598 4,563Lumos Pharma, Inc. (A) 28 1,000MacroGenics, Inc. (A) 1,031 23,569Madrigal Pharmaceuticals, Inc. (A) 332 36,908Magenta Therapeutics, Inc. (A) 934 7,323MannKind Corp. (A) 3,858 12,076Marker Therapeutics, Inc. (A) 741 1,074Matinas BioPharma Holdings, Inc. (A) 3,715 5,052MediciNova, Inc. (A) 1,166 6,133MEI Pharma, Inc. (A) 2,438 6,436MeiraGTx Holdings PLC (A) 698 10,568Mersana Therapeutics, Inc. (A) 1,237 32,917Millendo Therapeutics, Inc. (A) 320 685Minerva Neurosciences, Inc. (A) 988 2,312Miragen Therapeutics, Inc. (A) 323 5,313Mirum Pharmaceuticals, Inc. (A) 498 8,695Moderna, Inc. (A) 7,616 795,644Molecular Templates, Inc. (A) 878 8,244Moleculin Biotech, Inc. (A) 2,979 2,375Monopar Therapeutics, Inc. (A) 140 857Morphic Holding, Inc. (A) 695 23,317Mustang Bio, Inc. (A) 665 2,517Myriad Genetics, Inc. (A) 1,593 31,502NantKwest, Inc. (A)(B) 2,031 27,073Natera, Inc. (A) 1,602 159,431Neoleukin Therapeutics, Inc. (A) 247 3,483NeuroBo Pharmaceuticals, Inc. (A) 306 1,607Neurocrine Biosciences, Inc. (A) 1,931 185,086NextCure, Inc. (A) 542 5,908Nkarta, Inc. (A) 291 17,888Northwest Biotherapeutics, Inc. (A) 11,656 17,775Novavax, Inc. (A) 1,165 129,909Nurix Therapeutics, Inc. (A) 152 4,998Ocugen, Inc. (A) 1,498 2,741Omthera Pharmaceuticals, Inc. (A)(C) 598 368Oncocyte Corp. (A) 2,170 5,186


COMMON STOCKS (continued)Biotechnology (continued)Oncosec Medical, Inc. (A) 1,108 $ 7,147Oncternal Therapeutics, Inc. (A)(C) 38 0Oncternal Therapeutics, Inc. (A) 198 970OPKO Health, Inc. (A)(B) 13,787 54,459Oragenics, Inc. (A) 258 116Organogenesis Holdings, Inc. (A) 2,172 16,355Orgenesis, Inc. (A) 226 1,017ORIC Pharmaceuticals, Inc. (A) 83 2,810Outlook Therapeutics, Inc. (A) 95 124Ovid therapeutics, Inc. (A) 1,222 2,823Oyster Point Pharma, Inc. (A) 431 8,111Palatin Technologies, Inc. (A) 2,895 1,956Passage Bio, Inc. (A) 608 15,547PDL BioPharma, Inc. (A) 1,734 4,283PDS Biotechnology Corp. (A) 545 1,166Pfenex, Inc. (A)(C) 763 572PhaseBio Pharmaceuticals, Inc. (A) 1,191 4,002Pieris Pharmaceuticals, Inc. (A) 1,471 3,678PolarityTE, Inc. (A) 541 368Poseida Therapeutics, Inc. (A) 941 10,323Precigen, Inc. (A)(B) 3,241 33,058Precision BioSciences, Inc. (A) 1,182 9,858Prevail Therapeutics, Inc. (A) 788 18,179Progenics Pharmaceuticals, Inc. (A)(C) 1,955 88Protagonist Therapeutics, Inc. (A) 522 10,524Protalix BioTherapeutics, Inc. (A) 191 693Protara Therapeutics, Inc. (A) 99 2,397PTC Therapeutics, Inc. (A) 1,304 79,583Puma Biotechnology, Inc. (A) 890 9,131RAPT Therapeutics, Inc. (A) 483 9,539Regeneron Pharmaceuticals, Inc. (A) 2,166 1,046,416REGENXBIO, Inc. (A) 794 36,016Relay Therapeutics, Inc. (A)(B) 1,207 50,163Replimune Group, Inc. (A) 661 25,217REVOLUTION Medicines, Inc. (A) 156 6,176Rhythm Pharmaceuticals, Inc. (A) 820 24,379Rigel Pharmaceuticals, Inc. (A) 3,503 12,261Rocket Pharmaceuticals, Inc. (A) 1,021 55,992Rubius Therapeutics, Inc. (A)(B) 1,799 13,654Sage Therapeutics, Inc. (A) 1,099 95,074Sangamo Therapeutics, Inc. (A) 2,664 41,572Sarepta Therapeutics, Inc. (A) 1,560 265,964Savara, Inc. (A) 756 869Scholar Rock Holding Corp. (A) 577 28,002Seagen, Inc. (A) 3,582 627,351Selecta Biosciences, Inc. (A)(B) 1,693 5,130Seres Therapeutics, Inc. (A) 1,482 36,309Sesen Bio, Inc. (A) 3,446 4,652Sierra Oncology, Inc. (A) 189 3,030Soleno Therapeutics, Inc. (A) 791 1,527Solid Biosciences, Inc. (A) 867 6,572Spectrum Pharmaceuticals, Inc. (A) 2,679 9,135Spero Therapeutics, Inc. (A) 578 11,207SpringWorks Therapeutics, Inc. (A) 861 62,440Stemline Therapeutics, Inc. (A)(C) 1,279 422Stoke Therapeutics, Inc. (A) 722 44,713Sunesis Pharmaceuticals, Inc. (A) 1,040 2,070Surface Oncology, Inc. (A) 690 6,376Sutro Biopharma, Inc. (A) 635 13,786Syndax Pharmaceuticals, Inc. (A) 629 13,989Synergy Pharmaceuticals, Inc. (A)(C) 6,230 18Synlogic, Inc. (A) 542 1,171Synthetic Biologics, Inc. (A) 2,107 807Syros Pharmaceuticals, Inc. (A) 797 8,647T2 Biosystems, Inc. (A) 608 754




COMMON STOCKS (continued)Biotechnology (continued)TCR2 Therapeutics, Inc. (A) 593 $ 18,341Tonix Pharmaceuticals Holding Corp. (A) 636 429Tracon Pharmaceuticals, Inc. (A) 761 8,904Translate Bio, Inc. (A) 1,155 21,287Travere Therapeutics, Inc. (A) 1,004 27,364Trevena, Inc. (A)(B) 2,789 5,968Turning Point Therapeutics, Inc. (A) 737 89,803Twist Bioscience Corp. (A) 774 109,358Tyme Technologies, Inc. (A) 1,883 2,297Ultragenyx Pharmaceutical, Inc. (A) 1,226 169,715United Therapeutics Corp. (A) 924 140,254UNITY Biotechnology, Inc. (A) 783 4,103UroGen Pharma, Ltd. (A) 495 8,920Vaccinex, Inc. (A)(B) 1,165 2,412Vanda Pharmaceuticals, Inc. (A) 1,222 16,057Vaxart, Inc. (A)(B) 1,919 10,957Vaxcyte, Inc. (A) 521 13,843Veracyte, Inc. (A) 1,069 52,317Verastem, Inc. (A)(B) 2,859 6,090Vericel Corp. (A) 881 27,205Vertex Pharmaceuticals, Inc. (A) 5,294 1,251,184Viela Bio, Inc. (A) 1,042 37,481Viking Therapeutics, Inc. (A) 1,686 9,492Vir Biotechnology, Inc. (A) 2,250 60,255Voyager Therapeutics, Inc. (A) 743 5,312vTv Therapeutics, Inc., Class A (A)(B) 1,048 1,949X4 Pharmaceuticals, Inc. (A) 308 1,980XBiotech, Inc. (A)(B) 761 11,910Xencor, Inc. (A) 1,222 53,316XOMA Corp. (A)(B) 228 10,062Yield10 Bioscience, Inc. (A) 297 1,717Y-mAbs Therapeutics, Inc. (A) 853 42,232Yumanity Therapeutics, Inc. (A)(C) 1,916 207Yumanity Therapeutics, Inc. (A) 95 1,615Zentalis Pharmaceuticals, Inc. (A) 459 23,840ZIOPHARM Oncology, Inc. (A) 4,026 10,146

22,269,838Health care equipment and supplies – 3.0%Abbott Laboratories 35,212 3,855,362ABIOMED, Inc. (A) 939 304,424Accelerate Diagnostics, Inc. (A)(B) 1,138 8,626Accuray, Inc. (A) 2,263 9,437Align Technology, Inc. (A) 1,610 860,352Alphatec Holdings, Inc. (A) 1,472 21,373AngioDynamics, Inc. (A) 928 14,226Antares Pharma, Inc. (A) 3,736 14,907Apyx Medical Corp. (A) 890 6,408Aspira Women’s Health, Inc. (A) 1,357 9,105AtriCure, Inc. (A) 858 47,765Atrion Corp. 39 25,047Avanos Medical, Inc. (A) 1,021 46,843Axogen, Inc. (A) 892 15,967Axonics Modulation Technologies, Inc. (A) 663 33,097Baxter International, Inc. 9,990 801,598Becton, Dickinson and Company 5,635 1,409,990BioLife Solutions, Inc. (A) 435 17,352Boston Scientific Corp. (A) 28,467 1,023,389Cantel Medical Corp. 896 70,659Cardiovascular Systems, Inc. (A) 748 32,732Cerus Corp. (A) 3,177 21,985Chembio Diagnostics, Inc. (A)(B) 117 556Co-Diagnostics, Inc. (A)(B) 371 3,450Conformis, Inc. (A) 2,110 1,393CONMED Corp. 596 66,752CryoLife, Inc. (A) 840 19,832


COMMON STOCKS (continued)Health care equipment and supplies (continued)CryoPort, Inc. (A) 806 $ 35,367Cutera, Inc. (A) 347 8,366CytoSorbents Corp. (A) 847 6,751Danaher Corp. 13,999 3,109,738Dare Bioscience, Inc. (A) 111 149Dentsply Sirona, Inc. 4,516 236,458DexCom, Inc. (A) 1,909 705,795Edwards Lifesciences Corp. (A) 12,424 1,133,442Ekso Bionics Holdings, Inc. (A) 50 307ElectroCore, Inc. (A) 177 276Electromed, Inc. (A) 69 677Envista Holdings Corp. (A) 3,026 102,067Establishment Labs Holdings, Inc. (A) 483 18,180FONAR Corp. (A) 224 3,889GenMark Diagnostics, Inc. (A) 1,560 22,776Glaukos Corp. (A) 914 68,788Globus Medical, Inc., Class A (A) 2,085 135,984Haemonetics Corp. (A) 1,063 126,231Heska Corp. (A) 175 25,489Hill-Rom Holdings, Inc. 1,355 132,749Hologic, Inc. (A) 5,261 383,159ICU Medical, Inc. (A) 434 93,089IDEXX Laboratories, Inc. (A) 1,710 854,778Inari Medical, Inc. (A) 390 34,043Inogen, Inc. (A) 473 21,134Insulet Corp. (A) 1,291 330,018Integer Holdings Corp. (A) 687 55,778Integra LifeSciences Holdings Corp. (A) 1,805 117,181IntriCon Corp. (A) 23 416Intuitive Surgical, Inc. (A) 2,330 1,906,173Invacare Corp. 844 7,554iRadimed Corp. (A) 275 6,270iRhythm Technologies, Inc. (A) 563 133,549IRIDEX Corp. (A) 87 218Lantheus Holdings, Inc. (A) 1,472 19,857LeMaitre Vascular, Inc. 475 19,238Masimo Corp. (A) 1,115 299,244Meridian Bioscience, Inc. (A) 1,112 20,783Merit Medical Systems, Inc. (A) 1,168 64,836Mesa Laboratories, Inc. 96 27,517Microbot Medical, Inc. (A) 54 372Misonix, Inc. (A) 328 4,100Motus GI Holdings, Inc. (A) 239 227Natus Medical, Inc. (A) 710 14,228Neogen Corp. (A) 1,108 87,864Neuronetics, Inc. (A) 136 1,511Nevro Corp. (A) 651 112,688NuVasive, Inc. (A) 1,095 61,681OraSure Technologies, Inc. (A) 1,505 15,930Orthofix Medical, Inc. (A) 439 18,868OrthoPediatrics Corp. (A) 364 15,015PAVmed, Inc. (A) 411 871Penumbra, Inc. (A)(B) 731 127,925Pulse Biosciences, Inc. (A) 385 9,186Quidel Corp. (A) 883 158,631ResMed, Inc. 2,891 614,511Rockwell Medical, Inc. (A) 1,097 1,108SeaSpine Holdings Corp. (A) 591 10,313Second Sight Medical

Products, Inc. (A)(B) 151 282Senseonics Holdings, Inc. (A) 3,713 3,237Shockwave Medical, Inc. (A) 654 67,833SI-BONE, Inc. (A) 650 19,435Sientra, Inc. (A) 851 3,310Silk Road Medical, Inc. (A) 667 42,008




COMMON STOCKS (continued)Health care equipment and supplies (continued)SmileDirectClub, Inc. (A) 7,849 $ 93,717Soliton, Inc. (A) 459 3,525STAAR Surgical Company (A) 955 75,655Stereotaxis, Inc. (A) 1,627 8,281Stryker Corp. 7,422 1,818,687Surgalign Holdings, Inc. (A) 1,366 2,992Surmodics, Inc. (A) 315 13,709Tactile Systems Technology, Inc. (A) 415 18,650Tandem Diabetes Care, Inc. (A) 1,236 118,260Tela Bio, Inc. (A) 142 2,136Teleflex, Inc. 938 386,053The Cooper Companies, Inc. 1,033 375,310TransEnterix, Inc. (A) 230 144TransMedics Group, Inc. (A) 477 9,492Utah Medical Products, Inc. 94 7,924Vapotherm, Inc. (A) 424 11,389Varex Imaging Corp. (A) 786 13,110Varian Medical Systems, Inc. (A) 1,841 322,193Venus Concept, Inc. (A) 559 967West Pharmaceutical Services, Inc. 1,507 426,948Zimmer Biomet Holdings, Inc. 4,148 639,165

24,750,382Health care providers and services – 2.5%1Life Healthcare, Inc. (A) 949 41,424Acadia Healthcare Company, Inc. (A) 1,902 95,595Aceto Corp. (A)(C) 853 0Addus HomeCare Corp. (A) 312 36,532Amedisys, Inc. (A) 684 200,638American Renal Associates

Holdings, Inc. (A) 895 10,248AmerisourceBergen Corp. 3,963 387,423AMN Healthcare Services, Inc. (A) 979 66,817Anthem, Inc. 4,953 1,590,359Apollo Medical Holdings, Inc. (A) 645 11,784BioTelemetry, Inc. (A) 716 51,609Brookdale Senior Living, Inc. (A) 4,129 18,291Capital Senior Living Corp. (A) 27 333Cardinal Health, Inc. 5,968 319,646Castle Biosciences, Inc. (A) 321 21,555Centene Corp. (A) 11,587 695,568Chemed Corp. 321 170,968Cigna Corp. 7,234 1,505,974Community Health Systems, Inc. (A) 2,677 19,890CorVel Corp. (A) 411 43,566Covetrus, Inc. (A) 2,407 69,177Cross Country Healthcare, Inc. (A) 923 8,187CVS Health Corp. 25,695 1,754,969DaVita, Inc. (A) 2,503 293,852Encompass Health Corp. 2,097 173,401Enzo Biochem, Inc. (A) 1,266 3,190Exagen, Inc. (A) 164 2,165Five Star Senior Living, Inc. (A) 577 3,981Fulgent Genetics, Inc. (A)(B) 357 18,600Genesis Healthcare, Inc. (A) 3,004 1,456Guardant Health, Inc. (A) 1,967 253,507Hanger, Inc. (A) 826 18,164HCA Healthcare, Inc. 6,721 1,105,336HealthEquity, Inc. (A) 1,482 103,310Henry Schein, Inc. (A) 2,857 191,019Humana, Inc. 2,625 1,076,959InfuSystem Holdings, Inc. (A) 171 3,211Interpace Biosciences, Inc. (A) 73 229Laboratory Corp. of America Holdings (A) 2,023 411,782LHC Group, Inc. (A) 671 143,138Magellan Health, Inc. (A) 528 43,740


COMMON STOCKS (continued)Health care providers and services (continued)McKesson Corp. 3,142 $ 546,457MedCath Corp. (A)(C) 613 307MEDNAX, Inc. (A) 1,742 42,749Molina Healthcare, Inc. (A) 1,227 260,958National HealthCare Corp. 341 22,646National Research Corp. 530 22,658Oak Street Health, Inc. (A)(B) 4,047 247,515Ontrak, Inc. (A) 418 25,828Option Care Health, Inc. (A) 3,590 56,148Owens & Minor, Inc. 1,464 39,601Patterson Companies, Inc. 2,037 60,356PetIQ, Inc. (A) 575 22,109Premier, Inc., Class A 2,552 89,575Progyny, Inc. (A) 1,674 70,961Quest Diagnostics, Inc. 2,703 322,117R1 RCM, Inc. (A) 2,386 57,312RadNet, Inc. (A) 1,162 22,740Select Medical Holdings Corp. (A) 2,879 79,633Surgery Partners, Inc. (A) 1,125 32,636Tenet Healthcare Corp. (A) 2,202 87,926The Ensign Group, Inc. 1,158 84,441The Joint Corp. (A) 360 9,454The Pennant Group, Inc. (A) 613 35,591The Providence Service Corp. (A) 241 33,410Tivity Health, Inc. (A) 1,068 20,922UnitedHealth Group, Inc. 18,752 6,575,951Universal Health Services, Inc., Class B 1,704 234,300US Physical Therapy, Inc. 281 33,790

20,105,684Health care technology – 0.3%Allscripts Healthcare Solutions, Inc. (A) 3,473 50,150Castlight Health, Inc., B Shares (A) 3,656 4,753Cerner Corp. 5,999 470,802Change Healthcare, Inc. (A) 2,632 49,087Computer Programs & Systems, Inc. 332 8,911Evolent Health, Inc., Class A (A) 1,837 29,447GoodRx Holdings, Inc., Class A (A) 7,531 303,801Health Catalyst, Inc. (A) 658 28,643HealthStream, Inc. (A) 730 15,943HMS Holdings Corp. (A) 1,882 69,164HTG Molecular Diagnostics, Inc. (A) 29 139Icad, Inc. (A) 189 2,495Inovalon Holdings, Inc., Class A (A) 3,280 59,598Inspire Medical Systems, Inc. (A) 513 96,490MTBC, Inc. (A) 38 345NantHealth, Inc. (A)(B) 2,869 9,267NextGen Healthcare, Inc. (A) 1,375 25,080Omnicell, Inc. (A) 878 105,378Phreesia, Inc. (A) 625 33,913Schrodinger, Inc. (A) 841 66,590Simulations Plus, Inc. 395 28,408Tabula Rasa HealthCare, Inc. (A) 474 20,306Teladoc Health, Inc. (A)(B) 2,629 525,695Veeva Systems, Inc., Class A (A) 3,013 820,289Vocera Communications, Inc. (A) 698 28,988

2,853,682Life sciences tools and services – 1.3%10X Genomics, Inc., Class A (A) 2,009 284,474Adaptive Biotechnologies Corp. (A) 2,619 154,861Agilent Technologies, Inc. 6,150 728,714Avantor, Inc. (A) 11,929 335,801Berkeley Lights, Inc. (A) 725 64,822Bio-Rad Laboratories, Inc., Class A (A) 591 344,518Bio-Techne Corp. 797 253,087Bruker Corp. 3,230 174,840




COMMON STOCKS (continued)Life sciences tools and services (continued)Champions Oncology, Inc. (A) 117 $ 1,262Charles River Laboratories

International, Inc. (A) 1,022 255,357Codexis, Inc. (A) 1,349 29,449Fluidigm Corp. (A) 1,624 9,744Harvard Bioscience, Inc. (A) 117 502Illumina, Inc. (A) 2,912 1,077,440IQVIA Holdings, Inc. (A) 3,976 712,380Luminex Corp. 874 20,207Medpace Holdings, Inc. (A) 761 105,931Mettler-Toledo International, Inc. (A) 478 544,767NanoString Technologies, Inc. (A) 769 51,431NeoGenomics, Inc. (A) 2,242 120,709Pacific Biosciences of California, Inc. (A) 3,229 83,760PerkinElmer, Inc. 2,270 325,745Personalis, Inc. (A) 696 25,481PPD, Inc. (A) 5,729 196,046PRA Health Sciences, Inc. (A) 1,329 166,710Pressure BioSciences, Inc. (A) 379 803Quanterix Corp. (A) 534 24,831Repligen Corp. (A) 1,100 210,793Syneos Health, Inc. (A) 2,189 149,137Thermo Fisher Scientific, Inc. 7,776 3,621,905Waters Corp. (A) 1,240 306,801

10,382,308Pharmaceuticals – 3.3%AcelRx Pharmaceuticals, Inc. (A) 2,585 3,205Acer Therapeutics, Inc. (A) 966 2,531Aclaris Therapeutics, Inc. (A) 1,008 6,522Adamis Pharmaceuticals Corp. (A) 3,008 1,459Adial Pharmaceuticals, Inc. (A) 930 1,581Adicet Bio, Inc. (A) 382 5,367Aerie Pharmaceuticals, Inc. (A) 991 13,388Agile Therapeutics, Inc. (A)(B) 1,600 4,592Alexza Pharmaceuticals, Inc. (A)(C) 2,067 72Alimera Sciences, Inc. (A) 27 114Amneal Pharmaceuticals, Inc. (A) 6,203 28,348Amphastar Pharmaceuticals, Inc. (A) 1,078 21,679Ampio Pharmaceuticals, Inc. (A) 2,637 4,193ANI Pharmaceuticals, Inc. (A) 272 7,899Aquestive Therapeutics, Inc. (A) 1,242 6,645Arvinas, Inc. (A) 815 69,218Assertio Holdings, Inc. (A) 1,244 445Avenue Therapeutics, Inc. (A) 250 1,488Axsome Therapeutics, Inc. (A) 727 59,229Baudax Bio, Inc. (A) 268 271BioDelivery Sciences

International, Inc. (A) 2,072 8,702Bristol-Myers Squibb Company 44,896 2,784,899Cara Therapeutics, Inc. (A) 906 13,708Cassava Sciences, Inc. (A) 410 2,796Catalent, Inc. (A) 3,070 319,495cbdMD, Inc. (A) 329 971Cerecor, Inc. (A) 1,421 3,751Chiasma, Inc. (A) 883 3,841Clearside Biomedical, Inc. (A) 736 2,017CNS Pharmaceuticals, Inc. (A) 142 253Cocrystal Pharma, Inc. (A) 578 786Collegium Pharmaceutical, Inc. (A) 742 14,862Corcept Therapeutics, Inc. (A) 2,419 63,281Dova Pharmaceuticals, Inc. (A)(C) 702 1,008Durect Corp. (A) 4,211 8,717Elanco Animal Health, Inc. (A) 7,805 239,379Elanco Animal Health, Inc. (A)(C) 1,239 0Eli Lilly & Company 19,072 3,220,116


COMMON STOCKS (continued)Pharmaceuticals (continued)Eloxx Pharmaceuticals, Inc. (A) 1,336 $ 5,317Endo International PLC (A) 4,819 34,600Eton Pharmaceuticals, Inc. (A)(B) 108 878Evofem Biosciences, Inc. (A)(B) 1,381 3,328Evoke Pharma, Inc. (A) 132 341Evolus, Inc. (A) 639 2,147EyeGate Pharmaceuticals, Inc. (A) 50 247Eyenovia, Inc. (A) 204 1,236Fulcrum Therapeutics, Inc. (A) 449 5,258Harrow Health, Inc. (A) 642 4,404Horizon Therapeutics PLC (A) 3,931 287,553Hoth Therapeutics, Inc. (A) 97 230IMARA, Inc. (A) 77 1,698Innoviva, Inc. (A) 2,164 26,812Intersect ENT, Inc. (A) 718 16,442Johnson & Johnson 51,982 8,180,927Kala Pharmaceuticals, Inc. (A) 663 4,495Kaleido Biosciences, Inc. (A) 768 6,989Lannett Company, Inc. (A) 920 5,998Liquidia Corp. (A) 636 1,876Marinus Pharmaceuticals, Inc. (A) 569 6,942Merck & Company, Inc. 50,329 4,116,912Nektar Therapeutics (A) 3,720 63,240Neos Therapeutics, Inc. (A) 642 401NGM Biopharmaceuticals, Inc. (A) 1,448 43,867NovaBay Pharmaceuticals, Inc. (A) 191 133Ocular Therapeutix, Inc. (A) 1,256 25,999Odonate Therapeutics, Inc. (A) 680 13,056Omeros Corp. (A)(B) 1,206 17,228Onconova Therapeutics, Inc. (A) 5,412 2,521Opiant Pharmaceuticals, Inc. (A) 15 121Optinose, Inc. (A) 957 3,962Oramed Pharmaceuticals, Inc. (A) 149 632Osmotica Pharmaceuticals PLC (A) 1,116 4,598Otonomy, Inc. (A) 1,027 6,645Pacira BioSciences, Inc. (A) 888 53,138Paratek Pharmaceuticals, Inc. (A) 901 5,640Pfizer, Inc. 110,260 4,058,671Phathom Pharmaceuticals, Inc. (A) 484 16,078Phibro Animal Health Corp., Class A 851 16,526PLx Pharma, Inc. (A) 113 624Prestige Consumer Healthcare, Inc. (A) 1,076 37,520Provention Bio, Inc. (A) 951 16,110Pulmatrix, Inc. (A) 1,167 1,389Reata Pharmaceuticals, Inc., Class A (A) 634 78,375Recro Pharma, Inc. (A) 531 1,513Revance Therapeutics, Inc. (A) 1,026 29,077Royalty Pharma PLC, Class A 10,381 519,569Satsuma Pharmaceuticals, Inc. (A) 335 1,544scPharmaceuticals, Inc. (A) 325 1,719SCYNEXIS, Inc. (A) 130 995Seelos Therapeutics, Inc. (A) 2,978 4,705SIGA Technologies, Inc. (A) 1,954 14,206Strongbridge Biopharma PLC (A) 1,510 3,669Supernus Pharmaceuticals, Inc. (A) 1,139 28,657TFF Pharmaceuticals, Inc. (A) 107 1,532TherapeuticsMD, Inc. (A)(B) 5,607 6,784Tilray, Inc., Class 2 (A)(B) 2,387 19,717Tobira Therapeutics, Inc. (A)(C) 609 2,521Tricida, Inc. (A) 1,068 7,529Urovant Sciences, Ltd. (A) 750 12,098Verrica Pharmaceuticals, Inc. (A) 659 7,585Viatris, Inc. (A) 13,680 256,363VYNE Therapeutics, Inc. (A) 438 692Xeris Pharmaceuticals, Inc. (A) 839 4,128




COMMON STOCKS (continued)Pharmaceuticals (continued)Zoetis, Inc. 9,638 $ 1,595,089Zogenix, Inc. (A) 961 19,210Zynerba Pharmaceuticals, Inc. (A) 625 2,063

26,648,897107,010,791

Industrials – 8.8%Aerospace and defense – 1.5%AAR Corp. 757 27,419Aerojet Rocketdyne Holdings, Inc. (A) 1,656 87,520AeroVironment, Inc. (A) 512 44,493Astronics Corp. (A) 623 8,242Axon Enterprise, Inc. (A) 1,246 152,672BWX Technologies, Inc. 1,923 115,918Cubic Corp. 661 41,008Curtiss-Wright Corp. 789 91,800Ducommun, Inc. (A) 268 14,392General Dynamics Corp. 5,546 825,356HEICO Corp., Class A 2,739 320,627Hexcel Corp. 1,762 85,439Howmet Aerospace, Inc. 9,105 259,857Huntington Ingalls Industries, Inc. 759 129,394Innovative Solutions & Support, Inc. 23 150Kaman Corp. 587 33,535Kratos Defense & Security

Solutions, Inc. (A) 2,288 62,760L3Harris Technologies, Inc. 4,230 799,555Lockheed Martin Corp. 5,449 1,934,286Maxar Technologies, Inc. 1,313 50,669Mercury Systems, Inc. (A) 1,164 102,502Moog, Inc., Class A 671 53,210National Presto Industries, Inc. 169 14,945Northrop Grumman Corp. 3,233 985,160Park Aerospace Corp. 561 7,523Parsons Corp. (A) 2,091 76,133Raytheon Technologies Corp. 30,133 2,154,811Spirit AeroSystems Holdings, Inc., Class A 2,171 84,864Teledyne Technologies, Inc. (A) 713 279,482Textron, Inc. 4,574 221,061The Boeing Company 11,207 2,398,970TransDigm Group, Inc. (A) 1,086 672,071Triumph Group, Inc. 1,030 12,937Vectrus, Inc. (A) 262 13,027

12,161,788Air freight and logistics – 0.6%Air Transport Services Group, Inc. (A) 1,293 40,523Atlas Air Worldwide Holdings, Inc. (A) 480 26,179CH Robinson Worldwide, Inc. 2,601 244,156Echo Global Logistics, Inc. (A) 631 16,923Expeditors International of

Washington, Inc. 3,136 298,265FedEx Corp. 5,200 1,350,024Forward Air Corp. 636 48,870Hub Group, Inc., Class A (A) 691 39,387United Parcel Service, Inc., Class B 17,079 2,876,104XPO Logistics, Inc. (A) 1,938 231,010

5,171,441Airlines – 0.2%Alaska Air Group, Inc. 2,510 130,520Allegiant Travel Company 324 61,314American Airlines Group, Inc. (B) 9,162 144,485Delta Air Lines, Inc. 13,422 539,699Hawaiian Holdings, Inc. 993 17,576JetBlue Airways Corp. (A) 6,077 88,360Mesa Air Group, Inc. (A) 734 4,910


COMMON STOCKS (continued)Airlines (continued)SkyWest, Inc. 1,002 $ 40,391Southwest Airlines Company 10,995 512,477Spirit Airlines, Inc. (A) 1,446 35,355United Airlines Holdings, Inc. (A) 5,285 228,576

1,803,663Building products – 0.5%A. O. Smith Corp. 3,268 179,152AAON, Inc. 1,098 73,160Advanced Drainage Systems, Inc. 1,309 109,406American Woodmark Corp. (A) 361 33,880Apogee Enterprises, Inc. 604 19,135Armstrong Flooring, Inc. (A) 34 130Armstrong World Industries, Inc. 912 67,844Builders FirstSource, Inc. (A) 2,442 99,658Carrier Global Corp. 17,418 657,007Cornerstone Building Brands, Inc. (A) 2,840 26,355CSW Industrials, Inc. 335 37,490Fortune Brands Home & Security, Inc. 2,807 240,616Gibraltar Industries, Inc. (A) 685 49,279Griffon Corp. 1,054 21,481Insteel Industries, Inc. 463 10,311JELD-WEN Holding, Inc. (A) 2,148 54,473Johnson Controls International PLC 18,307 852,923Lennox International, Inc. 754 206,573Masco Corp. 5,159 283,384Owens Corning 2,200 166,672PGT Innovations, Inc. (A) 1,295 26,340Quanex Building Products Corp. 554 12,282Resideo Technologies, Inc. (A) 2,645 56,233Simpson Manufacturing Company, Inc. 929 86,815The AZEK Company, Inc. (A) 1,030 39,604Trex Company, Inc. (A) 2,444 204,612UFP Industries, Inc. 1,297 72,048

3,686,863Commercial services and supplies – 0.6%ABM Industries, Inc. 1,396 52,825ACCO Brands Corp. 2,109 17,821ADT, Inc. 15,587 122,358Aqua Metals, Inc. (A) 338 1,014Brady Corp., Class A 1,122 59,264BrightView Holdings, Inc. (A) 2,250 34,020Casella Waste Systems, Inc., Class A (A) 1,031 63,870CECO Environmental Corp. (A) 931 6,480Charah Solutions, Inc. (A) 158 453Cintas Corp. 2,049 724,240Civeo Corp. (A) 253 3,517Clean Harbors, Inc. (A) 1,183 90,026Copart, Inc. (A) 4,658 592,731Covanta Holding Corp. 2,894 37,998Deluxe Corp. 899 26,251Ennis, Inc. 594 10,603Harsco Corp. (A) 1,720 30,926Healthcare Services Group, Inc. 1,557 43,752Heritage-Crystal Clean, Inc. (A) 532 11,209Herman Miller, Inc. 1,134 38,329HNI Corp. 909 31,324Hudson Technologies, Inc. (A) 121 132IAA, Inc. (A) 2,793 181,489Interface, Inc. 1,246 13,083KAR Auction Services, Inc. 2,713 50,489Kimball International, Inc., Class B 828 9,895Knoll, Inc. 1,051 15,429Matthews International Corp., Class A 695 20,433McGrath RentCorp 513 34,422MSA Safety, Inc. 810 121,006




COMMON STOCKS (continued)Commercial services and supplies (continued)NL Industries, Inc. 1,371 $ 6,553Odyssey Marine Exploration, Inc. (A) 70 497Perma-Fix Environmental

Services, Inc. (A) 49 293PICO Holdings, Inc. (A) 659 6,162Pitney Bowes, Inc. 3,630 22,361Quad/Graphics, Inc. 1,350 5,157Republic Services, Inc. 6,095 586,949Rollins, Inc. 10,003 390,817RR Donnelley & Sons Company 1,850 4,181SP Plus Corp. (A) 517 14,905Steelcase, Inc., Class A 2,479 33,590Stericycle, Inc. (A) 1,924 133,391Swisher Hygiene, Inc. (A)(C) 450 0Team, Inc. (A) 728 7,935Tetra Tech, Inc. 1,153 133,494The Brink’s Company 1,052 75,744UniFirst Corp. 321 67,952US Ecology, Inc. 492 17,874Viad Corp. 446 16,132VSE Corp. 270 10,392Waste Management, Inc. 8,215 968,795

4,948,563Construction and engineering – 0.2%AECOM (A) 3,302 164,374Aegion Corp. (A) 753 14,299Ameresco, Inc., Class A (A) 1,046 54,643Arcosa, Inc. 870 47,789Argan, Inc. 361 16,061Comfort Systems USA, Inc. 770 40,548Construction Partners, Inc., Class A (A) 1,162 33,826Dycom Industries, Inc. (A) 667 50,372EMCOR Group, Inc. 901 82,405Fluor Corp. 3,029 48,373Granite Construction, Inc. 1,014 27,084Great Lakes Dredge & Dock Corp. (A) 1,462 19,255HC2 Holdings, Inc. (A) 600 1,956IES Holdings, Inc. (A) 485 22,329Jacobs Engineering Group, Inc. 2,413 262,920MasTec, Inc. (A) 1,529 104,247MYR Group, Inc. (A) 381 22,898Northwest Pipe Company (A) 252 7,132Orion Group Holdings, Inc. (A) 985 4,886Primoris Services Corp. 1,046 28,880Quanta Services, Inc. 2,698 194,310Sterling Construction Company, Inc. (A) 650 12,097Tutor Perini Corp. (A) 1,152 14,918Valmont Industries, Inc. 334 58,427WillScot Mobile Mini Holdings Corp. (A) 4,767 110,451

1,444,480Electrical equipment – 0.5%Acuity Brands, Inc. 788 95,419Allied Motion Technologies, Inc. 222 11,344American Superconductor Corp. (A) 626 14,661AMETEK, Inc. 4,412 533,587Atkore International Group, Inc. (A) 995 40,904AZZ, Inc. 556 26,377Babcock & Wilcox Enterprises, Inc. (A) 755 2,650Bloom Energy Corp., Class A (A)(B) 2,529 72,481Eaton Corp. PLC 7,727 928,322Emerson Electric Company 11,646 935,989Encore Wire Corp. 444 26,893Energous Corp. (A) 275 495EnerSys 886 73,591FuelCell Energy, Inc. (A)(B) 3,886 43,407


COMMON STOCKS (continued)Electrical equipment (continued)GrafTech International, Ltd. 4,843 $ 51,626Hubbell, Inc. 1,035 162,278LSI Industries, Inc. 53 454nVent Electric PLC 3,399 79,163Orion Energy Systems, Inc. (A) 438 4,323Plug Power, Inc. (A) 6,730 228,214Powell Industries, Inc. 287 8,464Preformed Line Products Company 126 8,623Regal Beloit Corp. 813 99,845Rockwell Automation, Inc. 2,282 572,348Sunrun, Inc. (A) 3,994 277,104Thermon Group Holdings, Inc. (A) 751 11,738TPI Composites, Inc. (A) 781 41,221Vicor Corp. (A) 865 79,770

4,431,291Industrial conglomerates – 1.0%3M Company 11,288 1,973,030Carlisle Companies, Inc. 990 154,618General Electric Company 174,053 1,879,772Honeywell International, Inc. 13,715 2,917,181Icahn Enterprises LP 4,276 216,665Raven Industries, Inc. 807 26,704Roper Technologies, Inc. 2,055 885,890

8,053,860Machinery – 1.8%AGCO Corp. 1,435 147,934Alamo Group, Inc. 239 32,970Albany International Corp., Class A 643 47,209Allison Transmission Holdings, Inc. 2,012 86,778Altra Industrial Motion Corp. 1,367 75,773Astec Industries, Inc. 516 29,866Barnes Group, Inc. 1,066 54,036Briggs & Stratton Corp. (A) 970 71Caterpillar, Inc. 10,591 1,927,774Chart Industries, Inc. (A) 759 89,403CIRCOR International, Inc. (A) 461 17,721Colfax Corp. (A) 2,476 94,682Columbus McKinnon Corp. 532 20,450Commercial Vehicle Group, Inc. (A) 856 7,404Crane Company 1,181 91,716Cummins, Inc. 2,801 636,107Deere & Company 6,148 1,654,119Donaldson Company, Inc. 2,475 138,303Douglas Dynamics, Inc. 435 18,605Dover Corp. 2,490 314,363Energy Recovery, Inc. (A) 1,268 17,296Enerpac Tool Group Corp. 1,293 29,235EnPro Industries, Inc. 467 35,268ESCO Technologies, Inc. 542 55,945Evoqua Water Technologies Corp. (A) 2,421 65,319Federal Signal Corp. 1,279 42,424Flowserve Corp. 2,742 101,043Fortive Corp. 6,606 467,837Franklin Electric Company, Inc. 987 68,310Gates Industrial Corp. PLC (A) 6,148 78,448Gencor Industries, Inc. (A) 428 5,264Graco, Inc. 3,258 235,716Graham Corp. 310 4,706Helios Technologies, Inc. 706 37,623Hillenbrand, Inc. 1,583 63,003Hurco Companies, Inc. 183 5,490Hyster-Yale Materials Handling, Inc. 296 17,627IDEX Corp. 1,372 273,302Illinois Tool Works, Inc. 6,106 1,244,891Ingersoll Rand, Inc. (A) 4,302 195,999




COMMON STOCKS (continued)Machinery (continued)ITT, Inc. 1,654 $ 127,391John Bean Technologies Corp. 667 75,951Kadant, Inc. 213 30,029Kennametal, Inc. 1,782 64,580LB Foster Company, Class A (A) 298 4,485Lincoln Electric Holdings, Inc. 1,160 134,850Lindsay Corp. 215 27,619Lydall, Inc. (A) 434 13,033Mayville Engineering Company, Inc. (A) 522 7,005Meritor, Inc. (A) 1,419 39,604Miller Industries, Inc. 293 11,140Mueller Industries, Inc. 1,297 45,538Mueller Water Products, Inc., Class A 3,339 41,337Navistar International Corp. (A) 2,092 91,964NN, Inc. (A) 766 5,033Nordson Corp. 1,141 229,284Omega Flex, Inc. 223 32,558Oshkosh Corp. 1,294 111,375Otis Worldwide Corp. 8,562 578,363PACCAR, Inc. 6,650 573,762Parker-Hannifin Corp. 2,519 686,201Park-Ohio Holdings Corp. 316 9,764Proto Labs, Inc. (A) 565 86,671RBC Bearings, Inc. (A) 524 93,817REV Group, Inc. 1,210 10,660Rexnord Corp. 2,363 93,315Snap-on, Inc. 961 164,466SPX Corp. (A) 948 51,704SPX FLOW, Inc. (A) 923 53,497Standex International Corp. 280 21,706Stanley Black & Decker, Inc. 3,109 555,143Tennant Company 380 26,665Terex Corp. 1,554 54,219The Eastern Company 202 4,868The ExOne Company (A) 89 845The Gorman-Rupp Company 603 19,567The Greenbrier Companies, Inc. 586 21,319The Manitowoc Company, Inc. (A) 864 11,500The Middleby Corp. (A) 1,172 151,094The Shyft Group, Inc. 809 22,959The Timken Company 1,583 122,461The Toro Company 2,154 204,285Titan International, Inc. 1,677 8,150TriMas Corp. (A) 1,035 32,778Trinity Industries, Inc. 2,605 68,746Twin Disc, Inc. (A) 354 2,779Wabash National Corp. 1,110 19,125Wabtec Corp. 3,970 290,604Watts Water Technologies, Inc., Class A 650 79,105Welbilt, Inc. (A) 2,974 39,257Woodward, Inc. 1,298 157,746Xylem, Inc. 3,519 358,199

14,298,146Marine – 0.0%Eagle Bulk Shipping, Inc. (A) 275 5,225Kirby Corp. (A) 1,269 65,772Matson, Inc. 933 53,153SEACOR Holdings, Inc. (A) 468 19,399

143,549Professional services – 0.4%Acacia Research Corp. (A) 1,686 6,643ASGN, Inc. (A) 1,106 92,384Barrett Business Services, Inc. 173 11,800CBIZ, Inc. (A) 1,144 30,442CoreLogic, Inc. 1,659 128,274


COMMON STOCKS (continued)Professional services (continued)CoStar Group, Inc. (A) 763 $ 705,226CRA International, Inc. 188 9,575Dun & Bradstreet Holdings, Inc. (A)(B) 4,817 119,943Equifax, Inc. 2,459 474,194Exponent, Inc. 1,082 97,412Forrester Research, Inc. (A) 420 17,598Franklin Covey Company (A) 341 7,594FTI Consulting, Inc. (A) 709 79,209Heidrick & Struggles International, Inc. 459 13,485Huron Consulting Group, Inc. (A) 481 28,355ICF International, Inc. 377 28,022Insperity, Inc. 843 68,637Kelly Services, Inc., Class A 813 16,723Kforce, Inc. 509 21,424Korn Ferry 1,163 50,591ManpowerGroup, Inc. 1,134 102,264Mastech Digital, Inc. (A) 89 1,415Mistras Group, Inc. (A) 754 5,851Red Violet, Inc. (A) 140 3,655Rekor Systems, Inc. (A) 270 2,179Resources Connection, Inc. 781 9,817Robert Half International, Inc. 2,316 144,704TransUnion 3,901 387,057TriNet Group, Inc. (A) 1,465 118,079TrueBlue, Inc. (A) 816 15,251Upwork, Inc. (A) 2,419 83,504Verisk Analytics, Inc. 3,246 673,837Willdan Group, Inc. (A) 264 11,009

3,566,153Road and rail – 1.2%AMERCO 352 159,794ArcBest Corp. 604 25,773Avis Budget Group, Inc. (A) 1,553 57,927Covenant Logistics Group, Inc. (A) 501 7,420CSX Corp. 15,167 1,376,405Daseke, Inc. (A) 1,184 6,879Heartland Express, Inc. 1,522 27,548Hertz Global Holdings, Inc. (A)(B) 3,014 3,858HyreCar, Inc. (A) 175 1,250JB Hunt Transport Services, Inc. 2,051 280,269Kansas City Southern 1,890 385,806Knight-Swift Transportation Holdings, Inc. 3,561 148,921Landstar System, Inc. 661 89,010Lyft, Inc., Class A (A) 6,240 306,571Marten Transport, Ltd. 1,666 28,705Norfolk Southern Corp. 5,047 1,199,218Old Dominion Freight Line, Inc. 2,338 456,331P.A.M. Transportation Services, Inc. (A) 163 7,987Ryder System, Inc. 1,136 70,159Saia, Inc. (A) 560 101,248Schneider National, Inc., Class B 3,647 75,493Uber Technologies, Inc. (A) 35,203 1,795,353Union Pacific Corp. 13,374 2,784,734Universal Logistics Holdings, Inc. 647 13,322Werner Enterprises, Inc. 1,312 51,457YRC Worldwide, Inc. (A) 513 2,273

9,463,711Trading companies and distributors – 0.3%Air Lease Corp. 2,173 96,525Applied Industrial Technologies, Inc. 808 63,016Beacon Roofing Supply, Inc. (A) 1,448 58,195BlueLinx Holdings, Inc. (A) 138 4,038BMC Stock Holdings, Inc. (A) 1,408 75,581CAI International, Inc. 399 12,465DXP Enterprises, Inc. (A) 424 9,426




COMMON STOCKS (continued)Trading companies and distributors (continued)EVI Industries, Inc. (A) 281 $ 8,408Fastenal Company 11,599 566,379Fortress Transportation & Infrastructure

Investors LLC 1,753 41,125Foundation Building Materials, Inc. (A) 982 18,864GATX Corp. 601 49,991GMS, Inc. (A) 892 27,188H&E Equipment Services, Inc. 706 21,046Herc Holdings, Inc. (A) 600 39,846Lawson Products, Inc. (A) 105 5,346MRC Global, Inc. (A) 1,913 12,683MSC Industrial Direct Company, Inc.,

Class A 1,063 89,707NOW, Inc. (A) 2,361 16,952Rush Enterprises, Inc., Class A 1,177 48,751SiteOne Landscape Supply, Inc. (A) 878 139,277Systemax, Inc. 859 30,830Textainer Group Holdings, Ltd. (A) 1,307 25,068Titan Machinery, Inc. (A) 554 10,831United Rentals, Inc. (A) 1,431 331,863Univar Solutions, Inc. (A) 3,580 68,056Veritiv Corp. (A) 416 8,649W.W. Grainger, Inc. 1,010 412,423Watsco, Inc. 731 165,608WESCO International, Inc. (A) 1,054 82,739Willis Lease Finance Corp. (A) 124 3,777

2,544,65371,718,161

Information technology – 26.6%Communications equipment – 0.8%Acacia Communications, Inc. (A) 846 61,724ADTRAN, Inc. 1,229 18,152Applied Optoelectronics, Inc. (A) 524 4,459Arista Networks, Inc. (A) 1,503 436,727CalAmp Corp. (A) 820 8,134Calix, Inc. (A) 1,308 38,926Cambium Networks Corp. (A) 638 16,001Casa Systems, Inc. (A) 2,022 12,476Ciena Corp. (A) 3,177 167,904Cisco Systems, Inc. 83,161 3,721,455Clearfield, Inc. (A) 398 9,839CommScope Holding Company, Inc. (A) 4,134 55,396Comtech Telecommunications Corp. 548 11,338Digi International, Inc. (A) 683 12,909DZS, Inc. (A) 566 8,756EchoStar Corp., Class A (A) 2,059 43,630Extreme Networks, Inc. (A) 2,767 19,065F5 Networks, Inc. (A) 1,172 206,202Harmonic, Inc. (A) 2,084 15,401Infinera Corp. (A) 3,517 36,858Inseego Corp. (A)(B) 1,798 27,815InterDigital, Inc. 665 40,352Juniper Networks, Inc. 6,516 146,675KVH Industries, Inc. (A) 504 5,720Lumentum Holdings, Inc. (A) 1,592 150,922Motorola Solutions, Inc. 3,343 568,511NETGEAR, Inc. (A) 654 26,572NetScout Systems, Inc. (A) 1,586 43,488Plantronics, Inc. 893 24,138Powerwave Technologies, Inc. (A)(C) 912 0Resonant, Inc. (A)(B) 781 2,070Ribbon Communications, Inc. (A) 2,627 17,233Ubiquiti, Inc. 1,314 365,962ViaSat, Inc. (A) 1,289 42,086


COMMON STOCKS (continued)Communications equipment (continued)Viavi Solutions, Inc. (A) 4,848 $ 72,599

6,439,495Electronic equipment, instruments and components – 0.7%Akoustis Technologies, Inc. (A) 872 10,665Amphenol Corp., Class A 5,812 760,035Arlo Technologies, Inc. (A) 1,497 11,662Arrow Electronics, Inc. (A) 1,387 134,955Avnet, Inc. 1,858 65,234Badger Meter, Inc. 609 57,283Bel Fuse, Inc., Class B 346 5,200Belden, Inc. 915 38,339Benchmark Electronics, Inc. 800 21,608CDW Corp. 2,758 363,477Cognex Corp. 3,577 287,179Coherent, Inc. (A) 509 76,360Corning, Inc. 15,094 543,384CTS Corp. 670 23,001Daktronics, Inc. 1,227 5,742Dolby Laboratories, Inc., Class A 1,964 190,763ePlus, Inc. (A) 171 15,039FARO Technologies, Inc. (A) 391 27,616Fitbit, Inc., Class A (A) 5,587 37,992FLIR Systems, Inc. 2,687 117,771II-VI, Inc. (A) 1,909 145,008Insight Enterprises, Inc. (A) 735 55,926Intellicheck, Inc. (A) 162 1,848IPG Photonics Corp. (A) 1,057 236,546Iteris, Inc. (A) 1,032 5,831Itron, Inc. (A) 841 80,652Jabil, Inc. 3,026 128,696Keysight Technologies, Inc. (A) 3,745 494,677Kimball Electronics, Inc. (A) 601 9,610Knowles Corp. (A) 1,955 36,031Littelfuse, Inc. 493 125,547Luna Innovations, Inc. (A) 135 1,334Methode Electronics, Inc. 804 30,777MicroVision, Inc. (A) 1,120 6,026MTS Systems Corp. 425 24,718Napco Security Technologies, Inc. (A) 429 11,248National Instruments Corp. 2,724 119,693Netlist, Inc. (A) 2,025 1,221nLight, Inc. (A) 848 27,687Novanta, Inc. (A) 739 87,365OSI Systems, Inc. (A) 333 31,042PAR Technology Corp. (A) 370 23,232PC Connection, Inc. (A) 517 24,449Plexus Corp. (A) 571 44,658Powerfleet, Inc. (A) 111 825Research Frontiers, Inc. (A) 131 368Rogers Corp. (A) 393 61,029Sanmina Corp. (A) 1,168 37,248ScanSource, Inc. (A) 460 12,135SYNNEX Corp. 1,018 82,906Trimble, Inc. (A) 5,066 338,257TTM Technologies, Inc. (A) 2,254 31,094Vishay Intertechnology, Inc. 3,003 62,192Vishay Precision Group, Inc. (A) 306 9,633Vontier Corp. (A) 2,732 91,249Zebra Technologies Corp., Class A (A) 1,064 408,927

5,682,990IT services – 5.2%Akamai Technologies, Inc. (A) 3,191 335,023Alliance Data Systems Corp. 932 69,061Automatic Data Processing, Inc. 8,469 1,492,238BigCommerce Holdings, Inc., Series 1 (A) 1,073 68,833




COMMON STOCKS (continued)IT services (continued)Black Knight, Inc. (A) 3,057 $ 270,086Booz Allen Hamilton Holding Corp. 2,787 242,971Brightcove, Inc. (A) 983 18,087Broadridge Financial Solutions, Inc. 2,308 353,586CACI International, Inc., Class A (A) 456 113,694Cardtronics PLC, Class A (A) 953 33,641Cass Information Systems, Inc. 256 9,961Cognizant Technology Solutions Corp.,

Class A 10,730 879,324Concentrix Corp. (A) 1,018 100,477Conduent, Inc. (A) 4,621 22,181CSG Systems International, Inc. 659 29,701DXC Technology Company 5,359 137,994Endurance International Group

Holdings, Inc. (A) 3,270 30,902EPAM Systems, Inc. (A) 1,141 408,877Euronet Worldwide, Inc. (A) 1,131 163,905EVO Payments, Inc., Class A (A) 1,768 47,754Exela Technologies, Inc. (A) 439 182ExlService Holdings, Inc. (A) 712 60,613Fastly, Inc., Class A (A)(B) 1,995 174,303Fidelity National Information Services, Inc. 12,255 1,733,592Fiserv, Inc. (A) 13,311 1,515,590FleetCor Technologies, Inc. (A) 1,674 456,717Gartner, Inc. (A) 1,853 296,832Genpact, Ltd. 3,996 165,275Global Payments, Inc. 6,005 1,293,597GoDaddy, Inc., Class A (A) 3,472 288,002GreenSky, Inc., Class A (A) 3,876 17,946i3 Verticals, Inc., Class A (A) 606 20,119IBM Corp. 17,285 2,175,836Information Services Group, Inc. (A) 1,409 4,622Jack Henry & Associates, Inc. 1,553 251,570KBR, Inc. 2,986 92,357Leidos Holdings, Inc. 2,865 301,169Limelight Networks, Inc. (A) 2,664 10,629LiveRamp Holdings, Inc. (A) 1,431 104,735ManTech International Corp., Class A 809 71,952Mastercard, Inc., Class A 19,815 7,072,766MAXIMUS, Inc. 1,146 83,876MoneyGram International, Inc. (A) 1,519 8,301MongoDB, Inc. (A) 1,175 421,872NIC, Inc. 1,395 36,033Okta, Inc. (A) 2,436 619,377Paychex, Inc. 7,133 664,653PayPal Holdings, Inc. (A) 23,273 5,450,537Paysign, Inc. (A) 1,105 5,127Perficient, Inc. (A) 713 33,974Perspecta, Inc. 3,393 81,703PRGX Global, Inc. (A) 47 359Sabre Corp. 5,716 68,706Science Applications International Corp. 1,089 103,063ServiceSource International, Inc. (A) 2,601 4,578Shift4 Payments, Inc., Class A (A) 671 50,593Snowflake, Inc., Class A (A)(B) 5,436 1,529,690Square, Inc., Class A (A) 8,866 1,929,596StarTek, Inc. (A) 653 4,911Switch, Inc., Class A 5,110 83,651Sykes Enterprises, Inc. (A) 904 34,054The Hackett Group, Inc. 696 10,015The Western Union Company 8,245 180,895TTEC Holdings, Inc. 986 71,909Twilio, Inc., Class A (A) 2,862 968,787Unisys Corp. (A) 1,343 26,430VeriSign, Inc. (A) 2,239 484,520


COMMON STOCKS (continued)IT services (continued)Verra Mobility Corp. (A) 3,363 $ 45,131Virtusa Corp. (A) 634 32,416Visa, Inc., Class A 38,368 8,392,233WEX, Inc. (A) 903 183,788

42,547,478Semiconductors and semiconductor equipment – 4.5%ACM Research, Inc., Class A (A) 406 32,988Advanced Energy Industries, Inc. (A) 809 78,449Advanced Micro Devices, Inc. (A) 23,222 2,129,690Alpha & Omega Semiconductor, Ltd. (A) 622 14,704Ambarella, Inc. (A) 706 64,825Amkor Technology, Inc. 5,075 76,531Analog Devices, Inc. 7,233 1,068,531Applied Materials, Inc. 17,971 1,550,897Atomera, Inc. (A) 385 6,195Axcelis Technologies, Inc. (A) 734 21,374AXT, Inc. (A) 135 1,292Broadcom, Inc. 7,919 3,467,334Brooks Automation, Inc. 1,532 103,946CEVA, Inc. (A) 512 23,296Cirrus Logic, Inc. (A) 1,174 96,503CMC Materials, Inc. 612 92,596Cohu, Inc. 925 35,317Cree, Inc. (A) 2,258 239,122CyberOptics Corp. (A) 12 272Diodes, Inc. (A) 1,072 75,576DSP Group, Inc. (A) 596 9,888Enphase Energy, Inc. (A) 2,514 441,132Entegris, Inc. 2,751 264,371Everspin Technologies, Inc. (A) 103 474First Solar, Inc. (A) 2,176 215,250FormFactor, Inc. (A) 1,518 65,304GSI Technology, Inc. (A) 205 1,517Ichor Holdings, Ltd. (A) 384 11,576Impinj, Inc. (A) 486 20,349Inphi Corp. (A) 960 154,051Intel Corp. 83,458 4,157,878KLA Corp. 3,078 796,925Kulicke & Soffa Industries, Inc. 1,388 44,152Lam Research Corp. 2,872 1,356,359Lattice Semiconductor Corp. (A) 2,843 130,266MACOM Technology Solutions

Holdings, Inc. (A) 1,335 73,478Marvell Technology Group, Ltd. 13,482 640,934Maxeon Solar Technologies, Ltd. (A) 410 11,632Maxim Integrated Products, Inc. 5,159 457,345MaxLinear, Inc. (A) 1,515 57,858Microchip Technology, Inc. 4,982 688,064Micron Technology, Inc. (A) 21,782 1,637,571MKS Instruments, Inc. 1,139 171,363Monolithic Power Systems, Inc. 906 331,804NeoPhotonics Corp. (A) 1,119 10,172NVE Corp. 120 6,742NVIDIA Corp. 12,209 6,375,540ON Semiconductor Corp. (A) 8,461 276,929Onto Innovation, Inc. (A) 982 46,694PDF Solutions, Inc. (A) 745 16,092Photronics, Inc. (A) 1,478 16,494Pixelworks, Inc. (A) 1,060 2,989Power Integrations, Inc. 1,203 98,478Qorvo, Inc. (A) 2,305 383,252QUALCOMM, Inc. 22,324 3,400,838Rambus, Inc. (A) 2,420 42,253Rubicon Technology, Inc. (A) 161 1,457Semtech Corp. (A) 1,393 100,421




COMMON STOCKS (continued)Semiconductors and semiconductor equipment (continued)Silicon Laboratories, Inc. (A) 876 $ 111,550SiTime Corp. (A) 232 25,968Skyworks Solutions, Inc. 3,302 504,810SMART Global Holdings, Inc. (A) 535 20,132SunPower Corp. (A) 3,285 84,227Synaptics, Inc. (A) 681 65,648Teradyne, Inc. 3,361 402,950Texas Instruments, Inc. 17,894 2,936,942Ultra Clean Holdings, Inc. (A) 883 27,505Universal Display Corp. 983 225,893Veeco Instruments, Inc. (A) 1,119 19,426Xilinx, Inc. 4,787 678,653

36,801,034Software – 9.4%2U, Inc. (A) 1,345 53,8138x8, Inc. (A) 2,122 73,145A10 Networks, Inc. (A) 1,809 17,837ACI Worldwide, Inc. (A) 2,427 93,270Adobe, Inc. (A) 9,513 4,757,642Agilysys, Inc. (A) 564 21,646Alarm.com Holdings, Inc. (A) 1,025 106,036Altair Engineering, Inc., Class A (A) 1,540 89,597Alteryx, Inc., Class A (A) 1,359 165,513American Software, Inc., Class A 679 11,658Anaplan, Inc. (A) 2,761 198,378ANSYS, Inc. (A) 1,722 626,464Appfolio, Inc., Class A (A) 718 129,269Appian Corp. (A)(B) 1,411 228,709Aspen Technology, Inc. (A) 1,425 185,606Autodesk, Inc. (A) 4,406 1,345,328Avalara, Inc. (A) 1,613 265,968Avaya Holdings Corp. (A) 2,155 41,268Benefitfocus, Inc. (A) 722 10,455Bill.com Holdings, Inc. (A) 1,427 194,786Blackbaud, Inc. 1,029 59,229Blackline, Inc. (A) 1,170 156,055Bottomline Technologies DE, Inc. (A) 930 49,048Box, Inc., Class A (A) 3,163 57,092Cadence Design Systems, Inc. (A) 5,615 766,054CDK Global, Inc. 2,502 129,679Cerence, Inc. (A) 788 79,178Ceridian HCM Holding, Inc. (A) 3,010 320,746ChannelAdvisor Corp. (A) 697 11,138Citrix Systems, Inc. 2,471 321,477Cloudera, Inc. (A) 5,998 83,432Cloudflare, Inc., Class A (A) 6,057 460,271CommVault Systems, Inc. (A) 969 53,654Cornerstone OnDemand, Inc. (A) 1,274 56,107Coupa Software, Inc. (A) 1,333 451,767Crowdstrike Holdings, Inc., Class A (A) 4,295 909,767Datadog, Inc., Class A (A) 6,130 603,437Digimarc Corp. (A) 294 13,889DocuSign, Inc. (A) 3,724 827,845Domo, Inc., Class B (A) 622 39,665Dropbox, Inc., Class A (A) 8,678 192,565Duck Creek Technologies, Inc. (A) 1,484 64,257Dynatrace, Inc. (A) 5,749 248,759Ebix, Inc. 651 24,718eGain Corp. (A) 755 8,917Envestnet, Inc. (A) 1,101 90,601Everbridge, Inc. (A) 708 105,542Fair Isaac Corp. (A) 589 301,003FireEye, Inc. (A) 4,573 105,453Five9, Inc. (A) 1,276 222,534Fortinet, Inc. (A) 3,289 488,515


COMMON STOCKS (continued)Software (continued)Guidewire Software, Inc. (A) 1,721 $ 221,544HubSpot, Inc. (A) 893 354,021Intelligent Systems Corp. (A) 199 7,982Intuit, Inc. 5,199 1,974,840j2 Global, Inc. (A) 912 89,093LivePerson, Inc. (A) 1,406 87,495Manhattan Associates, Inc. (A) 1,337 140,626Medallia, Inc. (A) 2,506 83,249Microsoft Corp. 149,389 33,227,101MicroStrategy, Inc., Class A (A) 221 85,870Mitek Systems, Inc. (A) 911 16,198Model N, Inc. (A) 719 25,654NCino, Inc. (A)(B) 995 72,048New Relic, Inc. (A) 1,234 80,704NortonLifeLock, Inc. 12,243 254,410Nuance Communications, Inc. (A) 5,919 260,969Nutanix, Inc., Class A (A) 3,956 126,078OneSpan, Inc. (A) 910 18,819Oracle Corp. 60,180 3,893,044PagerDuty, Inc. (A) 1,640 68,388Palantir Technologies, Inc., Class A (A)(B) 30,105 708,973Palo Alto Networks, Inc. (A) 1,957 695,498Pareteum Corp. (A) 1,711 1,009Paycom Software, Inc. (A) 1,203 544,057Paylocity Holding Corp. (A) 1,121 230,825Pegasystems, Inc. 1,661 221,345Ping Identity Holding Corp. (A) 1,506 43,132Pluralsight, Inc., Class A (A) 2,973 62,314Progress Software Corp. 952 43,021Proofpoint, Inc. (A) 1,180 160,964PROS Holdings, Inc. (A) 881 44,728PTC, Inc. (A) 2,421 289,576Q2 Holdings, Inc. (A) 1,009 127,669Qualys, Inc. (A) 812 98,958Rapid7, Inc. (A) 1,045 94,217RealPage, Inc. (A) 1,984 173,084Rimini Street, Inc. (A) 1,519 6,729RingCentral, Inc., Class A (A) 1,564 592,709Riot Blockchain, Inc. (A) 204 3,466Sailpoint Technologies Holdings, Inc. (A) 1,899 101,103salesforce.com, Inc. (A) 18,041 4,014,664Seachange International, Inc. (A) 312 437SecureWorks Corp., Class A (A) 1,619 23,022ServiceNow, Inc. (A) 3,844 2,115,853SharpSpring, Inc. (A) 74 1,205ShotSpotter, Inc. (A) 262 9,877Slack Technologies, Inc., Class A (A) 11,350 479,424Smartsheet, Inc., Class A (A) 2,404 166,573Smith Micro Software, Inc. (A) 408 2,211SolarWinds Corp. (A) 6,524 97,534Splunk, Inc. (A) 3,253 552,652Sprout Social, Inc., Class A (A) 881 40,006SPS Commerce, Inc. (A) 728 79,054SS&C Technologies Holdings, Inc. 5,222 379,901SVMK, Inc. (A) 2,843 72,639Synchronoss Technologies, Inc. (A) 1,177 5,532Synopsys, Inc. (A) 3,041 788,349Telenav, Inc. (A) 1,183 5,560Tenable Holdings, Inc. (A) 2,078 108,596Teradata Corp. (A) 2,339 52,557The Trade Desk, Inc., Class A (A) 942 754,542Tyler Technologies, Inc. (A) 805 351,399Upland Software, Inc. (A) 553 25,377Varonis Systems, Inc. (A) 646 105,692Verint Systems, Inc. (A) 1,365 91,701




COMMON STOCKS (continued)Software (continued)Veritone, Inc. (A) 355 $ 10,100Vertex, Inc., Class A (A) 729 25,406VirnetX Holding Corp. (B) 1,593 8,029VMware, Inc., Class A (A)(B) 8,277 1,160,932Workday, Inc., Class A (A) 4,749 1,137,908Workiva, Inc. (A) 982 89,971Xperi Holding Corp. 2,215 46,294Yext, Inc. (A) 2,432 38,231Zendesk, Inc. (A) 2,343 335,330Zix Corp. (A) 1,285 11,090Zoom Video Communications, Inc.,

Class A (A) 5,644 1,903,834Zscaler, Inc. (A) 2,677 534,624Zuora, Inc., Class A (A) 2,388 33,265

76,909,663Technology hardware, storage and peripherals – 6.0%3D Systems Corp. (A)(B) 2,572 26,955Apple, Inc. 342,128 45,396,920AstroNova, Inc. 233 2,481Avid Technology, Inc. (A) 1,003 15,918Dell Technologies, Inc., Class C (A) 14,796 1,084,399Diebold Nixdorf, Inc. (A) 1,715 18,282Eastman Kodak Company (A)(B) 667 5,429Hewlett Packard Enterprise Company 24,206 286,841HP, Inc. 27,736 682,028Immersion Corp. (A) 809 9,134Intevac, Inc. (A) 745 5,371NCR Corp. (A) 2,659 99,899NetApp, Inc. 4,398 291,324Pure Storage, Inc., Class A (A) 5,381 121,664Western Digital Corp. 6,022 333,559Xerox Holdings Corp. 4,123 95,612

48,475,816216,856,476

Materials – 2.4%Chemicals – 1.4%AdvanSix, Inc. (A) 524 10,475Air Products & Chemicals, Inc. 4,274 1,167,742Albemarle Corp. 2,196 323,954American Vanguard Corp. 728 11,299Amyris, Inc. (A)(B) 2,008 12,399Ashland Global Holdings, Inc. 1,244 98,525Avient Corp. 1,723 69,402Axalta Coating Systems, Ltd. (A) 4,848 138,410Balchem Corp. 681 78,465Cabot Corp. 1,218 54,664Celanese Corp. 2,262 293,924CF Industries Holdings, Inc. 4,338 167,924Chase Corp. 194 19,596Ciner Resources LP 296 3,727Corteva, Inc. 14,911 577,354CVR Nitrogen LP (A)(C) 1,086 195Dow, Inc. 15,081 836,996DuPont de Nemours, Inc. 14,556 1,035,077Eastman Chemical Company 2,581 258,823Ecolab, Inc. 5,658 1,224,165Ferro Corp. (A) 1,770 25,895Flotek Industries, Inc. (A) 796 1,680FMC Corp. 2,533 291,118FutureFuel Corp. 1,090 13,843GCP Applied Technologies, Inc. (A) 1,572 37,178Hawkins, Inc. 266 13,914HB Fuller Company 1,076 55,823Huntsman Corp. 4,735 119,038


COMMON STOCKS (continued)Chemicals (continued)Ingevity Corp. (A) 884 $ 66,945Innospec, Inc. 510 46,272International Flavors &

Fragrances, Inc. (B) 2,138 232,700Intrepid Potash, Inc. (A) 345 8,332Koppers Holdings, Inc. (A) 482 15,019Kraton Corp. (A) 660 18,341Kronos Worldwide, Inc. 2,526 37,663Livent Corp. (A) 3,162 59,572LSB Industries, Inc. (A) 308 1,044Marrone Bio Innovations, Inc. (A) 3,996 4,995Minerals Technologies, Inc. 673 41,807NewMarket Corp. 133 52,973Olin Corp. 3,408 83,700PPG Industries, Inc. 4,558 657,355PQ Group Holdings, Inc. 2,904 41,411Quaker Chemical Corp. 313 79,311Rayonier Advanced Materials, Inc. (A) 1,194 7,785RPM International, Inc. 2,513 228,130Sensient Technologies Corp. 828 61,082Stepan Company 392 46,773The Chemours Company 3,379 83,765The Mosaic Company 7,960 183,160The Scotts Miracle-Gro Company 1,138 226,621The Sherwin-Williams Company 1,790 1,315,489Trecora Resources (A) 757 5,291Tredegar Corp. 832 13,894Trinseo SA 852 43,631Valhi, Inc. 660 10,032Valvoline, Inc. 3,909 90,454W.R. Grace & Company 1,393 76,364Westlake Chemical Corp. 2,620 213,792Westlake Chemical Partners LP 799 19,048

11,014,356Construction materials – 0.1%Eagle Materials, Inc. 850 86,148Forterra, Inc. (A) 1,414 24,314Martin Marietta Materials, Inc. 1,202 341,332Summit Materials, Inc., Class A (A) 2,396 48,112U.S. Concrete, Inc. (A) 374 14,949United States Lime & Minerals, Inc. 134 15,276Vulcan Materials Company 2,544 377,301

907,432Containers and packaging – 0.4%AptarGroup, Inc. 1,044 142,913Avery Dennison Corp. 1,684 261,205Ball Corp. 6,467 602,595Berry Global Group, Inc. (A) 2,667 149,859Crown Holdings, Inc. (A) 2,597 260,219Graphic Packaging Holding Company 5,879 99,590Greif, Inc., Class A 1,049 49,177International Paper Company 7,941 394,827Myers Industries, Inc. 844 17,538O-I Glass, Inc. 3,338 39,722Packaging Corp. of America 1,855 255,823Sealed Air Corp. 3,058 140,026Silgan Holdings, Inc. 2,164 80,241Sonoco Products Company 1,870 110,798UFP Technologies, Inc. (A) 81 3,775Westrock Company 5,339 232,407

2,840,715Metals and mining – 0.5%Alcoa Corp. (A) 4,059 93,560Allegheny Technologies, Inc. (A) 2,687 45,061




COMMON STOCKS (continued)Metals and mining (continued)Arconic Corp. (A) 2,276 $ 67,825Carpenter Technology Corp. 1,071 31,188Century Aluminum Company (A) 2,194 24,200Cleveland-Cliffs, Inc. 8,361 121,736Coeur Mining, Inc. (A) 5,000 51,750Commercial Metals Company 2,537 52,110Compass Minerals International, Inc. 766 47,278Contura Energy, Inc. (A) 390 4,434Freeport-McMoRan, Inc. 29,701 772,820Friedman Industries, Inc. 13 89General Moly, Inc. (A)(C) 4,421 0Haynes International, Inc. 334 7,963Hecla Mining Company 10,978 71,137Kaiser Aluminum Corp. 367 36,296Materion Corp. 423 26,954Newmont Corp. 15,909 952,790Nucor Corp. 5,856 311,481Olympic Steel, Inc. 344 4,586Ramaco Resources, Inc. (A) 924 2,661Rare Element Resources, Ltd. (A) 2,635 2,833Reliance Steel & Aluminum Company 1,081 129,450Royal Gold, Inc. 1,387 147,521Ryerson Holding Corp. (A) 938 12,794Schnitzer Steel Industries, Inc., Class A 654 20,869Silver Bull Resources, Inc. (A) 1,632 1,110Solitario Zinc Corp. (A) 2,505 1,409Southern Copper Corp. 15,715 1,023,361Steel Dynamics, Inc. 4,244 156,476SunCoke Energy, Inc. 2,119 9,218TimkenSteel Corp. (A) 1,209 5,646United States Steel Corp. 3,560 59,701Universal Stainless & Alloy

Products, Inc. (A) 144 1,077Warrior Met Coal, Inc. 968 20,638Worthington Industries, Inc. 793 40,713

4,358,735Paper and forest products – 0.0%Boise Cascade Company 849 40,582Clearwater Paper Corp. (A) 390 14,723Glatfelter Corp. 999 16,364Louisiana-Pacific Corp. 2,491 92,590Neenah, Inc. 345 19,085Schweitzer-Mauduit International, Inc. 627 25,212Verso Corp., Class A 768 9,231

217,78719,339,025

Real estate – 3.0%Equity real estate investment trusts – 2.9%Acadia Realty Trust 1,860 26,393Agree Realty Corp. 883 58,790Alexander & Baldwin, Inc. 1,588 27,282Alexander’s, Inc. 108 29,954Alexandria Real Estate Equities, Inc. 2,408 429,154American Assets Trust, Inc. 1,271 36,706American Campus Communities, Inc. 2,883 123,306American Finance Trust, Inc. 2,393 17,780American Homes 4 Rent, Class A 6,327 189,810American Tower Corp. 8,763 1,966,943Americold Realty Trust 4,031 150,477Apartment Income REIT Corp. (A) 3,114 119,609Apartment Investment and Management

Company, Class A 3,114 16,442Apple Hospitality REIT, Inc. 4,752 61,348Armada Hoffler Properties, Inc. 1,229 13,789


COMMON STOCKS (continued)Equity real estate investment trusts (continued)Ashford Hospitality Trust, Inc. (A) 287 $ 743AvalonBay Communities, Inc. 2,641 423,696Bluerock Residential Growth REIT, Inc. 731 9,262Boston Properties, Inc. 3,063 289,545Braemar Hotels & Resorts, Inc. (A) 978 4,509Brandywine Realty Trust 3,857 45,937Brixmor Property Group, Inc. 6,250 103,438BRT Apartments Corp. 385 5,852Camden Property Trust 1,879 187,750CareTrust REIT, Inc. 2,053 45,536CatchMark Timber Trust, Inc., Class A 1,315 12,308CBL & Associates Properties, Inc. (A) 4,721 196Cedar Realty Trust, Inc. 378 3,829Centerspace 226 15,965Chatham Lodging Trust 1,057 11,416CIM Commercial Trust Corp. 337 4,799Clipper Realty, Inc. 526 3,708Colony Capital, Inc. 10,479 50,404Columbia Property Trust, Inc. 2,547 36,524Community Healthcare Trust, Inc. 472 22,236Condor Hospitality Trust, Inc. (A) 431 1,698CoreCivic, Inc. 2,527 16,552CorEnergy Infrastructure Trust, Inc. 318 2,178CorePoint Lodging, Inc. 1,422 9,783CoreSite Realty Corp. 786 98,470Corporate Office Properties Trust 2,391 62,357Cousins Properties, Inc. 3,094 103,649Crown Castle International Corp. 8,631 1,373,969CubeSmart 3,975 133,600CyrusOne, Inc. 2,372 173,512DiamondRock Hospitality Company (A) 4,310 35,558Digital Realty Trust, Inc. 4,353 607,287Diversified Healthcare Trust 5,157 21,247Douglas Emmett, Inc. 3,681 107,412Duke Realty Corp. 7,646 305,611Easterly Government Properties, Inc. 1,561 35,357EastGroup Properties, Inc. 807 111,414Empire State Realty Trust, Inc., Class A 3,892 36,273EPR Properties 1,636 53,170Equinix, Inc. 1,767 1,261,956Equity Commonwealth 1,372 37,428Equity LifeStyle Properties, Inc. 3,682 233,292Equity Residential 7,383 437,664Essential Properties Realty Trust, Inc. 1,463 31,016Essex Property Trust, Inc. 1,245 295,588Extra Space Storage, Inc. 2,510 290,809Farmland Partners, Inc. 930 8,091Federal Realty Investment Trust 1,572 133,809First Industrial Realty Trust, Inc. 2,680 112,908Four Corners Property Trust, Inc. 1,453 43,256Franklin Street Properties Corp. 2,261 9,881Front Yard Residential Corp. 1,319 21,368Gaming and Leisure Properties, Inc. 4,534 192,242Getty Realty Corp. 966 26,604Gladstone Commercial Corp. 793 14,274Gladstone Land Corp. 706 10,336Global Medical REIT, Inc. 854 11,153Global Net Lease, Inc. 1,979 33,920Healthcare Realty Trust, Inc. 2,832 83,827Healthcare Trust of America, Inc., Class A 4,366 120,240Healthpeak Properties, Inc. 10,353 312,971Hersha Hospitality Trust 1,005 7,929Highwoods Properties, Inc. 2,184 86,552Host Hotels & Resorts, Inc. 15,005 219,523Hudson Pacific Properties, Inc. 3,264 78,401




COMMON STOCKS (continued)Equity real estate investment trusts (continued)Independence Realty Trust, Inc. 2,095 $ 28,136Industrial Logistics Properties Trust 1,490 34,702Innovative Industrial Properties, Inc. 316 57,869Invitation Homes, Inc. 11,285 335,165Iron Mountain, Inc. 6,007 177,086iStar, Inc. 1,236 18,355JBG SMITH Properties 2,856 89,307Kilroy Realty Corp. 2,218 127,313Kimco Realty Corp. 8,845 132,763Kite Realty Group Trust 1,853 27,721Lamar Advertising Company, Class A 2,080 173,098Lexington Realty Trust 5,323 56,530Life Storage, Inc. 897 107,093LTC Properties, Inc. 837 32,568Mack-Cali Realty Corp. 1,996 24,870Medalist Diversified REIT, Inc. 376 820Medical Properties Trust, Inc. 10,170 221,604MGM Growth Properties LLC, Class A 2,079 65,073Mid-America Apartment Communities, Inc. 2,225 281,885Monmouth Real Estate Investment Corp. 2,045 35,419National Health Investors, Inc. 880 60,870National Retail Properties, Inc. 3,402 139,210National Storage Affiliates Trust 1,224 44,101New Senior Investment Group, Inc. 2,020 10,464New York REIT Liquidating LLC (A)(C) 457 8,375NexPoint Residential Trust, Inc. 583 24,667Office Properties Income Trust 1,104 25,083Omega Healthcare Investors, Inc. 4,564 165,764One Liberty Properties, Inc. 547 10,978Outfront Media, Inc. 3,037 59,404Paramount Group, Inc. 4,911 44,395Park Hotels & Resorts, Inc. 5,041 86,453Pebblebrook Hotel Trust 2,802 52,678Pennsylvania Real Estate Investment Trust 1,986 1,986Physicians Realty Trust 3,981 70,862Piedmont Office Realty Trust, Inc.,

Class A 2,477 40,202Plymouth Industrial REIT, Inc. 429 6,435Postal Realty Trust, Inc., Class A 83 1,401PotlatchDeltic Corp. 1,473 73,679Preferred Apartment Communities, Inc.,

Class A 904 6,690Prologis, Inc. 14,637 1,458,723PS Business Parks, Inc. 476 63,246Public Storage 3,306 763,455QTS Realty Trust, Inc., Class A 1,243 76,917Rayonier, Inc. 2,839 83,410Realty Income Corp. 6,750 419,648Regency Centers Corp. 3,503 159,702Retail Opportunity Investments Corp. 2,507 33,569Retail Properties of America, Inc., Class A 4,627 39,607Retail Value, Inc. 492 7,316Rexford Industrial Realty, Inc. 2,347 115,261RLJ Lodging Trust 3,635 51,435RPT Realty 1,545 13,364Ryman Hospitality Properties, Inc. 1,080 73,181Sabra Health Care REIT, Inc. 4,102 71,252Safehold, Inc. 890 64,516Saul Centers, Inc. 494 15,650SBA Communications Corp. 2,260 637,614Seritage Growth Properties, Class A (A) 866 12,713Service Properties Trust 3,498 40,192Simon Property Group, Inc. 6,099 520,123SITE Centers Corp. 4,050 40,986SL Green Realty Corp. 1,680 100,094


COMMON STOCKS (continued)Equity real estate investment trusts (continued)Sotherly Hotels, Inc. 646 $ 1,615Spirit Realty Capital, Inc. 2,024 81,304STAG Industrial, Inc. 2,912 91,204STORE Capital Corp. 4,908 166,774Summit Hotel Properties, Inc. 2,173 19,579Sun Communities, Inc. 1,906 289,617Sunstone Hotel Investors, Inc. 4,797 54,350Tanger Factory Outlet Centers, Inc. 2,021 20,129Terreno Realty Corp. 1,416 82,850The GEO Group, Inc. 2,079 18,420The Macerich Company 3,169 33,813UDR, Inc. 6,125 235,384UMH Properties, Inc. 958 14,188Uniti Group, Inc. 4,136 48,515Universal Health Realty Income Trust 293 18,831Urban Edge Properties 2,581 33,398Urstadt Biddle Properties, Inc., Class A 889 12,562Ventas, Inc. 7,776 381,335VEREIT, Inc. 4,377 165,407VICI Properties, Inc. 9,506 242,403Vornado Realty Trust 3,861 144,170Washington Prime Group, Inc. 507 3,301Washington Real Estate Investment Trust 1,739 37,615Weingarten Realty Investors 2,712 58,769Welltower, Inc. 8,465 547,008Weyerhaeuser Company 15,205 509,824Wheeler Real Estate Investment

Trust, Inc. (A) 991 2,745Whitestone REIT 991 7,898WP Carey, Inc. 3,555 250,912Xenia Hotels & Resorts, Inc. 2,429 36,921

23,383,460Real estate management and development – 0.1%CBRE Group, Inc., Class A (A) 6,680 418,970CTO Realty Growth, Inc. 38 1,602eXp World Holdings, Inc. (A) 1,472 92,913Five Point Holdings LLC, Class A (A) 2,953 16,123Forestar Group, Inc. (A) 1,120 22,602FRP Holdings, Inc. (A) 258 11,752Griffin Industrial Realty, Inc. (A) 183 11,438Jones Lang LaSalle, Inc. (A) 1,017 150,892Kennedy-Wilson Holdings, Inc. 3,061 54,761Landmark Infrastructure Partners LP 598 6,411Marcus & Millichap, Inc. (A) 815 30,342Maui Land & Pineapple Company, Inc. (A) 514 5,926Newmark Group, Inc., Class A 3,854 28,096Rafael Holdings, Inc., Class B (A) 347 8,092RE/MAX Holdings, Inc., Class A 431 15,658Redfin Corp. (A) 1,978 135,750Tejon Ranch Company (A) 613 8,858The Howard Hughes Corp. (A) 903 71,274The RMR Group, Inc., Class A 686 26,493The St. Joe Company 1,315 55,822

1,173,77524,557,235

Utilities – 2.5%Electric utilities – 1.5%ALLETE, Inc. 1,037 64,232Alliant Energy Corp. 5,065 260,999American Electric Power Company, Inc. 9,667 804,971Avangrid, Inc. 6,148 279,427Duke Energy Corp. 14,448 1,322,859Edison International 7,481 469,956Entergy Corp. 3,974 396,764




COMMON STOCKS (continued)Electric utilities (continued)Evergy, Inc. 4,731 $ 262,618Eversource Energy 6,749 583,856Exelon Corp. 18,987 801,631FirstEnergy Corp. 11,070 338,853Genie Energy, Ltd., B Shares 706 5,090Hawaiian Electric Industries, Inc. 2,097 74,213IDACORP, Inc. 972 93,341MGE Energy, Inc. 751 52,593NextEra Energy, Inc. 38,660 2,982,619NRG Energy, Inc. 4,878 183,169OGE Energy Corp. 4,136 131,773Otter Tail Corp. 842 35,878PG&E Corp. (A) 33,695 419,840Pinnacle West Capital Corp. 2,031 162,378PNM Resources, Inc. 1,686 81,822Portland General Electric Company 1,846 78,953PPL Corp. 15,073 425,059Spark Energy, Inc., Class A 849 8,125The Southern Company 20,760 1,275,287Xcel Energy, Inc. 10,394 692,968

12,289,274Gas utilities – 0.1%Atmos Energy Corp. 2,179 207,942Chesapeake Utilities Corp. 361 39,064National Fuel Gas Company 1,834 75,432New Jersey Resources Corp. 1,989 70,709Northwest Natural Holding Company 666 30,629ONE Gas, Inc. 1,023 78,536RGC Resources, Inc. 260 6,183South Jersey Industries, Inc. 1,973 42,518Southwest Gas Holdings, Inc. 904 54,918Spire, Inc. 975 62,439Star Group LP 997 9,382Suburban Propane Partners LP 1,423 21,146UGI Corp. 4,392 153,544

852,442Independent power and renewable electricity producers –0.1%Atlantic Power Corp. (A) 3,277 6,882Brookfield Renewable Corp., Class A 435 25,347NextEra Energy Partners LP 1,301 87,232Ormat Technologies, Inc. 1,076 97,141Sunnova Energy International, Inc. (A) 1,517 68,462The AES Corp. 13,906 326,791Vistra Corp. 10,218 200,886

812,741Multi-utilities – 0.7%Ameren Corp. 4,776 372,815Avista Corp. 1,415 56,798Black Hills Corp. 1,306 80,254CenterPoint Energy, Inc. 10,525 227,761CMS Energy Corp. 5,568 339,704Consolidated Edison, Inc. 6,406 462,962Dominion Energy, Inc. 16,727 1,257,870DTE Energy Company 3,714 450,917MDU Resources Group, Inc. 3,916 103,147NiSource, Inc. 7,730 177,326NorthWestern Corp. 981 57,202Public Service Enterprise Group, Inc. 10,002 583,117Sempra Energy 5,652 720,121Unitil Corp. 366 16,203WEC Energy Group, Inc. 6,205 571,046

5,477,243


COMMON STOCKS (continued)Water utilities – 0.1%American States Water Company 757 $ 60,189American Water Works Company, Inc. 3,575 548,655Artesian Resources Corp., Class A 287 10,642Cadiz, Inc. (A)(B) 752 8,009California Water Service Group 1,049 56,677Essential Utilities, Inc. 3,802 179,797Global Water Resources, Inc. 678 9,770Middlesex Water Company 325 23,553Pure Cycle Corp. (A) 700 7,861SJW Group 625 43,350The York Water Company 347 16,170

964,67320,396,373


PREFERRED SECURITIES – 0.0%Consumer discretionary – 0.0%Internet and direct marketing retail – 0.0%Qurate Retail, Inc., 8.000% 260 25,740Industrials – 0.0%Industrial conglomerates – 0.0%Steel Partners Holdings LP, 6.000% 510 10,098TOTAL PREFERRED SECURITIES (Cost $82,033) $ 35,838

RIGHTS – 0.0%Bristol-Myers Squibb Company

(Expiration Date: 3-31-21) (A)(D) 15,751 10,870Pan American Silver Corp. (Expiration

Date: 2-22-29) (A)(D) 7,232 5,966TOTAL RIGHTS (Cost $40,058) $ 16,836

WARRANTS – 0.0%Amplify Energy Corp. (Expiration

Date: 5-4-22; Strike Price: $42.60) (A) 57 1Basic Energy Services, Inc. (Expiration

Date: 12-23-23; Strike Price:$55.25) (A) 55 1

Battalion Oil Corp. (ExpirationDate: 10-8-22; Strike Price:$40.17) (A)(C) 46 1

Denbury, Inc. (Expiration Date: 9-18-23;Strike Price: $35.41) (A) 23 69

Eagle Bulk Shipping, Inc. (ExpirationDate: 10-15-21; Strike Price:$556.40) (A) 101 4

FTS International, Inc. (ExpirationDate: 11-19-23; Strike Price:$33.04) (A) 24 134

FTS International, Inc. (ExpirationDate: 11-19-23; Strike Price:$37.14) (A) 62 311

Genco Shipping & Trading, Ltd.(Expiration Date: 7-9-21; Strike Price:$195.15) (A) 92 3

Hycroft Mining Holding Corp. (ExpirationDate: 10-22-22) (A)(D) 196 71

Oasis Petroleum, Inc. (ExpirationDate: 11-19-24; Strike Price:$94.57) (A) 31 288

Talos Energy, Inc. (ExpirationDate: 2-28-21; Strike Price: $42.04) (A) 80 4




WARRANTS (continued)Tidewater, Inc., Class A (Expiration

Date: 7-31-23; Strike Price: $57.06) (A) 66 $ 30Tidewater, Inc., Class B (Expiration

Date: 7-31-23; Strike Price: $62.28) (A) 71 25TOTAL WARRANTS (Cost $139,061) $ 942


0.1386% (E)(F) 1,047,108 10,477,471Repurchase agreement – 1.3%Repurchase Agreement with State Street


TOTAL SHORT-TERM INVESTMENTS (Cost $21,370,253) $ 21,368,471Total Investments (Total Stock Market Index Trust)


Total Stock Market Index Trust (continued)Security Abbreviations and Legend(A) Non-income producing security.(B) All or a portion of this security is on loan as of 12-31-20.(C) Security is valued using significant unobservable inputs and is


(D) Strike price and/or expiration date not available.(E) The rate shown is the annualized seven-day yield as of 12-31-20.(F) Investment is an affiliate of the fund, the advisor and/or subadvisor.


DERIVATIVES

FUTURES



dateNotional

basis^Notional

value^


(depreciation)Russell 2000 E-Mini Index Futures 17 Long Mar 2021 $1,641,341 $1,678,580 $37,239S&P 500 Index E-Mini Futures 59 Long Mar 2021 10,822,298 11,058,960 236,662

$273,901





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John Hancock Variable Insurance Trust